73 citations · 79 across the 13 of their papers we have counts for
14 papers
Moment-Based Anomaly Detection in High-Dimensional Mixed Data
Davide Ferrari, Andrea Nicolodi
We propose an anomaly detection method for high-dimensional mixed-type data that maps heterogeneous features to a common scale via standardized moment-based transformations, yieldi…
Robust estimation for Threshold Autoregressive Moving-Average models
Greta Goracci, Davide Ferrari, Simone Giannerini +1
Threshold autoregressive moving-average (TARMA) models are popular in time series analysis due to their ability to parsimoniously describe several complex dynamical features. Howev…
Sparse composite likelihood selection
Claudia Di Caterina, Davide Ferrari
Composite likelihood has shown promise in settings where the number of parameters is large due to its ability to break down complex models into simpler components, thus enablin…
Fast construction of optimal composite likelihoods
Zhendong Huang, Davide Ferrari
A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood constructi…
Does Covid-19 Mass Testing Work? The Importance of Accounting for the Epidemic Dynamics
Davide Ferrari, Steven Stillman, Mirco Tonin
Mass antigen testing has been proposed as a possible cost-effective tool to contain the Covid-19 pandemic. We test the impact of a voluntary mass testing campaign implemented in th…
Model Selection Confidence Sets by Likelihood Ratio Testing
Chao Zheng, Davide Ferrari, Yuhong Yang
The traditional activity of model selection aims at discovering a single model superior to other candidate models. In the presence of pronounced noise, however, multiple models are…