Brunero Liseo | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Alternative Approaches for Estimating Highest‐Density Regions	INTERNATIONAL STATISTICAL REVIEW	2024
Skew–Brownian processes for estimating the volatility of crude oil Brent	INTERNATIONAL JOURNAL OF FORECASTING	2024
A copula-based Bayesian framework for doping detection	COMPUTATIONAL STATISTICS	2024
Inferring a Population Composition From Survey Data With Nonignorable Nonresponse: Borrowing Information From External Sources	JOURNAL OF SURVEY STATISTICS AND METHODOLOGY	2024
Copula modelling with penalized complexity priors: the bivariate case	TEST	2023
Computing Highest Density Regions with Copulae	SEAS IN Book of short papers 2023	2023
Bayesian Ideas in Survey Sampling: The Legacy of Basu	SANKHYA SERIES A	2023
Bayesian Hierarchical Copula Models with a Dirichlet–Laplace Prior	STATS	2022
Generalized linear mixed model with Bayesian rank likelihood	STATISTICAL METHODS & APPLICATIONS	2022
Approximate Bayesian conditional copulas	COMPUTATIONAL STATISTICS & DATA ANALYSIS	2022
Forecasting portfolio returns with skew-geometric Brownian motions	APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY	2022
Fisher’s Noncentral Hypergeometric Distribution for Population Size Estimation	Book of Short Papers; LI Riunione Scientifica della Societ`a Italiana di Statistica, (Editors) Pearson	2022
Bayesian latent class models for capture–recapture in the presence of missing data	BIOMETRICAL JOURNAL	2020
A stochastic estimated version of the Italian dynamic General Equilibrium Model	ECONOMIC MODELLING	2020
On a loss-based prior for the number of components in mixture models	STATISTICS & PROBABILITY LETTERS	2020
Discussion on "On a Class of Objective Priors from Scoring Rules"	BAYESIAN ANALYSIS	2020
Reconstruction of dispersal pattern of hypervirulent meningococcal strains of serogroup C:cc11 by phylogenomic time tree	JOURNAL OF CLINICAL MICROBIOLOGY	2020
Penalising the complexity of extensions of the Gaussian distribution	SIS 2020 - Book of Short Papers	2020
A unified framework for de-duplication and population size estimation (with Discussion)	BAYESIAN ANALYSIS	2019
Shiga Toxin Producing Escherichia coli-Hemolytic Uremic Syndrome Mimicking Acute Severe Ulcerative Colitis in a Child With Bloody Diarrhea	INFLAMMATORY BOWEL DISEASES	2019

ERC

PE1_13
PE1_14
SH1_6

KET

Big data & computing

Interessi di ricerca

Modelli statistici per dati complessi

I campi di ricerca hanno riguardato:

lo sviluppo di metodologie bayesiane basate su distribuzioni a priori oggettive.

le estensioni della distribuzione normale per tenere conto di eventuali asimmetrie

analisi di processi stocastici con memoria lunga

Teoria e applicazioni delle copule

Statistica ufficiale e metodi probabilistici di integrazione di basi di dati

Keywords

Bayesian statistics

inference for stochastic processes

Copulas

Gaussian Process Regression

Progetti di Ricerca

New Statistical Methods for the Analysis of Human Migration