The polar slice sampler

DOI10.1081/STM-120004467MaRDI QIDQ3147438zbMATH OpenFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date 16 February 2003

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STM-120004467

zbMATH Keywords

algorithmconvergencelog-concave densitiesMarkov chain Monte Carlo methodMCMCMonte Carlo simulationsperformancepolar slice samplerrejection samplerslice sampleruniform simple slice sampler

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Efficiency and Convergence Properties of Slice Samplers
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Convergence of Slice Sampler Markov Chains
• Perfect slice samplers
• Slice sampling. (With discussions and rejoinder)

Cites work

• Adaptive Rejection Sampling for Gibbs Sampling
• Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
• Bounds on regeneration times and convergence rates for Markov chains
• Convergence control methods for Markov chain Monte Carlo algorithms
• Convergence of Slice Sampler Markov Chains
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Geometric Convergence Rates for Stochastically Ordered Markov Chains
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• scientific article; zbMATH DE number 3014822 (Why is no real title available?)
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov chains and de-initializing processes
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• On convergence rates of Gibbs samplers for uniform distributions
• Optimal scaling for various Metropolis-Hastings algorithms.
• Perfect slice samplers
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(15)

• Slice sampling. (With discussions and rejoinder)
• Parallel multivariate slice sampling
• Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
• Perfect slice samplers
• Convergence of Slice Sampler Markov Chains
• Frailty modeling via the empirical Bayes-Hastings sampler
• Efficiency and Convergence Properties of Slice Samplers
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Log-concavity and strong log-concavity: a review
• Perfect Forward Simulation via Simulated Tempering
• A latent slice sampling algorithm
• Wasserstein contraction and spectral gap of slice sampling revisited
• Dimension-independent spectral gap of polar slice sampling
• A dimension-independent bound on the Wasserstein contraction rate of a geodesic random walk on the sphere
• Convergence of hybrid slice sampling via spectral gap

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