Brunero Liseo

Pubblicazioni

Titolo Pubblicato in Anno
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
Reconstruction of dispersal patterns of hypervirulent meningococcal strains of serogroup C:cc11 by phylogenomic time trees JOURNAL OF CLINICAL MICROBIOLOGY 2019
Population size estimation from incomplete multisource lists: A Bayesian perspective on latent class modelling proceeding 62nd ISI World Statistic Congress 2019 Special Topic Session vol.4 2019
Bayesian estimate of population count with false captures: a latent class approach 2019
Copule condizionate: applicazione nel calcolo del value-at-risk ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... 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

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