Stefano Favaro

activity

20242026

collaborators

10 papers

math.ST2026

Posterior contraction rates in Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families

Emanuele Dolera, Stefano Favaro, Matteo Giordano

We study posterior contraction in positive-order Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families. We embed the natural parameter in a…

math.PR2026

The variance of the Pitman--Yor process: Cifarelli--Regazzini-type identities and inversion formulas

Emanuele Dolera, Stefano Favaro

The Cifarelli--Regazzini identity lies at the foundation of the theory of the Dirichlet process and has played a central role in Bayesian nonparametric statistics. By providing the…

math.PR2026

A Central Limit Theorem for the Ewens-Pitman random partition in the large- $θ$ regime via a martingale approach

Bernard Bercu, Claudia Contardi, Emanuele Dolera +1

The Ewens-Pitman model defines a distribution on random partitions of ${1, \dots, n}$ , with parameters $α \in [0, 1)$ and $θ > - α$ ; the case $α = 0$ reduces to the classical Ewens mode…

math.PR2026

A Gaussian process limit for the self-normalized Ewens-Pitman process

Bernard Bercu, Stefano Favaro

For an integer $n \geq 1$ , consider a random partition $Π_{n}$ of ${1, \dots, n}$ into $K_{n}$ partition sets with $K_{r, n}$ partition subsets of size $r = 1, \dots, n$ , and assume $Π_…

math.PR2025

A new look on large deviations and concentration inequalities for the Ewens-Pitman model

Bernard Bercu, Stefano Favaro

The Ewens-Pitman model is a probability distribution for random partitions of the set $[n] = {1, \dots, n}$ , parameterized by $α \in [0, 1)$ and $θ > - α$ , with $α = 0$ corresponding to the…

stat.ME2025

Gaussian credible intervals in Bayesian nonparametric estimation of the unseen

Claudia Contardi, Emanuele Dolera, Stefano Favaro

The unseen-species problem assumes $n \geq 1$ samples from a population of individuals belonging to different species, possibly infinite, and calls for estimating the number $K_{n,m}…

math.PR2025

Asymptotic behavior of clusters in hierarchical species sampling models

Stefano Favaro, Shui Feng, J. E. Paguyo

Consider a random sample of size $N$ from a hierarchical species sampling model. In this paper, we study the large $N$ asymptotic behavior of the number $K_{N}$ of clusters in…

math.PR2024

Laws of large numbers and central limit theorem for Ewens-Pitman model

Claudia Contardi, Emanuele Dolera, Stefano Favaro

The Ewens-Pitman model is a distribution for random partitions of the set ${1, \dots, n}$ , with $n \in N$ , indexed by parameters $α \in [0, 1)$ and $θ > - α$ , such that $α = 0$ is…

math.ST2024

On strong posterior contraction rates for Besov-Laplace priors in the white noise model

Emanuele Dolera, Stefano Favaro, Matteo Giordano

In this article, we investigate the problem of estimating a spatially inhomogeneous function and its derivatives in the white noise model using Besov-Laplace priors. We show that s…

math.PR2024

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model

Bernard Bercu, Stefano Favaro

The Ewens-Pitman model refers to a distribution for random partitions of $[n] = {1, \dots, n}$ , which is indexed by a pair of parameters $α \in [0, 1)$ and $θ > - α$ , with $α = 0$ correspo…

Posterior contraction rates in Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families

The variance of the Pitman--Yor process: Cifarelli--Regazzini-type identities and inversion formulas

A Central Limit Theorem for the Ewens-Pitman random partition in the large-θ regime via a martingale approach

A Gaussian process limit for the self-normalized Ewens-Pitman process

A new look on large deviations and concentration inequalities for the Ewens-Pitman model

Gaussian credible intervals in Bayesian nonparametric estimation of the unseen

Asymptotic behavior of clusters in hierarchical species sampling models

Laws of large numbers and central limit theorem for Ewens-Pitman model

On strong posterior contraction rates for Besov-Laplace priors in the white noise model

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model

A Central Limit Theorem for the Ewens-Pitman random partition in the large- $θ$ regime via a martingale approach