Oh, I'd actually found this approach searching a while back.
It frames all Markov Chain Monte Carlo as a variation of slice sample. I like it because it makes the process fairly simple but I have tried to implement it yet.
Another way to look at this: slice sampling is analogous to taking the Lebesgue integral rather than the Riemann integral (we sum small horizontal strips rather than vertical bars).
It frames all Markov Chain Monte Carlo as a variation of slice sample. I like it because it makes the process fairly simple but I have tried to implement it yet.
https://en.wikipedia.org/wiki/Slice_sampling