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स्लाइस सैंपलिंग×मार्कोव चेन मोंटे कार्लो (MCMC)×
क्षेत्रबायेसियनबायेसियन
परिवारBayesian methodsBayesian methods
उद्भव वर्ष2003
प्रवर्तकRadford M. Neal
प्रकारMCMC sampling algorithmPosterior sampling algorithm
मौलिक स्रोतNeal, R. M. (2003). Slice sampling (with discussion). Annals of Statistics, 31(3), 705–767. DOI ↗Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
उपनामslice sampler, Neal slice sampler, uniform slice sampling, auxiliary variable slice samplermarkov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
संबंधित43
सारांशSlice sampling is a Markov chain Monte Carlo (MCMC) algorithm introduced by Radford M. Neal in his 2003 Annals of Statistics paper. It generates samples from a target distribution by drawing uniformly from the region under the density curve — called the 'slice' — without requiring the user to specify a step-size or proposal distribution, making it self-tuning and broadly applicable for Bayesian posterior inference.Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.
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