Slice Sampling

Created
Created
2024 Oct 23 0:12
Editor
Creator
Creator
Seonglae Cho
Edited
Edited
2024 Dec 5 0:1
Refs
Refs
A geometric method that defines slices in complex distributions and generates samples within those slices
  1. Pick x0x_0 such that f(x0)>0f(x_0) \gt 0
  1. Sample yU(0,f(x0))y\sim \mathcal{U}(0, f(x_0))
  1. Draw a horizontal line across the curve at yy
  1. Sample a point (x,y)(x, y) from the line segments within the curve
  1. Repeat from step 2 with the new xx
 
 
 
 
 
 
 
 
 

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