Reunderstanding slice sampling as parallel MCMC

Title: Reunderstanding slice sampling as parallel MCMC
Creator: Tran, Khoa T.; Ninness, Brett
Relation: 2015 IEEE Conference on Control Applications (CCA). Proceedings of the 2015 IEEE Conference on Control Applications (CCA) (Sydney 21-23 September, 2015) p. 1197-1202
Publisher Link: http://dx.doi.org/10.1109/CCA.2015.7320775
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2015
Description: A robust slice sampler, which guarantees no repeated samples, is found as a special case of Metropolis sampling that can interact with parallel chains to efficiently sample from multi-modal densities even with possibly isolated support sets. The algorithm is completely automated with no tuning required. Implications to particle filtering design for on-line state and parameter joint estimation is also discussed.
Subject: state estimation; Markov processes; Monte Carlo methods; parameter estimation; sampling methods
Identifier: http://hdl.handle.net/1959.13/1316929
Identifier: uon:23286
Identifier: ISBN:9781479977871
Language: eng
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