P. Rigo

activity

20042026

most citedLimit theorems for a class of identically distributed random variables

84 citations · 110 across the 12 of their papers we have counts for

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3 papers · 1 filter

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.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.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_…