A latent slice sampling algorithm

DOI10.1016/j.csda.2022.107652arXiv2010.08509MaRDI QIDQ6111528

Stephen G. Walker, Yanxin Li

Publication date: 7 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.08509

zbMATH Keywords

Markov chain Monte Carlouniform random variablehigh dimensional densityshrinkage procedure

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Dimension‐independent Markov chain Monte Carlo on the sphere

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian variable selection with shrinking and diffusing priors
• Slice sampling. (With discussions and rejoinder)
• Markov chains for exploring posterior distributions. (With discussion)
• Spike and slab variable selection: frequentist and Bayesian strategies
• Sampling Unnormalized Probabilities: An Alternative to the Metropolis--Hastings Algorithm
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Convergence of Slice Sampler Markov Chains
• Sequential Imputations and Bayesian Missing Data Problems
• Efficiency and Convergence Properties of Slice Samplers
• Particle Markov Chain Monte Carlo Methods
• Equation of State Calculations by Fast Computing Machines
• [https://portal.mardi4nfdi.de/wiki/Publication:5437894 Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using�Bounds]
• Monte Carlo sampling methods using Markov chains and their applications