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

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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