A Note an Perfect Slice Sampling
Wolfgang Hörmann, Josef Leydold · ePubWU Institutional Repository (Wirtschaftsuniversität Wien) · 2006
Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. We show that the simplest version of the perfect slice sampler suggested in the literature does not always sample from the target distribution.