3 citations · 6 across the 4 of their papers we have counts for
4 papers
Proximal Estimation and Inference
Alberto Quaini, Fabio Trojani
We build a unifying convex analysis framework characterizing the statistical properties of a large class of penalized estimators, both under a regular and an irregular design. Our…
Predictability Hidden by Anomalous Observations
Lorenzo Camponovo, Olivier Scaillet, Fabio Trojani
Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a n…
Limits of Learning about a Categorical Latent Variable under Prior Near-Ignorance
Alberto Piatti, Marco Zaffalon, Fabio Trojani +1
In this paper, we consider the coherent theory of (epistemic) uncertainty of Walley, in which beliefs are represented through sets of probability distributions, and we focus on the…
Learning about a Categorical Latent Variable under Prior Near-Ignorance
Alberto Piatti, Marco Zaffalon, Fabio Trojani +1
It is well known that complete prior ignorance is not compatible with learning, at least in a coherent theory of (epistemic) uncertainty. What is less widely known, is that there i…