Improved Perfect Slice Sampling
Wolfgang Hörmann, Josef Leydold · ePubWU Institutional Repository (Wirtschaftsuniversität Wien) · 2003
Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. The originally proposed method is rather slow and thus several improvements have been suggested. However, two of them are erroneous. In this article we give a short introduction to perfect slice sampling, point out incorrect methods, and give a new improved version of the original algorithm. (author's abstract)