Università della Svizzera italiana

Statistical solutions for regressions-type models with big spatial data

Ghiringhelli, Chiara ; Mira, Antonietta (Dir.) ; Arbia, Giuseppe (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO011.

These last decades have witnessed an explosion of data collection and diffusion in all fields of human society. In many scientific fields researchers are becoming aware of a big data problem and of the need to manage it properly, combining the tools offered by statistics, computer, data science and informatics. This is particularly true for geo-located data, which can be collected in a...

Università della Svizzera italiana

Bayesian mixtures for large scale inference

Denti, Francesco ; Mira, Antonietta (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO001.

Bayesian mixture models are ubiquitous in statistics due to their simplicity and flexibility and can be easily employed in a wide variety of contexts. In this dissertation, we aim at providing a few contributions to current Bayesian data analysis methods, often motivated by research questions from biological applications. In particular, we focus on the development of novel Bayesian mixture...

Università della Svizzera italiana

Statistical analysis for credit risk modelling

Tenconi, Paolo ; Mira, Antonietta (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2008 ; 2008ECO008.

The main purpose of the thesis is the prediction of default events for small and medium size companies, by developing useful techniques able to cope with some issues related to anomalies often present in this kind of data, such as rare events and aberrant observations. To treat rare events the Bayesian paradigm is used through Markov Chain Monte Carlo techniques, also adopting the zero...