Slice sampling

Slice sampling

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5136-4015-8

High Quality Content by WIKIPEDIA articles! Slice sampling is a type of Markov chain Monte Carlo algorithm for pseudo-random number sampling, i.e. for drawing random samples from a statistical distribution. The method is based on the observation that to sample a random variable one can sample uniformly from the region under the graph of its density function.