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A Note on Perfect Slice Sampling

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Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. We show that the simplest version of the perfect slice sampler suggested in the literature does not always sample from the target distribution. (author's abstract) ; Series: Research Report Series / Department of Statistics and Mathematics

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Wolfgang Hörmann, Josef Leydold

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