Perfect slice samplers

A. Mira, J. Møller and G. O. Roberts

Journal of the Royal Statistical Society Series B, 2001, vol. 63, issue 3, 593-606

Abstract: Perfect sampling allows the exact simulation of random variables from the stationary measure of a Markov chain. By exploiting monotonicity properties of the slice sampler we show that a perfect version of the algorithm can be easily implemented, at least when the target distribution is bounded. Various extensions, including perfect product slice samplers, and examples of applications are discussed.

Date: 2001
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