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Implement the slice sampler #514

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Implement the slice sampler #514

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dirmeier
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@dirmeier dirmeier commented Apr 7, 2023 •
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Hello, as discussed here this is a draft for a slice sampler:

  • essentially a 1-to-1 implementation of 10.1214/aos/1056562461,
  • the function to compute slice intervals is inspired by TFP's implementation,
  • estimates of typical slice sizes ("w" in Neal's paper) are tuned online.

Cheers,
Simon

@dirmeier dirmeier marked this pull request as draft April 7, 2023 16:20
@rlouf rlouf changed the title Draft: slice sampler implementation Implement the slice sampler Jun 1, 2023
@junpenglao
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Hi @dirmeier, sorry to get to this PR so slow and thank you for the contribution. We had done fair bit of refactoring since April, would you like to pick up the PR again and resolve the conflict?

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@dirmeier @junpenglao