Convergence of slice sampler Markov
نویسنده
چکیده
In this paper, we analyse theoretical properties of the slice sampler. We nd that the algorithm has extremely robust geometric ergodicity properties. For the case of just one auxiliary variable, we demonstrate that the algorithm is stochasti-cally monotone, and deduce analytic bounds on the total variation distance from stationarity of the method using Foster-Lyapunov drift condition methodology.
منابع مشابه
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