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Elliptical Slice Sampling

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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ExploreESSWithMean.m
(5k)
Mike Hughes,
Aug 18, 2012, 10:44 AM
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plotGauss.m
(1k)
Mike Hughes,
Aug 18, 2012, 10:44 AM
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