Univariate |
Slice sampling produces samples from distribution P by uniformly sampling from under the pdf of P using
a technique described in "Slice Sampling", R. Neal, 2003. All densities are required to be in log space.
The slice sampler is a stateful sampler. It keeps track of where it currently is in the domain
of the distribution P.
Inheritance HierarchySystemObject
Altaxo.Calc.Statistics.McmcMcmcSamplerDouble
Altaxo.Calc.Statistics.McmcUnivariateSliceSampler
Altaxo.Calc.Statistics.McmcMcmcSamplerDouble
Altaxo.Calc.Statistics.McmcUnivariateSliceSampler
Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
SyntaxC#
public class UnivariateSliceSampler : McmcSampler<double>
The UnivariateSliceSampler type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | UnivariateSliceSampler(Double, DensityLnDouble, Double) | Constructs a new Slice sampler using the default Random random number generator. The burn interval will be set to 0. |
| UnivariateSliceSampler(Double, DensityLnDouble, Int32, Double) | Constructs a new slice sampler using the default Random random number generator. It will set the number of burnInterval iterations and run a burnInterval phase. |
Properties| Name | Description | |
|---|---|---|
 | AcceptanceRate |
Gets the acceptance rate of the sampler.
(Inherited from McmcSamplerT) |
| BurnInterval | Gets or sets the number of iterations in between returning samples. |
| RandomSource |
Gets or sets the random number generator.
(Inherited from McmcSamplerT) |
| Scale | Gets or sets the scale of the slice sampler. |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| Sample |
Returns a sample from the distribution P.
(Overrides McmcSamplerTSample) |
| Sample(Int32) |
Returns a number of samples.
(Inherited from McmcSamplerT) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
Fields| Name | Description | |
|---|---|---|
 | Accepts |
Keeps track of the number of accepted samples.
(Inherited from McmcSamplerT) |
| Samples |
Keeps track of the number of calls to the proposal sampler.
(Inherited from McmcSamplerT) |
See Also