3 citations · 9 across the 12 of their papers we have counts for
15 papers
Discrete Gromov-Wasserstein Duality: Algorithms and Isomorphism Testing
Gabriel Rioux, Joanna Marks, Riccardo Passeggeri +1
The Gromov-Wasserstein (GW) distance provides a principled framework for aligning metric measure (mm) spaces based solely on their intrinsic structure. Its ability to identify isom…
over Wasserstein: Statistical Analysis for Optimal Transport
Riccardo Passeggeri, Rohan M. Shenoy, Pengcheng Ye
Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporar…
Random signed measures
Riccardo Passeggeri
Point processes and, more generally, random measures are ubiquitous in modern statistics. However, they can only take positive values, which is a severe limitation in many situatio…
On the robustness of semi-discrete optimal transport
Davy Paindaveine, Riccardo Passeggeri
We derive the breakdown point for solutions of semi-discrete optimal transport problems, which characterizes the robustness of the multivariate quantiles based on optimal transport…
A universal robustification procedure
Riccardo Passeggeri, Nancy Reid
We develop a procedure that transforms any asymptotically normal estimator into an asymptotically normal estimator whose distribution is robust to arbitrary data contamination. Mor…
Extremes for stationary regularly varying random fields over arbitrary index sets
Riccardo Passeggeri, Olivier Wintenberger
We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that…
A density property for stochastic processes
Riccardo Passeggeri
Consider a class of probability distributions which is dense in the space of all probability distributions on with respect to weak convergence, for every $d\in\mat…
Limit Theorems for Trawl Processes
Mikko S. Pakkanen, Riccardo Passeggeri, Orimar Sauri +1
In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{iΔ_{n}})_{i=0}^{\lfloor…
On the extension and kernels of signed bimeasures and their role in stochastic integration
Riccardo Passeggeri
In this work we provide a necessary and sufficient condition for the extension of signed bimeasures on -rings and for the existence of relative kernels. This result generalises…
Feasible Inference for Stochastic Volatility in Brownian Semistationary Processes
Phillip Murray, Riccardo Passeggeri, Almut E. D. Veraart +1
This article studies the finite sample behaviour of a number of estimators for the integrated power volatility process of a Brownian semistationary process in the non semi-martinga…
On quasi-infinitely divisible random measures
Riccardo Passeggeri
Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (\textit{Trans.~Amer.~Math.~Soc.}~\textbf{370}, 8483-8520 (2018)). A random va…
Spectral representations of quasi-infinitely divisible processes
Riccardo Passeggeri
In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present int…
Limit theorems for multivariate Brownian semistationary processes and feasible results
Riccardo Passeggeri, Almut E. D. Veraart
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asym…
Mixing properties of multivariate infinitely divisible random fields
Riccardo Passeggeri, Almut E. D. Veraart
In this work we present different results concerning mixing properties of multivariate infinitely divisible (ID) stationary random fields. First, we derive some necessary and suffi…
Some results on the Signature and Cubature of the Fractional Brownian motion for
Riccardo Passeggeri
In this work we present different results concerning the signature and the cubature of fractional Brownian motion (fBm). The first result regards the rate of convergence of the exp…