Ricerc@Sapienza

In Bayesian decision theory, the performance of an action is measured by its posterior expected loss. In some cases it may be convenient/necessary to use a non-optimal decision instead of the optimal one. In these cases it is important to quantify the additional loss we incur and evaluate whether to use the non-optimal decision or not. In this article we study the predictive probability distribution of a relative measure of the additional loss and its use to define sample size determination criteria in one-sided testing.

In Bayesian analysis of clinical trials data, credible intervals are widely used for inference on unknown parameters of interest, such as treatment effects or differences in treatments effects. Highest Posterior Density (HPD) sets are often used because they guarantee the shortest length. In most of standard problems, closed-form expressions for exact HPD intervals do not exist, but they are available for intervals based on the normal approximation of the posterior distribution.

A novel deep learning approach is proposed for the predictive analysis of trends in energy related time series, in particular those relevant to photovoltaic systems. Aim of the proposed approach is to grasp the trend of the time series, namely, if the series goes up, down or keep stable, instead of predicting the future numerical value. The modeling system is based on Long Short-Term Memory networks, which are a type of recurrent neural network able to extract information in samples located very far from the current one.