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Slice sampling (and adaptive rejective sampling) within Gibbs are often more efficient than Metropolis within Gibbs. Now that @Red-Portal has implemented slice sampling in Julia, we should consider supporting it from our Gibbs sampler.
Slice sampling (and adaptive rejective sampling) within Gibbs are often more efficient than Metropolis within Gibbs. Now that @Red-Portal has implemented slice sampling in Julia, we should consider supporting it from our Gibbs sampler.
https://github.com/TuringLang/SliceSampling.jl
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