We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
We describe a Markov chain Monte Carlo (MCMC)-based algorithm for sampling solutions to mixed Boolean/integer constraint problems. The focus of this work differs in two points from...
One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge ...
In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the ...