4 citations · 11 across the 13 of their papers we have counts for
21 papers
Measuring distribution risk in discrete models
Roberto Fontana, Patrizia Semeraro
Model risk measures consequences of choosing a model in a class of possible alternatives. We find analytical and simulated bounds for payoff functions on classes of plausible alter…
Robustness against data loss with Algebraic Statistics
Roberto Fontana, Fabio Rapallo
The paper describes an algorithm that, given an initial design of size and a linear model with parameters, provides a sequence $\mathcal{F}_n \supset \ldots…
High dimensional Bernoulli distributions: algebraic representation and applications
Roberto Fontana, Patrizia Semeraro
The main contribution of this paper is to find a representation of the class of multivariate Bernoulli distributions with the same mean that allows us to fin…
Circuits for robust designs
Roberto Fontana, Fabio Rapallo, Henry P. Wynn
This paper continues the application of circuit theory to experimental design started by the first two authors. The theory gives a very special and detailed representation of the k…
Exchangeable Bernoulli distributions: high dimensional simulation, estimate and testing
Roberto Fontana, Patrizia Semeraro
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polyt…
Model Risk in Credit Risk
Roberto Fontana, Elisa Luciano, Patrizia Semeraro
The issue of model risk in default modeling has been known since inception of the Academic literature in the field. However, a rigorous treatment requires a description of all the…