# Slice Sampling

@article{Neal2003SliceS, title={Slice Sampling}, author={Radford M. Neal}, journal={The Annals of Statistics}, year={2003}, volume={31(3)}, 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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