2003/01/01 by Wolfgang Hörmann, Hörmann, Wolfgang, Josef Leydold +1
Computer Science · #Advanced Clustering Algorithms Research #Bayesian Methods and Mixture Models #Topological and Geometric Data Analysis
paper · pdf · doi:10.57938/ceec6b02-5778-45d1-af44-a38998820b2a
openalex publication_date 2003/01/01 · 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. The originally proposed method is rather slow and thus several improvements have been suggested. However, two of them are erroneous. In this article we give a short introduction to perfect slice sampling, point out incorrect methods, and give a new improved version of the original algorithm. (author's abstract)