Sammenlign metoder

	Slice Sampling	Markov Chain Monte Carlo (MCMC)
Fagfelt	Bayesiansk	Bayesiansk
Familie	Bayesian methods	Bayesian methods
Opprinnelsesår	2003	—
Opphavsperson	Radford M. Neal	—
Type	MCMC sampling algorithm	Posterior sampling algorithm
Opprinnelig kilde	Neal, R. M. (2003). Slice sampling (with discussion). Annals of Statistics, 31(3), 705–767.	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
Alias	slice sampler, Neal slice sampler, uniform slice sampling, auxiliary variable slice sampler	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Relaterte	4	3
Sammendrag	Slice 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.