Elliptical slice sampling

I Murray, R Adams, D MacKay - Proceedings of the …, 2010 - proceedings.mlr.press
Many probabilistic models introduce strong dependencies between variables using a latent
multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain …

[PDF][PDF] Parallel MCMC with generalized elliptical slice sampling

R Nishihara, I Murray, RP Adams - The Journal of Machine Learning …, 2014 - jmlr.org
elliptical slice sampling to handle arbitrary continuous distributions. We refer to this algorithm
as generalized elliptical slice sampling (… be efficiently sampled with elliptical slice sampling. …

Geometric convergence of elliptical slice sampling

V Natarovskii, D Rudolf… - … Conference on Machine …, 2021 - proceedings.mlr.press
… efficiency of elliptical slice sampling which will be the content of future research. … Elliptical
Slice Sampling We start with stating the transition mechanism/kernel of elliptical slice sampling

Transport elliptical slice sampling

A Cabezas, C Nemeth - International Conference on Artificial …, 2023 - proceedings.mlr.press
… , gradient-free, and tuning-free elliptical slice sampler. We will add tuning parameters to our
generalized elliptical slice sampler using NF. The diffeomorphism Tψ will be responsible for …

[PDF][PDF] Elliptical Slice Sampling with Expectation Propagation.

F Fagan, J Bhandari, JP Cunningham - UAI, 2016 - columbia.edu
… We extend our method to Analytic Elliptical Slice Sampling in Section 4. As the name …
corresponding to a slice and sample uniformly from it. In addition to decorrelating samples, it offers …

A Fast, Robust Elliptical Slice Sampling Implementation for Linearly Truncated Multivariate Normal Distributions

K Wu, JR Gardner - arXiv preprint arXiv:2407.10449, 2024 - arxiv.org
… Empirically, we find elliptical slice sampling numerically robust in double precision and no
constraint violation has ever occurred in any experiments so far. However, double precision …

Reversibility of elliptical slice sampling revisited

M Hasenpflug, V Telezhnikov, D Rudolf - arXiv preprint arXiv:2301.02426, 2023 - arxiv.org
… We extend elliptical slice sampling, a Markov chain transition kernel suggested in Murray,
Adams and MacKay (2010), to infinite-dimensional separable Hilbert spaces and discuss its …

Elliptical slice sampling for probabilistic verification of stochastic systems with signal temporal logic specifications

G Scher, S Sadraddini, R Tedrake… - Proceedings of the 25th …, 2022 - dl.acm.org
… , with a Markov Chain Monte-Carlo slice sampler. As opposed to other techniques, our method
… on elliptical slice sampling and Signal Temporal Logic. 2.1 Elliptical Slice Sampling (ESS) …

Efficient constrained Gaussian process approximation using elliptical slice sampling

H Maatouk, D Rullière, X Bay - 2024 - hal.science
… Second step: elliptical slice sampling In the second step, we use the efficient ESS method
developed in [31] to sample from the approximate posterior distribution in (23). Let us briefly …

Generalized elliptical slice sampling with regional pseudo-priors

S Li, GKF Tso - arXiv preprint arXiv:1903.05309, 2019 - arxiv.org
… ESS is an extension of slice sampling which was proposed by Neal in 2003. Next, we
briefly introduce slice sampling and elliptical slice sampling. Slice sampling: sampling from a …