Questions tagged [slice-sampler]

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Slice sampler algorithm for regression models

Slice sampling seems to be the go to sampler in JAGS ans WinBugs but I have been unable to find a reference algorithm on how this would be implemented; most books that I have seen have shown ...
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109 views

Algebra for logistic regression slice sampler

I am having some difficulties when trying to do a little bit of algebra from Example 7.11 from the book "Introducing Monte Carlo Methods with R: Robert & Casella" The example relates to ...
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24 views

Can the elliptical slice sampler be used to infer kernel hyperparameters for GP Regression?

Context Suppose I have some sample points $X$, and responses, $\mathbf{y}$. I wish infer the mechanism by which $\mathbf{y}$ is generated from $X$ using a Gaussian Process (GP) as a prior ...
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60 views

Using QR Factorization to improve Sliced Inverse Regression

This code implements Slice Inverse Regression (SIR) in an unusual way. I notice that, when I compare it to the standard algorithm, the modified algorithm does better. By better, I mean that the ...
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51 views

Generate random samples from $f(x) \propto [1 + \sin^2(3 x)] [ 1+ \cos^4(5x)] e^{-x^2/2}$ using slice sampler

I am trying to understanding the Example 8.3 of Monte Carlo Statistical Methods from Robert and Casella. The example shows how to generate from the density $$f(x) \propto [1 + \sin^2(3x)] [ 1+ \cos^4(...
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2answers
175 views

NUTS Drawing samples from slice sampler; how to keep bounds on log scale?

I'm currently working to adapt the No U-Turn Sampler from this paper for a model I'm working on. The No-U Turn sampler augments the typical hamiltonian system by incorporating a slice variable $u$ ...
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1answer
55 views

slice sampling correctness

Theoretically, the slice sampling has equilibrium distribution as the target distribution. If we can sample exactly as follows, $y' = U(0, p^*(x))$ $x' = U\{x: p^*(x) > y' \}$ However, in the ...
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34 views

Slice Sampling asks to draw from $f^{-1}]y,+\infty[$

Slice Sampling asks to draw uniformly from $f^{-1}]y,+\infty[$. Wikipedia page However, how can we be sure that a uniform defined over the set $f^{-1}]y,+\infty[$ is in fact proper? If I had to ...