Courses a.y. 2022/2023
Degree in Economic and Social Sciences from Università L. Bocconi. PhD in Statistics, (Inter-University Consortium of the Università di Trento, Università L. Bocconi di Milano, Università di Milano, Università di Pavia, Università di Torino, Università di Genova).
Full Professor of Statistics.
Head of the Department of Decisions Sciences from November 2008 to October 2013.
Previously he was an associate professor and researcher at the Institute of Quantitative Methods , Università L. Bocconi. He is a faculty member for the PhD in Statistics. He previously taught in the Faculty of Economics, Università di Pavia, the Faculty of Pharmacology, Università di Milano, at the Libera Università Carlo Cattaneo, Castellanza and for the PhD in Statistics in the Faculty of Economics, Università di Milano - Bicocca. He is a member of the Italian Society of Statistics (SIS); the American Statistical Association (ASA); the Institute of Mathematical Statistics (IMS) and the International Society for Bayesian Analysis (ISBA). He visited and conducted research in different universities such as Carnegie Mellon University , Duke University , and Universidad Nacional Autonoma de Mexico.
Bayesian statistical inference. In particular: conjugate, default and reference prior distributions; test of hypothesis; predictive distributions; construction of statistical models; model selection.
Fiducial inference, confidence distributions and relationships with Objective Bayesian Inference.
- "Confidence Distribution for the Ability Parameter of the Rasch Model (con E. Melilli), Psychometrika, 2021.
- "Some asymptotics results for fiducial and confidence distributions"(con E. Melilli), Statistics and Probability Letters, vol. 134, 2018;
- "Chisini means and rational decision making: equivalence of investment criteria (with C.A. Magni e R. Graziani) in Mathematics and Financial Economics, vol. 12, 2018;
- "Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter" (with E. Melilli), Journal of Statistical Planning and Inference, vol. 195, 2018;
- "Fiducial and confidence distributions for real exponential families" (with E. Melilli) in Scandinavian Journal of Statistics, vol. 42, 2015;
- "Feller operators and mixture priors in Bayesian nonparametrics (with S. Petrone) in Statistica Sinica, vol.20, 2010;
- "How to compute a mean? The Chisini approach and its applications" (with R. Graziani) in The American Statistician, vol. 63, 2009;
- "Compatibility of prior specifications across linear models " (with G. Consonni) in Statistical Science, vol.23, 2008;
- "Compatible Priors for Bayesian Model Comparison with an Application to the Hardy-Weinberg Equilibrium Model" (with G. Consonni e E. Gutièrrez-Peña), in Test, vol. 17, 2008;
- "Order-Invariant Group Reference Priors for Natural Exponential Families Having a Simple Quadratic Variance Function" (with G. Consonni e E. Gutièrrez-Peña), in Journal of Multivariate Analysis, vol. 88, 2004;
- "Enriched Conjugate and Reference Priors for the Wishart Family on Symmetric Cones", (with G. Consonni), in The Annals of Statistics, vol. 31, 2003;
- "Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors", (with G. Consonni), in Scandinavian Journal of Statistics, vol. 28, 2001;
- "A Bayesian Method for Combining Results from Several Binomial Experiments" (with G. Consonni), in Journal of American Statistical Association, vol. 90, 1995;
- "Unbiased Bayes Estimates and Improper Priors" (with G. Consonni), in Annals of the Institute of Statistical Mathematics, vol. 45, 1993;
- "Conjugate Priors for Exponential Families Having Quadratic Variance Functions" (with G. Consonni), in Journal of the American Statistical Association, vol. 87, 1992;
- "Bayes Factors for Linear Models and Improper Priors" (with G. Consonni), in J.O. Berger, J.M. Bernardo, A.P. David, A.F.M. Smith (eds.), Bayesian Statistics 4 , 1991;
- "Some Remarks on the Use of Improper Priors for the Analysis of Exponential Regression Models" (with G. Consonni), in Biometrika, vol. 76, 1989;
- "Due approcci alla costruzione del modello statistico: confronti ed osservazioni", in Statistica, vol. 49, 1989;