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stat.ME2020★ 1 cited
Bayesian non-asymptotic extreme value models for environmental data
Enrico Zorzetto, Antonio Canale, Marco Marani
Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent…
stat.ME2020
Multiscale stick-breaking mixture models
Marco Stefanucci, Antonio Canale
We introduce a family of multiscale stick-breaking mixture models for Bayesian nonparametric density estimation. The Bayesian nonparametric literature is dominated by single scale…