Here, I've posted Matlab code to accompany my blog post on Elliptical Slice Sampling with non-zero means. ExploreESSWithMean.m illustrates how to use Iain Murray's elliptical_slice.m as a black-box to correctly sample from the posterior for a variable with non-zero prior mean. plotGauss.m is a helper function that plots the elliptical probability contours of any 2D Gaussian, given the mean and covariance. |
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