Slice sampling algorithm A single transition $(x,u) \rightarrow (x’,u’)$ of a one-dimensional slice sampling algorithm has the following steps. (1). evaluate $P^* (x)$ (2). draw a vertical coordinate $u’ \sim$ Uniform$(0,P^* (x))$ (3). create a horizontal interval $(x_l, x_r)$ enclosing $x$     3a. draw $r \sim$ Uniform$(0,1)$     3b. $x_l := x-rw$     3c. $x_r := x+(1-r)w$     3d. while $(P^* (x_l) > u’)$ ${x_l := x-rw}$

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Namshik Kim

physicist, data scientist

Data Scientist

Vancouver, BC, Canada.