23 citations · 38 across the 29 of their papers we have counts for
41 papers
Bayesian model selection of vine copulas: a loss-based perspective
Rosario Barone, Luciana Dalla Valle, Fabrizio Leisen +1
The growing popularity of vine copulas in multivariate statistical analysis is largely driven by their ability to capture complex dependence structures. However, this flexibility c…
Conditional Copula models using loss-based Bayesian Additive Regression Trees
Tathagata Basu, Fabrizio Leisen, Cristiano Villa +1
The study of dependence between random variables under external influences is a challenging problem in multivariate analysis. We address this by proposing a novel semi-parametric a…
Restricted mean survival times for comparing grouped survival data: a Bayesian nonparametric approach
Alan Riva-Palacio, Fabrizio Leisen, Antonio Lijoi
Comparing survival experiences of different groups of data is an important issue in several applied problems. A typical example is where one wishes to investigate treatment effects…
Loss-based prior for CART and BART models
F. Serafini, F. Leisen, C. Villa +1
We present a novel prior for tree topology within Bayesian Additive Regression Trees (BART) models. This approach quantifies the hypothetical loss in information and the loss due t…
Generating knockoffs via conditional independence
Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1
Let be a -variate random vector and a knockoff copy of (in the sense of \cite{CFJL18}). A new approach for constructing (henceforth, NA)…
A probabilistic view on predictive constructions for Bayesian learning
Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2
Given a sequence of random observations, a Bayesian forecaster aims to predict based on for each . To this end, in princip…