Efficiency and Convergence Properties of Slice Samplers

DOI10.1111/1467-9469.00267zbMath1018.91030OpenAlexW2013696827MaRDI QIDQ4416157

Antonietta Mira, Luke Tierney

Publication date: 7 August 2003

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00267

zbMATH Keywords

Markov chain Monte CarloPeskun orderinguniform ergodicityslice samplerproduct slice sampler

Mathematics Subject Classification ID

Related Items (20)

Parallel multivariate slice sampling ⋮ A latent slice sampling algorithm ⋮ Sampling schemes for generalized linear Dirichlet process random effects models ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Markov chain Monte Carlo: can we trust the third significant figure? ⋮ Slice sampling. (With discussions and rejoinder) ⋮ Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Ordering and improving the performance of Monte Carlo Markov chains. ⋮ Stationarity preserving and efficiency increasing probability mass transfers made possible ⋮ Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling ⋮ Bayesian inference for generalized linear model with linear inequality constraints ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators ⋮ Fixed and Random Effects Selection in Linear and Logistic Models ⋮ Bayesian inference of asymmetric stochastic conditional duration models ⋮ Regenerative Markov Chain Importance Sampling ⋮ Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 ⋮ Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions ⋮ Two slice-EM algorithms for fitting generalized linear mixed models with binary response ⋮ Unnamed Item ⋮ ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH

Cites Work

• A note on Metropolis-Hastings kernels for general state spaces
• Geometric ergodicity and hybrid Markov chains
• A slowly mixing Markov chain with implications for Gibbs sampling
• Rates of convergence of the Hastings and Metropolis algorithms
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables

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