On perfect simulation for some mixtures of distributions. - James P. Hobert; Christian P. Robert; D. M. Titterington (Stat. Comput., 1999)

Bayesian model-based tight clustering for time course data. - Yongsung Joo; George Casella; James P. Hobert (Comput. Stat., 2010)

On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors. - Vivekananda Roy; James P. Hobert (J. Multivar. Anal., 2010)

Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression. - Kshitij Khare; James P. Hobert (J. Multivar. Anal., 2012)

Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors. - Hee Min Choi; James P. Hobert (J. Multivar. Anal., 2013)

Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors. - Qian Qin; James P. Hobert (J. Multivar. Anal., 2018)

Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects. - Tavis Abrahamsen; James P. Hobert (J. Multivar. Anal., 2019)

A note on the convergence rate of MCMC for robust Bayesian multivariate linear regression with proper priors. - Grant Backlund; James P. Hobert (Comput. Math. Methods, 2020)

Recurrence and transience of a Markov chain on $ mathbb Z$ + and evaluation of prior distributions for a Poisson mean. - James P. Hobert; Kshitij Khare (J. Appl. Probab., 2024)