M. Piccioni

activity

20042021

most citedOptimal Scaling of Mala for Nonlinear Regression

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

collaborators

Showing math.PRShow all

11 papers · 1 filter

math.PR2019

Infinite paths on a random environment of $Z^{2}$ with bounded and recurrent sums

Emilio De Santis, Mauro Piccioni

This paper considers a random structure on the lattice $Z^{2}$ of the following kind. To each edge $e$ a random variable $X_{e}$ is assigned, together with a random sign $Y_e…

math.PR2017

Random walks in the hyperbolic plane and the question mark function

Gerard Letac, Mauro Piccioni

Consider $G = S L_{2} (Z) / {\pm I}$ acting on the complex upper half plane $H$ by $h_{M} (z) = \frac{a z + b}{cz + d},$ for $M \in G$ . Let $D = {z \in H : ∣ z ∣ \geq 1, ∣ℜ (z) ∣ \leq 1/2}$ . W…

math.PR2017

The medians for exponential families and the normal law

Gerard Letac, Lutz Mattner, Mauro Piccioni

Let $P$ a probability on the real line generating a natural exponential family $(P_{t})_{t \in R}$ . We show that $t$ is a median of $P_{t}$ for all $t$ only if $P$ is the standard Gaus…

math.PR2015★ 4 cited

One-dimensional infinite memory imitation models with noise

Emilio De Santis, Mauro Piccioni

In this paper we study stochastic process indexed by $Z$ constructed from certain transition kernels depending on the whole past. These kernels prescribe that, at any tim…

math.PR2014

The Dirichlet curve of a probability in $R^{d}$

Gerard Letac, Mauro Piccioni

If $α$ is a probability on $R^{d}$ and $t > 0,$ consider the Dirichlet random probability $P_{t} \sim D (t α);$ it is such that for any measurable partition $(A_0,\ldots,…

math.PR2013

Dirichlet random walks

Gerard Letac, Mauro Piccioni

This article provides tools for the study of the Dirichlet random walk in $R^{d}$ . By this we mean the random variable $W = X_{1} Θ_{1} + \dots + X_{n} Θ_{n}$ where $X=(X_1,\ldots,X_n) \si…

Infinite paths on a random environment of Z2 with bounded and recurrent sums

Random walks in the hyperbolic plane and the question mark function

The medians for exponential families and the normal law

One-dimensional infinite memory imitation models with noise

The Dirichlet curve of a probability in Rd

Dirichlet random walks

Infinite paths on a random environment of $Z^{2}$ with bounded and recurrent sums

The Dirichlet curve of a probability in $R^{d}$