A Note an Perfect Slice Sampling

Wolfgang Hörmann; Josef Leydold

doi:10.57938/50045cc4-cfd7-4797-bdc2-579896a05247

A Note an Perfect Slice Sampling

Wolfgang Hörmann, Josef Leydold

Publication: 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.

Original language	English
DOIs	https://doi.org/10.57938/50045cc4-cfd7-4797-bdc2-579896a05247
Publication status	Published - 1 Dec 2006

Publication series

Series	Research Report Series / Department of Statistics and Mathematics
Number	29

WU Working Paper Series

Research Report Series / Department of Statistics and Mathematics

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10.57938/50045cc4-cfd7-4797-bdc2-579896a05247Licence: Unspecified

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Cite this

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