Resource title

Improved 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. The originally proposed method is rather slow and thus several improvements have been suggested. However, two of them are erroneous. In this article we give a short introduction to perfect slice sampling, point out incorrect methods, and give a new improved version of the original algorithm. (author's abstract) ; Series: Preprint Series / Department of Applied Statistics and Data Processing

Resource author

Wolfgang Hörmann, Josef Leydold

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Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/868/1/document.pdf

Resource license

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