Sample with nonadaptive-crumb slice sampling

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Description

Generate a sample from a probability distribution with the nonadaptive-crumb slice sampling method.

Usage

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nonadaptive.crumb.sample(target.dist, x0, sample.size,
                        tuning=1, downscale=0.95)

Arguments

target.dist

Target distribution; see make.dist.

x0

Numeric vector containing initial state.

sample.size

Requested sample size.

tuning

Initial crumb standard deviation.

downscale

Factor to reduce crumb standard deviation by when a proposal is rejected.

Details

This function implements slice sampling with nonadaptive crumbs. Crumbs are Gaussian with spherical covariance starting at tuning, decreasing by downscale each time a proposal is rejected. More information can be found in sec. 5.2 of Neal (2003). This function can be passed to compare.samplers in the samplers list argument.

Value

A list with elements X, evals, and grads, following the calling convention of compare.samplers.

References

Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.

See Also

shrinking.rank.sample, compare.samplers

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