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Slice sampling information


Slice sampling is a type of Markov chain Monte Carlo algorithm for pseudo-random number sampling, i.e. for drawing random samples from a statistical distribution. The method is based on the observation that to sample a random variable one can sample uniformly from the region under the graph of its density function.[1][2][3]

  1. ^ Damlen, P., Wakefield, J., & Walker, S. (1999). Gibbs sampling for Bayesian non‐conjugate and hierarchical models by using auxiliary variables. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 61(2), 331-344.Chicago
  2. ^ Neal, Radford M. (2003). "Slice Sampling". Annals of Statistics. 31 (3): 705–767. doi:10.1214/aos/1056562461. MR 1994729. Zbl 1051.65007.
  3. ^ Bishop, Christopher (2006). "11.4: Slice sampling". Pattern Recognition and Machine Learning. Springer. ISBN 978-0387310732.

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