JMLR
2010
13 years 5 months ago
2010
Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Mo...
FPL
2010
Springer
13 years 8 months ago
2010
Springer
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
TCBB
2010
13 years 9 months ago
2010
—Gene expression data usually contain a large number of genes, but a small number of samples. Feature selection for gene expression data aims at finding a set of genes that best...
IVC
2008
13 years 10 months ago
2008
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...
ARC
2008
Springer
14 years 26 days ago
2008
Springer
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
ARC
2009
Springer
14 years 5 months ago
2009
Springer
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...