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...
Abstract. The problem of reliably transmitting a real-valued random vector through a digital noisy channel is relevant for the design of distributed estimation and control techniqu...
Saddle-point problems give rise to indefinite linear systems that are challenging to solve via iterative methods. This paper surveys two recent techniques for solving such problem...
In many problems, one wishes to solve the Helmholtz equation in cylindrical or spherical coordinates which introduces variable coefficients within the differentiated terms. Fourth ...
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...