The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. Both algorithms adjust the scaling of the proposal distribution continuously based on the observed acceptance probability. Unlike the previously proposed forms of the algorithms, the adapted...

X-Chromosome inactivation is the process whereby one of the two X-chromosomes in female cells is silenced to prevent the cell producing too much of any X-linked proteins and RNA. The proposed blocking-factor mechanism of X-inactivation is not well understood and hence is the subject of much...

Bacterial genes form clusters of the same transcription polarity and typically exhibit a preference to be coded on the leading strand of replication. An Ising model is proposed to quantify these two phenomena by analogy to the behavior of magnetic dipoles (spins) in a one-dimensional lattice....

Discrete time stochastic volatility models (hereafter SVOL) are noticeably harder to estimate than the successful ARCH family of models. In this paper, we develop methods for finite sample inference, smoothing, and prediction for a number of univariate and multivariate SVOL models. Specifically,...

It is generally acknowledged that the growth rate of output, the seasonal pattern, and the business cycle are best estimated simultaneously. To achieve this, we develop an unobserved component time series model for seasonally unadjusted US GDP. Our model incorporates a Markov switching regime to...

The geometrical convergence of the Gibbs sampler for simulating a probability distribution inRdis proved. The distribution has a density which is a bounded perturbation of a log-concave function and satisfies some growth conditions. The analysis is based on a representation of the Gibbs sampler...