qslice: Implementations of Various Slice Samplers
Matthew Heiner, David B. Dahl, Samuel Johnson · 2024
Implementations of the quantile slice sampler of Heiner et al. (2024+, in preparation) as well as other popular slice samplers are provided. Helper functions for specifying pseudo-target distributions are included, both for diagnostics and for tuning the quantile slice sampler. Other implemented methods include the generalized elliptical slice sampler of Nishihara et al. (2014), and stepping-out slice sampler of Neal (2003), and independence Metropolis-Hastings sampler.