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20032026
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math.ST2025★ 1 cited

Affine calculus for constrained minima of the Kullback-Leibler divergence

Giovanni Pistone

The non-parametric version of Amari's dually affine Information Geometry provides a practical calculus to perform computations of interest in statistical machine learning. The meth…

math.ST2022★ 11 cited

Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions

Filippo Ascolani, Antonio Lijoi, Matteo Ruggiero

We study the distribution of the unobserved states of two measure-valued diffusions of Fleming-Viot and Dawson-Watanabe type, conditional on observations from the underlying popula…

math.ST2020★ 10 cited

Lagrangian and Hamiltonian Mechanics for Probabilities on the Statistical Manifold

Goffredo Chirco, Luigi Malagò, Giovanni Pistone

We provide an Information-Geometric formulation of Classical Mechanics on the Riemannian manifold of probability distributions, which is an affine manifold endowed with a dually-fl…

math.ST2020

Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix

E. Di Nardo

Hypergeometric functions and zonal polynomials are the tools usually addressed in the literature to deal with the expected value of the elementary symmetric functions in non-centra…

math.ST2020★ 1 cited

Posterior asymptotics in Wasserstein metrics on the real line

Minwoo Chae, Pierpaolo De Blasi, Stephen G. Walker

In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior c…

math.ST2019★ 21 cited

A Model-Based Fuzzy Analysis of Questionnaires

Elvira Di Nardo, Rosaria Simone

In dealing with veracity of data analytics, fuzzy methods are more and more relying on probabilistic and statistical techniques to underpin their applicability. Conversely, standar…