Perfect slice samplers

DOI10.1111/1467-9868.00301MaRDI QIDQ2767533zbMATH OpenOpenAlexFDO

Authors A. Mira, Jesper Møller, Gareth O. Roberts

Publication date 13 September 2002

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00301

zbMATH Keywords

algorithmautomodelsauxiliary variablescoupling from the pastIsing modelMarkov chain Monte CarloMCMCperfect simulationrandom fieldsslice samplerSwendsen-Wang algorithm

Mathematics Subject Classification ID

Random fields (60G60) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20)

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Cited in

(28)

• Perfect simulation for marked point processes
• Slice sampling. (With discussions and rejoinder)
• Computational advances for and from Bayesian analysis
• Perfect sampling for Bayesian variable selection in a linear regression model
• Markov chain Monte Carlo algorithms with sequential proposals
• Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
• An accept-reject algorithm for the positive multivariate normal distribution
• A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
• Scalable Bayesian inference for the inverse temperature of a hidden Potts model
• Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
• The polar slice sampler
• On the simulation of Markov chain steady-state distribution using CFTP algorithm
• scientific article; zbMATH DE number 5605349 (Why is no real title available?)
• Convergence of Slice Sampler Markov Chains
• Efficiency and Convergence Properties of Slice Samplers
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Perfect Samplers for Mixtures of Distributions
• Monotonic multigamma coupling for perfect sampling
• scientific article; zbMATH DE number 7406425 (Why is no real title available?)
• Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
• A new class of Bayesian semi-parametric models with applications to option pricing
• Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields
• Rao–Blackwellisation in the Markov Chain Monte Carlo Era
• Convergence of hybrid slice sampling via spectral gap
• Zero variance Markov chain Monte Carlo for Bayesian estimators
• Variance bounding Markov chains
• Hierarchical models for repeated binary data using the IBF sampler

Describes a project that uses

Uses Software

• LISP-STAT

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