A Note an Perfect Slice Sampling

Wolfgang Hörmann; Josef Leydold

A Note an Perfect Slice Sampling

Publikation: Working/Discussion Paper › WU Working Paper

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Abstract

Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. We show that the simplest version of the perfect slice sampler suggested in the literature does not always sample from the target distribution.

Originalsprache	Englisch
Publikationsstatus	Veröffentlicht - 1 Dez. 2006

Publikationsreihe

Reihe	Research Report Series / Department of Statistics and Mathematics
Nummer	29

WU Working Paper Reihe

Research Report Series / Department of Statistics and Mathematics

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DocumentEndgültige, publizierte Fassung, 161 KBLizenz: Sonstige

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