Catalano, Marta

Catalano, Marta  

DIPARTIMENTO DI ECONOMIA E FINANZA  

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Titolo Data di pubblicazione Autore(i) File
A Note on the Dependence Structure of Hierarchical Completely Random Measures 2023 Catalano, Marta; Del Sole, Claudio
Approximation of Bayesian models for time-to-event data 2020 Catalano, Marta; Lijoi, Antonio; Pruenster, Igor
Bayesian model comparison based on Wasserstein distances 2019 Catalano, Marta; Lijoi, Antonio; Pruenster, Igor
Bayesian modeling via discrete nonparametric priors 2023 Catalano, Marta; Lijoi, Antonio; Pruenster, Igor; Rigon, Tommaso
Invited discussion [to "Giordano, R., Liu, R., Jordan, M.I., Broderick, T. Evaluating Sensitivity to the Stick-Breaking Prior in Bayesian Nonparametrics (with Discussion). Bayesian Analysis. 2023;18(1):287"] 2023 Ascolani, Filippo; Catalano, Marta; Pruenster, Igor
Marta Catalano, Augusto Fasano, and Giovanni Rebaudo’s contribution to the discussion of ‘Martingale posterior distributions’ by Fong, Holmes and Walker 2023 Catalano, Marta; Fasano, Augusto; Rebaudo, Giovanni
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models 2021 Catalano, Marta; Lijoi, Antonio; Pruenster, Igor
Posterior asymptotics for boosted Hierarchical Dirichlet Process mixtures 2022 Catalano, Marta; De Blasi, Pierpaolo; Lijoi, Antonio; Pruenster, Igor
Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics 2021 Catalano, Marta; Lijoi, Antonio; Pruenster, Igor
Wasserstein distance and applications to Bayesian nonparametrics 2022 Catalano, Marta; Lavevant, Hugo; Lijoi, Antonio; Pruenster, Igor