Do we want to implement a multi-variate slice sampling scheme for Venture?

[axch]

We have access to someone very well versed in the subject matter:

Madeleine B. Thompson, "Slice Sampling with Multivariate Steps", PhD Thesis, University of Toronto, 2011.

[lenaqr]

Note that the original reference for slice sampling (Neal 2003) also outlines some multivariate schemes, although presumably Madeleine's thesis has refinements of these.