Various slice sampling directions

[ben18785]

In Neal paper:

• [x] univariate slice sampling
• [x] slice-sampling-within-Gibbs multivariate slice
• [x] multivariate slice sampling
• [x] over-relaxed slice sampling for univariate and multivariate cases (some of these need sensitivities)
• [ ] Skilling and MacKay's integer representation slice sampling using Peano curves (a response to the article contained at the end of the original)

Additional methods:

• [x] Generalised elliptic slice sampling
• [x] Covariance-adaptive slice sampling
• [x] Parallel multivariate slice sampling

[MichaelClerx]

@lorcandelaney how well does this ticket (from March this year) match with your current project?

[lorcandelaney]

@lorcandelaney how well does this ticket (from March this year) match with your current project?

@MichaelClerx Hi Michael, my work covers all these methods, with the only exception of Skilling and MacKay's integer representation and parallel multivariate slice sampling - if I have some time left at the end of the project, I will be happy to cover these!

[MichaelClerx]

Hey @ben18785 , do we still want to look at the Skilling/MacKay thing at some point? Otherwise let's close this issue