Slice Sampling

  title={Slice Sampling},
  author={Radford M. Neal},
  journal={The Annals of Statistics},
  pages={ 705–767}
Markov chain sampling methods that adapt to characteristics of the distribution being sampled can be constructed using the principle that one can ample from a distribution by sampling uniformly from the region under the plot of its density function. A Markov chain that converges to this uniform distribution can be constructed by alternating uniform sampling in the vertical direction with uniform sampling from the horizontal "slice" defined by the current vertical position, or more generally… 
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    Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
  • 2014
A two-pronged approach for constructing efficient, automated MCMC algorithms is described, a generalization of the univariate slice sampler where the selection of a coordinate basis (factors) as an additional tuning parameter is treated and an approach for automatically selecting tuning parameters to construct an efficient factor slices sampler is developed.
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  • 1998
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