Resource title

A Note on Perfect Slice Sampling

Resource image

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Resource description

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

Resource author

Wolfgang Hörmann, Josef Leydold

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/52/1/document.pdf

Resource license

Adapt according to the license agreement. Always reference the original source and author.