A Note an Perfect Slice Sampling

Wolfgang Hörmann, Josef Leydold

Publication: 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.
Original languageEnglish
Publication statusPublished - 1 Dec 2006

Publication series

NameResearch Report Series / Department of Statistics and Mathematics
No.29

WU Working Paper Series

  • Research Report Series / Department of Statistics and Mathematics

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