SliceSampling
This package implements slice sampling algorithms. Slice sampling finds its roots in the Swendsen–Wang algorithm for Ising models[SW1987][ES1988]. It later came into the interest of the statistical community through Besag and Green[BG1993], and popularized by Neal [N2003]. Furthermore, Neal introduced various ways to efficiently implement slice samplers. This package provides the original slice sampling algorithms by Neal and their later extensions.
SliceSampling.GibbsPolarSliceSliceSampling.HitAndRunSliceSampling.LatentSliceSliceSampling.RandPermGibbsSliceSampling.SliceSliceSampling.SliceDoublingOutSliceSampling.SliceSteppingOutSliceSampling.TransitionSliceSampling.initial_sample
- SW1987Swendsen, R. H., & Wang, J. S. (1987). Nonuniversal critical dynamics in Monte Carlo simulations. Physical review letters, 58(2), 86.
- ES1988Edwards, R. G., & Sokal, A. D. (1988). Generalization of the fortuin-kasteleyn-swendsen-wang representation and monte carlo algorithm. Physical review D, 38(6), 2009.
- BG1993Besag, J., & Green, P. J. (1993). Spatial statistics and Bayesian computation. Journal of the Royal Statistical Society Series B: Statistical Methodology, 55(1), 25-37.
- N2003Neal, R. M. (2003). Slice sampling. The annals of statistics, 31(3), 705-767.