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

Markov chain Monte CarloMCMCalgorithmrandom fieldsIsing modelperfect simulationauxiliary variablescoupling from the pastSwendsen-Wang algorithmslice samplerautomodels

Mathematics Subject Classification ID

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

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Cited in

(26)

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

Describes a project that uses

Uses Software

• LISP-STAT

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