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...
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
This paper presents a programming language for parallel computing based on code annotations. It has similar goals and philosophy as OpenMP but it is more tightly coupled to the ob...
We introduce VLADYMIR, a matrix library that permits the development of array-based code in C++. It is especially useful for numerical simulation tasks and parallelises automatical...
In this paper, we use marked point processes to perform an unsupervised extraction of the coronary tree from 2D X-ray angiography. These processes provide a rigorous framework bas...