Slice sampling within Gibbs

TuringLang / JuliaBUGS.jl

A domain specific language (DSL) for probabilistic graphical models

https://turinglang.org/JuliaBUGS.jl/

MIT License

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Slice sampling within Gibbs #185

Open yebai opened 6 months ago

yebai commented 6 months ago

Slice sampling (and adaptive rejective sampling) within Gibbs are often more efficient than Metropolis within Gibbs. Now that @Red-Portal has implemented slice sampling in Julia, we should consider supporting it from our Gibbs sampler.

https://github.com/TuringLang/SliceSampling.jl