—Time-Correlated Single Photon Counting and Burst Illumination Laser data can be used for range profiling and target classification. In general, the problem is to analyze the res...
Sergio Hernandez-Marin, Andrew M. Wallace, Gavin J...
For a large class of examples arising in statistical physics known as attractive spin systems (e.g., the Ising model), one seeks to sample from a probability distribution π on an...
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
Slice sampling provides an easily implemented method for constructing a Markov chain Monte Carlo (MCMC) algorithm. However, slice sampling has two major drawbacks: (i) it requires...