I can reproduce this with the following code on both 0.3.6 and a 10 days 
old master with the following code:

using TSne, MNIST
data, labels = traindata()
Y = tsne(data, 2, 50, 1000, 20.0)


Filed an issue here: https://github.com/JuliaLang/julia/issues/10487


my versioninfo():

Julia Version 0.4.0-dev+3639
Commit 7f7e9ae* (2015-03-01 22:49 UTC)
Platform Info:
System: Darwin (x86_64-apple-darwin13.4.0)
CPU: Intel(R) Core(TM) i7-4870HQ CPU @ 2.50GHz
WORD_SIZE: 64
BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Haswell)
LAPACK: libopenblas
LIBM: libopenlibm
LLVM: libLLVM-3.3


Error message:

signal (10): Bus error: 10
dgemm_oncopy_HASWELL at 
/Users/rene/local/devjulia/usr/lib/libopenblas.dylib (unknown line)
inner_thread at /Users/rene/local/devjulia/usr/lib/libopenblas.dylib 
(unknown line)
blas_thread_server at /Users/rene/local/devjulia/usr/lib/libopenblas.dylib 
(unknown line)
_pthread_body at /usr/lib/system/libsystem_pthread.dylib (unknown line)
_pthread_struct_init at /usr/lib/system/libsystem_pthread.dylib (unknown 
line)
/

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