Slice Sampling [PDF]

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macro ssgamma a b alpha beta n mcolumn xslice yslice x y f mconstant i n alpha beta a b k l e d h w j de c do i=1:n random n x; uniform a b. let xslice(i)=x(1) print xslice let de=xslice(i) pdf de c; gamma alpha beta. while c0 let de=xslice(i) pdf de c; gamma alpha beta. endwhile print c random n y; uniform 0 c. let yslice(i)=y(1) print ys let let let let



e=gamma(alpha) k=((beta**(-alpha))/(de*e))**(-1/alpha-1)) l=(alpha-1)*beta d=abs(k/l)



while d>100000 let k=((beta**(-alpha))/(de*e))**(-1/alpha-1)) let l=(alpha-1)*beta let d=abs(k/l) endwhile print d let h=0 do j=1:5 let h=h+((-j)**(j-1))*(d**j)/fact(j) enddo let b=-(alpha-1)*beta*h enddo plot yslice*xslice; symbol. endmacro