Slice sampler #510
dirmeier
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Slice sampler
#510
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Hi! There is no plan of implementing a multivariate slice sampler. If you want to implement it for multivariate distributions (the hit-and-run approach like TFP, I'm guessing) you are welcome to. Or you can open an issue for it, possibly share your current implementation, and someone might pick it up. |
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Hello all, I was wondering if you plan on implementing a conventional (ideally multivariate) slice sampler at some point? I know TFP has an implementation, but it would be nice to have it available here, too. I have a (badly written but working) JAX implementation which could be used as a starting point. Thanks!
Cheers, Simon
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