Bayesian methods

切片采样

切片采样是一种马尔可夫链蒙特卡洛（MCMC）算法，由Radford M. Neal于2003年在其《统计年鉴》的论文中提出。它通过从密度曲线下方的区域（称为“切片”）均匀抽取样本来生成目标分布的样本，而无需用户指定步长或提议分布，使其能够自我调整且广泛适用于贝叶斯后验推断。

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切片采样

Neal, R. M. (2003). Slice sampling (with discussion). Annals of Statistics, 31(3), 705–767. DOI: 10.1214/aos/1056562461 ↗
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
Robert, C. P., & Casella, G. (2004). Monte Carlo Statistical Methods (2nd ed.). Springer. ISBN: 978-0387212395

ScholarGate. (2026, June 3). Slice Sampling MCMC. ScholarGate. https://scholargate.app/zh/bayesian/slice-sampling

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.