Perfect slice samplers
DOI10.1111/1467-9868.00301zbMATH Open0993.65015OpenAlexW2165991407MaRDI QIDQ2767533FDOQ2767533
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
Recommendations
Markov chain Monte CarloMCMCalgorithmrandom fieldsIsing modelperfect simulationauxiliary variablescoupling from the pastSwendsen-Wang algorithmslice samplerautomodels
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)
Cited In (26)
- Scalable Bayesian inference for the inverse temperature of a hidden Potts model
- Rao–Blackwellisation in the Markov Chain Monte Carlo Era
- Variance bounding Markov chains
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- Comparison of hit-and-run, slice sampler and random walk Metropolis
- Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
- Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
- Computational advances for and from Bayesian analysis
- A new class of Bayesian semi-parametric models with applications to option pricing
- An accept-reject algorithm for the positive multivariate normal distribution
- Perfect simulation for marked point processes
- Title not available (Why is that?)
- Perfect Samplers for Mixtures of Distributions
- Efficiency and Convergence Properties of Slice Samplers
- Hierarchical models for repeated binary data using the IBF sampler
- Markov chain Monte Carlo algorithms with sequential proposals
- Zero variance Markov chain Monte Carlo for Bayesian estimators
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- Perfect sampling for Bayesian variable selection in a linear regression model
- Monotonic multigamma coupling for perfect sampling
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- The polar slice sampler
- Slice sampling. (With discussions and rejoinder)
- On the simulation of Markov chain steady-state distribution using CFTP algorithm
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields
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