P. Berti

activity

20042022

most citedLimit theorems for a class of identically distributed random variables

84 citations · 160 across the 16 of their papers we have counts for

collaborators

18 papers

stat.ME2022★ 1 cited

A probabilistic view on predictive constructions for Bayesian learning

Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2

Given a sequence $X = (X_{1}, X_{2}, \dots)$ of random observations, a Bayesian forecaster aims to predict $X_{n + 1}$ based on $(X_{1}, \dots, X_{n})$ for each $n \geq 0$ . To this end, in princip…

math.PR2021

Kernel based Dirichlet sequences

Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2

Let $X = (X_{1}, X_{2}, \dots)$ be a sequence of random variables with values in a standard space $(S, B)$ . Suppose \begin{gather*} X_1\simν\quad\text{and}\quad P\bigl(X_{n+1}\in…

math.ST2021

Bayesian predictive inference without a prior

Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2

Let $(X_{n} : n \geq 1)$ be a sequence of random observations. Let $σ_{n} (\cdot) = P (X_{n + 1} \in \cdot ∣ X_{1}, \dots, X_{n})$ be the $n$ -th predictive distribution and $σ_0(\cdot)=P(X_…

math.ST2021

New perspectives on knockoffs construction

Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2

Let $Λ$ be the collection of all probability distributions for $(X, X)$ , where $X$ is a fixed random vector and $X$ ranges over all possible knockoff copies…

math.PR2015

Asymptotics for randomly reinforced urns with random barriers

Patrizia Berti, Irene Crimaldi, Luca Pratelli +1

An urn contains black and red balls. Let $Z_{n}$ be the proportion of black balls at time $n$ and $0 \leq L < U \leq 1$ random barriers. At each time $n$ , a ball $b_{n}$ is drawn. If $b_{n}$ …

math.PR2014

Two versions of the fundamental theorem of asset pricing

Patrizia Berti, Luca Pratelli, Pietro Rigo

Let $L$ be a convex cone of real random variables on the probability space $(Ω, A, P_{0})$ . The existence of a probability $P$ on $A$ such that $$ P \sim P_0,\quad…