303 citations
- Politecnico di TorinoIT17 papers
- Sapienza University of RomeIT12 papers
- University of TurinIT10 papers
- Centre National de la Recherche ScientifiqueFR9 papers
- Collegio Carlo AlbertoIT9 papers
- Decision Sciences (United States)US7 papers
- École Polytechnique Fédérale de LausanneCH7 papers
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT7 papers
- The University of Texas at AustinUS7 papers
- University of MilanIT7 papers
- Institute for Complex SystemsIT6 papers
- Istituto Nazionale di Fisica NucleareIT6 papers
4 papers · 2 filters
Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
Beatrice Franzolini, Alexandros Beskos, Maria De Iorio +2
Reliable estimates of volatility and correlation are fundamental in economics and finance for understanding the impact of macroeconomics events on the market and guiding future inv…
Non-conjugate variational Bayes for pseudo-likelihood mixed effect models
Cristian Castiglione, Mauro Bernardi
We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, w…
Model Selection for Maternal Hypertensive Disorders with Symmetric Hierarchical Dirichlet Processes
Beatrice Franzolini, Antonio Lijoi, Igor Prünster
Hypertensive disorders of pregnancy occur in about 10% of pregnant women around the world. Though there is evidence that hypertension impacts maternal cardiac functions, the relati…
Flexible clustering via hidden hierarchical Dirichlet priors
Antonio Lijoi, Igor Prünster, Giovanni Rebaudo
The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distri…