6 citations · 9 across the 7 of their papers we have counts for
9 papers
Infinite hidden Markov models for cylindrical data
Federico P. Cortese, Luca Rossini
We propose an infinite hidden Markov model for cylindrical time series with von Mises-Gamma emissions. Posterior inference is performed using a beam sampler combining conjugate upd…
Bayesian Partial Reduced-Rank Regression
Maria F. Pintado, Matteo Iacopini, Luca Rossini +1
Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression m…
Loss based prior for the degrees of freedom of the Wishart distribution
Luca Rossini, Cristiano Villa, Sotiris Prevenas +1
Motivated by the proliferation of extensive macroeconomic and health datasets necessitating accurate forecasts, a novel approach is introduced to address Vector Autoregressive (VAR…
A Pólya-Gamma Sampler for a Generalized Logistic Regression
Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini +1
In this paper we introduce a novel Bayesian data augmentation approach for estimating the parameters of the generalised logistic regression model. We propose a Pólya-Gamma sampler…
On a flexible construction of a negative binomial model
Fabrizio Leisen, Ramsés H. Mena, Freddy Palma Mancilla +1
This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probab…
Loss-based approach to two-piece location-scale distributions with applications to dependent data
Fabrizio Leisen, Luca Rossini, Cristiano Villa
Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter o…
Objective Bayesian Analysis of the Yule-Simon Distribution with Applications
Fabrizio Leisen, Luca Rossini, Cristiano Villa
The Yule-Simon distribution is usually employed in the analysis of frequency data. As the Bayesian literature, so far, ignored this distribution, here we show the derivation of two…
A Note on the Posterior Inference for the Yule-Simon Distribution
Fabrizio Leisen, Luca Rossini, Cristiano Villa
The Yule--Simon distribution has been out of the radar of the Bayesian community, so far. In this note, we propose an explicit Gibbs sampling scheme when a Gamma prior is chosen fo…
Bayesian Nonparametric Conditional Copula Estimation of Twin Data
Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini
Several studies on heritability in twins aim at understanding the different contribution of environmental and genetic factors to specific traits. Considering the National Merit Twi…