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Xavier Holt edited Slice_Sampling_Slice_sampling_is__.md
over 8 years ago
Commit id: d0bd5815236d06e33de4c8b23265a70d5fd6c895
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In our analysis we use the following slice-sampling algorithm, iteratively tuning on each subsequent weight-parameter. In some sense this is analogous to the iterative processing present in stochastic gradient descent.
$f$ is a function proportional to our density, $x_0$ is our current sample point, y is the horizontal level and $w/p$ control the width of our interval.