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• W32980360 abstract "Markov chain sampling methods that adapt to characteristics of the distribution being sampled can be constructed using the principle that one can ample from a distribution by sampling uniformly from the region under the plot of its density function. A Markov chain that converges to this uniform distribution can be constructed by alternating uniform sampling in the vertical direction with uniform sampling from the horizontal slice defined by the current vertical position, or more generally, with some update that leaves the uniform distribution over this slice invariant. Such slice sampling methods are easily implemented for univariate distributions, and can be used to sample from a multivariate distribution by updating each variable in turn. This approach is often easier to implement than Gibbs sampling and more efficient than simple Metropolis updates, due to the ability of slice sampling to adaptively choose the magnitude of changes made. It is therefore attractive for routine and automated use. Slice sampling methods that update all variables simultaneously are also possible. These methods can adaptively choose the magnitudes of changes made to each variable, based on the local properties of the density function. More ambitiously, such methods could potentially adapt to the dependencies between variables by constructing local quadratic approximations. Another approach is to improve sampling efficiency by suppressing random walks. This can be done for univariate slice sampling by overrelaxation, and for multivariate slice sampling by reflection from the edges of the slice." @default.
• W32980360 created "2016-06-24" @default.
• W32980360 creator A5037434634 @default.
• W32980360 date "2003-06-01" @default.
• W32980360 modified "2023-10-11" @default.
• W32980360 title "Slice sampling" @default.
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• W32980360 doi "https://doi.org/10.1214/aos/1056562461" @default.
• W32980360 hasPublicationYear "2003" @default.
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