Automated Factor Slice Sampling

. Author manuscript; available in PMC: 2015 Jan 1.

Published in final edited form as: J Comput Graph Stat. 2013 Apr 28;23(2):543–563. doi: 10.1080/10618600.2013.791193

Algorithm 1: Slice Sampling Update Algorithm for Parameter β with density ∝ f(β)

1. Sample h⁽ⁱ⁾ ∼ Uniform {0, f(β⁽ⁱ⁻¹⁾}

2. Sample β⁽ⁱ⁾ ∼ Uniform on A={β: f(β) ≥ h⁽ⁱ⁾}