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 2017Show all

2 papers · 1 filter

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…