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R. Casarin

23 papers hereh-index 262.1k citations162 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • middle author13
  • last author1

Across the 23 of 23 papers where every author was matched, so the position is known.

fields
  • stat.ME10
  • math.ST5
  • stat.AP3
  • econ.EM2
  • stat.CO2
  • econ.GN1
same name
  • R. Casarin — 2 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082023
most citedAdaptive Independent Sticky MCMC algorithms

23 citations · 38 across the 18 of their papers we have counts for

collaborators
Showing stat.APShow all

3 papers · 1 filter

stat.AP2023

Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model

Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel

News outlets are now more than ever incentivized to provide their audience with slanted news, while the intrinsic homophilic nature of online social media may exacerbate polarized…

stat.AP2015

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

Federico Bassetti, Roberto Casarin, Francesco Ravazzolo

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random ca…

stat.AP2014

A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities

Roberto Casarin, Fabrizio Leisen, German Molina +1

We build on the work in Fackler and King 1990, and propose a more general calibration model for implied risk neutral densities. Our model allows for the joint calibration of a set…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.