Proposes an adaptive generalized elliptical slice sampling algorithm that improves efficiency on non-elliptical, non-differentiable, multi-modal and high-dimensional targets and proves ergodicity under general regularity conditions.
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Adaptive Generalized Elliptical Slice Sampling
Proposes an adaptive generalized elliptical slice sampling algorithm that improves efficiency on non-elliptical, non-differentiable, multi-modal and high-dimensional targets and proves ergodicity under general regularity conditions.