Seonglae ChoA geometric method that defines slices in complex distributions and generates samples within those slices
- Pick such that
- Sample
- Draw a horizontal line across the curve at
- Sample a point from the line segments within the curve
- Repeat from step 2 with the new
Slice sampling
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