4 citations · 4 across the 2 of their papers we have counts for
3 papers
cond-mat.stat-mech2023★ 4 cited
A unified perspective on exponential tilt and bridge algorithms for rare trajectories of discrete Markov processes
Javier Aguilar, Riccardo Gatto
This article analyzes and compares two general techniques of rare event simulation for generating paths of Markov processes over fixed time horizons: exponential tilting and stocha…
math.ST2021
Bayesian tests of symmetry for the generalized von Mises distribution
Sara Salvador, Riccardo Gatto
Bayesian tests on the symmetry of the generalized von Mises model for planar directions (Gatto and Jammalamadaka, 2007) are introduced. The generalized von Mises distribution is a…
math.ST2021
Information theoretic results for stationary time series and the Gaussian-generalized von Mises time series
Riccardo Gatto
This chapter presents some novel information theoretic results for the analysis of stationary time series in the frequency domain. In particular, the spectral distribution that cor…