7 citations · 7 across the 4 of their papers we have counts for
4 papers
A New Data Integration Framework for Covid-19 Social Media Information
Lauren Ansell, Luciana Dalla Valle
The Covid-19 pandemic presents a serious threat to people health, resulting in over 250 million confirmed cases and over 5 million deaths globally. To reduce the burden on national…
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…
Default Probability Estimation via Pair Copula Constructions
Luciana Dalla Valle, Maria Elena De Giuli, Claudia Tarantola +1
In this paper we present a novel approach for firm default probability estimation. The methodology is based on multivariate contingent claim analysis and pair copula constructions.…
Bayesian Model Selection for Beta Autoregressive Processes
R. Casarin, L. Dalla Valle, F. Leisen
We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitab…