2006/12/01 by Wolfgang Hörmann, Hörmann, Wolfgang, Josef Leydold +1 · 1 citation
Computer Science · Mathematics · #Algorithm #Bayesian Methods and Mixture Models #Computer science #Hybrid Monte Carlo #Markov chain #Markov chain Monte Carlo #Mathematics #Monte Carlo method #Rejection sampling #Sampling (signal processing) #Slice sampling #Statistics
paper · pdf · doi:10.57938/50045cc4-cfd7-4797-bdc2-579896a05247
published in ePubWU Institutional Repository (Wirtschaftsuniversität Wien)
openalex publication_date 2006/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23
Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. We show that the simplest version of the perfect slice sampler suggested in the literature does not always sample from the target distribution.