activity
20122023
most citedLocally adaptive factor processes for multivariate time series

37 citations · 85 across the 10 of their papers we have counts for

collaborators

11 papers

stat.ME2023

Omitting continuous covariates in binary regression models: implications for sensitivity and mediation analysis

Matteo Gasparin, Bruno Scarpa, Elena Stanghellini

By exploiting the theory of skew-symmetric distributions, we generalise existing results in sensitivity analysis by providing the analytic expression of the bias induced by margina…

physics.data-an2021★ 9 cited

RanBox: Anomaly Detection in the Copula Space

Tommaso Dorigo, Martina Fumanelli, Chiara Maccani +3

The unsupervised search for overdense regions in high-dimensional feature spaces, where locally high population densities may be associated with anomalous contaminations to an othe…

hep-ex2021★ 3 cited

Advances in Multi-Variate Analysis Methods for New Physics Searches at the Large Hadron Collider

Anna Stakia, Tommaso Dorigo, Giovanni Banelli +22

Between the years 2015 and 2019, members of the Horizon 2020-funded Innovative Training Network named "AMVA4NewPhysics" studied the customization and application of advanced multiv…

stat.AP2021

Dynamic modeling of mortality via mixtures of skewed distribution functions

Emanuele Aliverti, Stefano Mazzuco, Bruno Scarpa

There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution,…

stat.ME2020

Enriched Pitman-Yor processes

Tommaso Rigon, Bruno Scarpa, Sonia Petrone

In Bayesian nonparametrics there exists a rich variety of discrete priors, including the Dirichlet process and its generalizations, which are nowadays well-established tools. Despi…

stat.AP2018★ 25 cited

Analysis of association football playing styles: an innovative method to cluster networks

Jacopo Diquigiovanni, Bruno Scarpa

In this work we develop an innovative hierarchical clustering method to divide a sample of undirected weighted networks into groups. The methodology consists of two phases: the fir…

stat.ME2016

Bayesian inference on group differences in multivariate categorical data

Massimiliano Russo, Daniele Durante, Bruno Scarpa

Multivariate categorical data are common in many fields. We are motivated by election polls studies assessing evidence of changes in voters opinions with their candidates preferenc…

stat.AP2015★ 6 cited

Bayesian modeling of networks in complex business intelligence problems

Daniele Durante, Sally Paganin, Bruno Scarpa +1

Complex network data problems are increasingly common in many fields of application. Our motivation is drawn from strategic marketing studies monitoring customer choices of specifi…

stat.ME2013

Bayesian nonparametric location-scale-shape mixtures

Antonio Canale, Bruno Scarpa

Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaus…

stat.ME2013★ 5 cited

Informative Bayesian inference for the skew-normal distribution

Antonio Canale, Bruno Scarpa

Motivated by the analysis of the distribution of university grades, which is usually asymmetric, we discuss two informative priors for the shape parameter of the skew-normal distri…

stat.AP2012★ 37 cited

Locally adaptive factor processes for multivariate time series

Daniele Durante, Bruno Scarpa, David B. Dunson

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibi…