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The combinatorial structure underlying the beta process is that of a continuum of Blackwell-MacQueen urn schemes We uncover a novel urn scheme underlying conditionally independent sequences of Bernoulli processes that…

Deep factorisation of stable processes The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP).…

Determinantal point process models and statistical inference In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such…

Computer emulation with non-stationary Gaussian processes Computer codes are used widely in modern scientific research in complex chemical, thermodynamical and astrophysical processes. These codes deterministically map vectors of high-dimensional inputs…

“Technology Standards and IPR Policy and Practice in China: An Early Investigation” (at Dipartimento di Economia “S. Cognetti de Martiis”)

“A Behavioral Perspective on Inventors’ Mobility: The Case of Pharmaceutical Industry”

“Meet the Oligarchs: Business Legitimacy, State Capacity and Taxation”

High dimensional jump processes with stochastic volatility We deal with the problem of identifying jumps in multiple financial time series using the stochastic volatility model combined with a jump process.…

Dependent Generalised Dirichlet Process Priors We propose a novel Bayesian nonparametric process prior for modelling a collections of random discrete distributions. This process is defined by combining a Generalised Dirichlet…

The generalised autocovariance function The generalised autocovariance  function is defined for a stationary stochastic process as the inverse Fourier transform of the power transformation of the spectral density function. Depending…

“Bayesian inference of coefficients of diffusion processes using data augmentation”

“Stochastic processes with polynomial eigenfunctions”

“Dependent completely random measures via Poisson line processes”

“The implications of the size and diversity of investor syndicates for startup performance” (at Dipartimento di Economia “S. Cognetti de Martiis”)

Penny Goldberg (Professor of Economics, Yale University) Introduction by Alessandro Sembenelli

“Business Organization in the Long Run: Private Limited Companies Rule”

Towards Uncertainty Quantification and Inference in the stochastic SIR Epidemic Model We introduce a novel method to conduct inference with models defined through a continuous-time Markov process, and we apply…

Species Sampling Processes: predicting the unpredictable and estimating measures of diversity The sampling of species problem relates to the issue of how to infer the relative species abundances from finite…