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Random slice

Subset of the parameter space defined by all values of x such that the target probability density exceeds a value uniformly drawn between 0 and f(x₀).

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Stepping-out algorithm

Iterative procedure that symmetrically extends an initial interval around the current state to guarantee that the slice is entirely contained within the sampling interval.

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Shrinkage algorithm

Method of reducing the sampling interval when a drawn point falls outside the slice, by contracting the interval toward the previously accepted point.

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Slice hyperrectangle

Multidimensional generalization of the slice interval, defined as the Cartesian product of intervals containing the multidimensional slice.

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Distribution under the slice

Conditional probability distribution defined on the slice, used to determine the spatial extent of sampling at each iteration of the algorithm.

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Elliptical slice sampling

Variant of slice sampling that uses ellipses instead of hyperrectangles for more efficient exploration in high-dimensional spaces with correlations.

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Slice line

Horizontal line in the target density plot, randomly determined between 0 and the density value at the current point, defining the sampling bounds.

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Slice acceptance criterion

Condition verifying that the proposed point belongs to the defined slice, thereby guaranteeing the preservation of the target stationary distribution.

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Slice mixing

Algorithm's ability to efficiently explore the parameter space by using the local structure of the density to determine the range of moves between states.

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Slice confidence interval

Probabilistic estimate of the region containing the complete slice, used to ensure that sampling does not miss any part of the high-probability region.

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Double-slice variant

Extension of slice sampling using two levels of slices to improve efficiency in multimodal or heavy-tailed distributions.

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Conditional rejection

Rejection mechanism in slice sampling where points outside the slice are systematically rejected without requiring a Metropolis ratio calculation.

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Spatial uniformity

Property of uniform distribution of sampled points inside the slice, ensuring fair exploration of all regions with equal probability.

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