Slice Sampling

Created

Created

2024 Oct 23 0:12

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Editor

Creator

Creator

Edited

Edited

2024 Dec 5 0:1

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Refs

A geometric method that defines slices in complex distributions and generates samples within those slices

Pick $x_0$ such that $f(x_0) \gt 0$

Sample $y\sim \mathcal{U}(0, f(x_0))$

Draw a horizontal line across the curve at $y$

Sample a point $(x, y)$ from the line segments within the curve

Repeat from step 2 with the new $x$

Slice sampling is a type of Markov chain Monte Carlo algorithm for pseudo-random number sampling, i.e. for drawing random samples from a statistical distribution. The method is based on the observation that to sample a random variable one can sample uniformly from the region under the graph of its density function.[1][2][3]

https://en.wikipedia.org/wiki/Slice_sampling

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