activity
20042021
most citedOptimal Scaling of Mala for Nonlinear Regression

19 citations · 42 across the 13 of their papers we have counts for

collaborators

15 papers

math.ST2021

An inverse Sanov theorem for exponential families

Claudio Macci, Mauro Piccioni

We prove the large deviation principle (LDP) for posterior distributions arising from subfamilies of full exponential families, allowing misspecification of the model. Moreover, mo…

math.ST2021

Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons

Emilio De Santis, Antonio Galves, Giovanna Nappo +1

We address the questions of identifying pairs of interacting neurons from the observation of their spiking activity. The neuronal network is modeled by a system of interacting poin…

math.PR2019

Infinite paths on a random environment of with bounded and recurrent sums

Emilio De Santis, Mauro Piccioni

This paper considers a random structure on the lattice of the following kind. To each edge a random variable is assigned, together with a random sign $Y_e…

math.ST2018

Location and scale behaviour of the quantiles of a natural exponential family

Mauro Piccioni, Bartosz Kołodziejek, Gérard Letac

Let be a probability on the real line generating a natural exponential family . Fix in We show that the property that $P_t((-\infty,t)…

math.PR2017

Random walks in the hyperbolic plane and the question mark function

Gerard Letac, Mauro Piccioni

Consider acting on the complex upper half plane by for . Let . W…

math.PR2017

The medians for exponential families and the normal law

Gerard Letac, Lutz Mattner, Mauro Piccioni

Let a probability on the real line generating a natural exponential family . We show that is a median of for all only if is the standard Gaus…