- 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
- Reviewed
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