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Algorithms have taken on an almost mythical significance in the modern world. They determine what you see on social media and when browsing online, help form people’s belief systems, and impact the ...

ABSTRACT: In this work, we study some computational aspects for the Bayesian analysis involving stable distributions. It is well known that, in general, there is no closed form for the probability ...

Holy Cross Energy brings NREL algorithms out of the lab and into homes, setting a national example for grid control. Nearly every major U.S. city has set renewable energy goals that will require ...

Abstract: The paper studies the features of the Metropolis-Hastings algorithm and its applications in Bayesian data analysis problems. The application of the Monte-Carlo Markov chains (MCMC) methods ...

In this paper, we propose two efficient Markov chain Monte-Carlo sampling methods, namely, the Hessian-based Metropolis-Hastings (HMH) and adaptive multiple importance-try (AMIT) algorithms. HMH ...