TY - UNPB
T1 - A Note an Perfect Slice Sampling
AU - Hörmann, Wolfgang
AU - Leydold, Josef
PY - 2006/12/1
Y1 - 2006/12/1
N2 - 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.
AB - 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.
U2 - 10.57938/50045cc4-cfd7-4797-bdc2-579896a05247
DO - 10.57938/50045cc4-cfd7-4797-bdc2-579896a05247
M3 - WU Working Paper and Case
T3 - Research Report Series / Department of Statistics and Mathematics
BT - A Note an Perfect Slice Sampling
ER -