Stefano Favaro

activity

20242026

collaborators

8 papers

math.ST2026

Posterior contraction rates in Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families

Emanuele Dolera, Stefano Favaro, Matteo Giordano

We study posterior contraction in positive-order Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families. We embed the natural parameter in a…

math.PR2026

The variance of the Pitman--Yor process: a Cifarelli--Regazzini identity and inversion formula

Emanuele Dolera, Stefano Favaro

The celebrated Cifarelli--Regazzini identity for the Dirichlet process and its analytic inversion lie at the foundation of an elegant distributional theory for linear functionals o…

math.PR2026

A Central Limit Theorem for the Ewens-Pitman random partition in the large- $I^¸$ regime via a martingale approach

Bernard Bercu, Claudia Contardi, Emanuele Dolera +1

The Ewens-Pitman model defines a distribution on random partitions of ${1, \dots, n}$ , with parameters $I^\pm \in [0, 1)$ and $I^¸ > - I^\pm$ ; the case $I^\pm = 0$ reduces to the classical Ewens…

math.PR2026

A Gaussian process limit for the self-normalized Ewens-Pitman process

Bernard Bercu, Stefano Favaro

For an integer $n \geq 1$ , consider a random partition $I^_{n}$ of ${1, \dots, n}$ into $K_{n}$ partition sets with $K_{r, n}$ partition subsets of size $r = 1, \dots, n$ , and assume $Î…

math.PR2025

A new look on large deviations and concentration inequalities for the Ewens-Pitman model

Bernard Bercu, Stefano Favaro

The Ewens-Pitman model is a probability distribution for random partitions of the set $[n] = {1, \dots, n}$ , parameterized by $I^\pm \in [0, 1)$ and $I^¸ > - I^\pm$ , with $I^\pm = 0$ corresponding to…

stat.ME2025

Gaussian credible intervals in Bayesian nonparametric estimation of the unseen

Claudia Contardi, Emanuele Dolera, Stefano Favaro

The unseen-species problem assumes $n \geq 1$ samples from a population of individuals belonging to different species, possibly infinite, and calls for estimating the number $K_{n,m}…

Posterior contraction rates in Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families

The variance of the Pitman--Yor process: a Cifarelli--Regazzini identity and inversion formula

A Central Limit Theorem for the Ewens-Pitman random partition in the large-I^¸ regime via a martingale approach

A Gaussian process limit for the self-normalized Ewens-Pitman process

A new look on large deviations and concentration inequalities for the Ewens-Pitman model

Gaussian credible intervals in Bayesian nonparametric estimation of the unseen

A Central Limit Theorem for the Ewens-Pitman random partition in the large- $I^¸$ regime via a martingale approach