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3 papers
Reversibility of elliptical slice sampling revisited
Mareike Hasenpflug, Viacheslav Telezhnikov, Daniel Rudolf
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 w…
Geometric convergence of elliptical slice sampling
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
For Bayesian learning, given likelihood function and Gaussian prior, the elliptical slice sampler, introduced by Murray, Adams and MacKay 2010, provides a tool for the construction…
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, i…