1 code implementation • 6 Sep 2019 • Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini, Weixuan Zhu
In this paper we introduce a novel Bayesian data augmentation approach for estimating the parameters of the generalised logistic regression model.
Methodology Computation Other Statistics
no code implementations • 2 Feb 2018 • George Karabatsos, Fabrizio Leisen
In statistical practice, a realistic Bayesian model for a given data set can be defined by a likelihood function that is analytically or computationally intractable, due to large data sample size, high parameter dimensionality, or complex likelihood functional form.
Methodology
no code implementations • 17 Feb 2017 • Laurentiu Hinoveanu, Fabrizio Leisen, Cristiano Villa
In this paper we present a loss-based approach to change point analysis.
no code implementations • 27 Jan 2017 • Clara Grazian, Fabrizio Leisen, Brunero Liseo
The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours.
no code implementations • 2 Aug 2016 • Jim Griffin, Fabrizio Leisen
Normalized compound random measures are flexible nonparametric priors for related distributions.
no code implementations • 4 Dec 2010 • Edoardo M. Airoldi, Thiago Costa, Federico Bassetti, Fabrizio Leisen, Michele Guindani
We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models.