Slice sampling: Difference between revisions

Revision as of 05:13, 29 July 2014

Revision as of 21:39, 20 March 2015

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==Example==

Let us consider a single variable example. Suppose our true distribution <math>g(x)\sim N(0,5)</math>. So:

<math>f(x) = \frac{1}{\sqrt{2\pi*5 \cdot5^2}} * e^{ -\frac{(x-0)^2}{2* \cdot 5^2} }</math>

*We first draw a uniform random value ''y'' from the range of f(x) in order to define our slice(es). Suppose y=0.01.