Adaptive Generalized Elliptical Slice Sampling
A central goal in Bayesian computation is designing MCMC algorithms that apply broadly, need no manual tuning and scale efficiently with dimension. Elliptical slice sampling meets many of these needs: it is tuning-free, does not require a differentiable target, adapts its step size to local geometry automatically and, through generalized elliptical slice sampling, applies to a broad class of target distributions. Under favourable conditions its mixing time can scale logarithmically with dimension, making it more scalable than Hamiltonian Monte Carlo and an optimally tuned adaptive random walk.
Fri, Nov 13, 2026 · 17:00 UTC