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

performancealgorithmconvergenceMarkov chain Monte Carlo methodMonte Carlo simulationsMCMClog-concave densitiesslice samplerpolar slice samplerrejection sampleruniform simple slice sampler

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40)

Related Items (9)

Parallel multivariate slice sampling ⋮ Wasserstein contraction and spectral gap of slice sampling revisited ⋮ Dimension-independent spectral gap of polar slice sampling ⋮ Frailty modeling via the empirical Bayes-Hastings sampler ⋮ Slice sampling. (With discussions and rejoinder) ⋮ Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Log-concavity and strong log-concavity: a review ⋮ Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling ⋮ Perfect Forward Simulation via Simulated Tempering

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• Convergence of Slice Sampler Markov Chains
• Adaptive Rejection Sampling for Gibbs Sampling
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Geometric Convergence Rates for Stochastically Ordered Markov Chains

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