P. Rigo

activity

20042026

most citedLimit theorems for a class of identically distributed random variables

84 citations · 160 across the 25 of their papers we have counts for

collaborators

30 papers

math.ST2026

Some cautionary tales about Bayesian predictive inference

Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1

Two misunderstandings, frequently arising in Bayesian predictive inference, are discussed. The first deals with the data generating mechanism, while the second consists in overesti…

math.PR2025

Weak convergence of predictive distributions

Fabrizio Leisen, Luca Pratelli, Pietro Rigo

Let $(X_{n})$ be a sequence of random variables with values in a standard Borel space $S$ . We investigate the condition \begin{gather}\label{x56w1q} E\bigl\{f(X_{n+1})\mid X_1,\ldots…

stat.ME2025

Bayesian nonparametric inference on a Fréchet class

Emanuela Dreassi, Luca Pratelli, Pietro Rigo

Let $(X, F, μ)$ and $(Y, G, ν)$ be probability spaces and $(Z_{n})$ a sequence of random variables with values in $(\mathcal{X}\times\mathcal{Y},\…

math.ST2024

Knockoffs for exchangeable categorical covariates

Emanuela Dreassi, Luca Pratelli, Pietro Rigo

Let $X = (X_{1}, \dots, X_{p})$ be a $p$ -variate random vector and $F$ a fixed finite set. In a number of applications, mainly in genetics, it turns out that $X_{i} \in F$ for each $i=1,\ldo…

math.ST2024

Asymptotics of predictive distributions driven by sample means and variances

Samuele Garelli, Fabrizio Leisen, Luca Pratelli +1

Let $α_{n} (\cdot) = P (X_{n + 1} \in \cdot ∣ X_{1}, \dots, X_{n})$ be the predictive distributions of a sequence $(X_{1}, X_{2}, \dots)$ of $p$ -dimensional random vectors. Suppose $$α_n=…

math.PR2023

Some duality results for equivalence couplings and total variation

Luca Pratelli, Pietro Rigo

Let $(Ω, F)$ be a standard Borel space and $P (F)$ the collection of all probability measures on $F$ . Let $E \subset Ω \times Ω$ be a measurable e…