Output details
11 - Computer Science and Informatics
University of Edinburgh
Elliptical slice sampling
<24> Originality: First effective Monte Carlo method for latent Gaussian models with zero free parameters, provided online in one simple function. Contemporary work (Titsias, Lawrence, Rattray, NIPS 2009) came with complex software packages.
Significance: The work has allowed rapid development of codes for the authors' and others' nonparametric Bayesian models. A companion paper "Slice sampling covariance hyperparameters of latent Gaussian models" was awarded an oral at NIPS (2010, 2% submissions).
Rigour: Generalized Wishart Processes (Wilson and Ghahramani, best student paper award UAI 2011) reports it works as advertised, and "we have found Elliptical Slice Sampling incredibly robust".