Sfoglia per Autore
Bayesian Semiparametric Multivariate Change Point Analysis
2016 Peluso, Stefano; Shiddharta, Chib; Antonietta, Mira
Convergence and Mixing in Markov Chain Monte Carlo: Advanced Algorithms and Latest Developments
2015 Peluso, Stefano; Mira, Antonietta
Reinforced urn processes for credit risk models
2015 Peluso, Stefano; Mira, Antonietta; Muliere, Pietro
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation
2015 Corsi, Fulvio; Peluso, Stefano; Audrino, Francesco
Bayesian Nonparametric State Space Models via Mixture Process of Products of Dirichlet Processes
2014 Peluso, Stefano; Mira, Antonietta; Muliere, Pietro
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns
2014 Peluso, Stefano; Corsi, Fulvio; Mira, Antonietta
Introduction to “On the use of Markov chain Monte Carlo methods for the sampling of mixture models” by R. Douc, F. Maire, J. Olsson
2014 Peluso, Stefano
Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions. Contributed Discussion
2014 Peluso, Stefano
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