The polar slice sampler

DOI10.1081/STM-120004467zbMath1006.65004MaRDI QIDQ3147438

Jeffrey S. Rosenthal, Gareth O. Roberts

Publication date: 16 February 2003

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

performance; algorithm; convergence; Markov chain Monte Carlo method; Monte Carlo simulations; MCMC; log-concave densities; slice sampler; polar slice sampler; rejection sampler; uniform simple slice sampler

Mathematics Subject Classification ID

65C40: Numerical analysis or methods applied to Markov chains

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