Projekte pro Jahr
Abstract
Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. The originally proposed method is rather slow and thus several improvements have been suggested. However, two of them are erroneous. In this article we give a short introduction to perfect slice sampling, point out incorrect methods, and give a new improved version of the original algorithm. (author's abstract)
Originalsprache | Englisch |
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Erscheinungsort | Vienna |
Herausgeber | Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business |
DOIs | |
Publikationsstatus | Veröffentlicht - 2003 |
Publikationsreihe
Reihe | Preprint Series / Department of Applied Statistics and Data Processing |
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Nummer | 49 |
WU Working Paper Reihe
- Preprint Series / Department of Applied Statistics and Data Processing
Projekte
- 1 Abgeschlossen
-
Erzeugung von Zufallszahlen und MCMC
Leydold, J. (Projektleitung), Derflinger, G. (Forscher*in), Hörmann, W. (Forscher*in), Karawatzki, R. (Forscher*in) & Tirler, G. (Forscher*in)
1/11/03 → 31/10/06
Projekt: Forschungsförderung