activity
20182026
most citedSkew-Normal Posterior Approximations

1 citations · 1 across the 7 of their papers we have counts for

collaborators

7 papers

stat.AP2026

Bayesian Copula Directional Dependence is Cross-Network Robust for Gene-Regulatory Pair Direction: A Benchmark Study on DREAM5

Xiaoying Wei, Clara Grazian

Inferring the direction of a gene-regulatory relationship is harder than inferring whether a relationship exists, and most direction-inference methods are validated mainly on a sin…

stat.ME2024

Scalable Expectation Propagation for Mixed-Effects Regression

Jackson Zhou, John T. Ormerod, Clara Grazian

Mixed-effects regression models represent a useful subclass of regression models for grouped data; the introduction of random effects allows for the correlation between observation…

stat.CO2023

Stochastic Variational Inference for GARCH Models

Hanwen Xuan, Luca Maestrini, Feng Chen +1

Stochastic variational inference algorithms are derived for fitting various heteroskedastic time series models. We examine Gaussian, t, and skew-t response GARCH models and fit the…

stat.AP2023

An application of copulas to OPEC's changing influence on fossil fuel prices

Clara Grazian, Alex McInnes

This work examines how the dependence structures between energy futures asset prices differ in two periods identified before and after the 2008 global financial crisis. These two p…

stat.ME2023★ 1 cited

Skew-Normal Posterior Approximations

Jackson Zhou, Clara Grazian, John Ormerod

Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a conven…

stat.ME2022

Bayesian Copula Directional Dependence for causal inference on gene expression data

Vasiliki Vamvaka, Clara Grazian

Modelling and understanding directional gene networks is a major challenge in biology as they play an important role in the architecture and function of genetic systems. Copula Dir…

stat.AP2018

New formulation of the Logistic-Gaussian process to analyze trajectory tracking data

Gianluca Mastrantonio, Clara Grazian, Sara Mancinelli +1

Improved communication systems, shrinking battery sizes and the price drop of tracking devices have led to an increasing availability of trajectory tracking data. These data are of…