31 citations · 51 across the 12 of their papers we have counts for
5 papers · 1 filter
Asymptotics and finite sample bounds for prediction and smoothing in Wright-Fisher hidden Markov models
Luigi M. Malgieri, Filippo Ascolani, Matteo Giordano +1
We study signal prediction and smoothing in hidden Markov models whose latent signal is a multi-type Wright-Fisher diffusion and whose discrete-time observations are categorical. W…
Posterior concentration and adaptation of the mixing measure in Dirichlet process mixtures
Filippo Ascolani
We study the asymptotic properties of the posterior on the latent space for infinite mixtures driven by a Dirichlet process, both in terms of mixing measure and clustering behaviou…
Asymptotic regimes for maximum likelihood estimation in the Ewens--Pitman model: When the strength parameter matters
Filippo Ascolani, Mario Beraha, Stefano Favaro
We study the large sample asymptotic behaviour of the Maximum Likelihood Estimator of the discount and strength parameters in the Ewens--Pitman model for random partitions,…
Clustering consistency with Dirichlet process mixtures
Filippo Ascolani, Antonio Lijoi, Giovanni Rebaudo +1
Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering. In this work we study the posterior distribut…
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…