New Algorithm
by JS
It’s been awhile since I posted a new algorithm. I’ve been reading quite a bit on Monte Carlo methods, and in particular Markov Chains. I came across some pseudo code for what the authors of Monte Carlo Statistical Methods call a 2d slice sampler.
Now I suppose the primary difficulty in defining a slice sampler is in finding good closed forms for the uniform sample bounds.
Here’s the result of running the code:
The sample distribution adheres fairly closely to the desired distribution.
