Questions tagged [slice-sampler]
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1
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2answers
69 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 $u$ ...
2
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1answer
38 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 ...
2
votes
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 ...
