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Questions tagged [slice-sampler]

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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
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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 ...
2
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1answer
28 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 ...