In 2016, Karney proposed an exact sampling algorithm for the standard normal distribution. In this paper, we study the computational complexity of thi...

We describe a numerical scheme for evaluating the posterior moments of Bayesian linear regression models with partial pooling of the coefficients. Th...

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bi...

In multivariate Geostatistics, the linear coregionalization model (LCM) has been widely used over the last decades, in order to describe the spatial d...

We examine the problem of computing the highest density region (HDR) in a computational context where the user has access to a density function and qu...