A Note an Perfect Slice Sampling

Wolfgang Hörmann, Josef Leydold

Publikation: Working/Discussion PaperWU Working Paper

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.
OriginalspracheEnglisch
PublikationsstatusVeröffentlicht - 1 Dez. 2006

Publikationsreihe

NameResearch Report Series / Department of Statistics and Mathematics
Nr.29

WU Working Paper Reihe

  • Research Report Series / Department of Statistics and Mathematics

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