Showing 1 - 2 of 2
We point out that the simple slice sampler generates chains that are correlation-free when the target distribution is centrally symmetric. This property explains several results in the literature about the relative performance of the simple and product slice samplers. We exploit it to improve...
Persistent link: https://www.econbiz.de/10012055009
Persistent link: https://www.econbiz.de/10000989709