Fabrizio Leisen

University of Kent - Canterbury Campus

Senior Lecturer in Statistics

Cornwallis Building

Canterbury, Kent CT2 7NF

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

159

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2013
Number of pages: 33 Posted: 09 Jul 2013
Federico Bassetti, Roberto Casarin and Fabrizio Leisen
University of Pavia, University Ca' Foscari of Venice - Department of Economics and University of Kent - Canterbury Campus
Downloads 45 (499,474)
Citation 6

Abstract:

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Bayesian non–parametrics, Dirichlet process, Panel Time-series non–parametrics, Pitman-Yor process, Stick-breaking process, Vector autoregressive process, Repeated measurements non-parametrics

2.

Bayesian Nonparametric Conditional Copula Estimation of Twin Data

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 8
Number of pages: 27 Posted: 21 Mar 2016 Last Revised: 22 Feb 2017
Luciana Dalla Valle, Fabrizio Leisen and Luca Rossini
University of Milan - Department of Economics, Business and Statistics, University of Kent - Canterbury Campus and University of Milan
Downloads 39 (527,233)
Citation 2

Abstract:

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Bayesian nonparametrics, Conditional Copula models, Slice sampling

3.

A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities

Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Number of pages: 28 Posted: 09 Dec 2014
University Ca' Foscari of Venice - Department of Economics, University of Kent - Canterbury Campus, Idalion Capital US LP and Universidad de los Andes, Colombia - School of Business Administration
Downloads 36 (542,190)

Abstract:

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Bayesian inference, Beta random fields, Exchange Metropolis Hastings, Markov chain Monte Carlo, Risk neutral measure

4.

Adaptive Sticky Generalized Metropolis

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 19/WP/2013
Number of pages: 65 Posted: 05 Sep 2013
Luca Martino, Roberto Casarin, Fabrizio Leisen and David Luengo
Complutense University of Madrid - Industrial and Financial Analysis Institute (IAIF), University Ca' Foscari of Venice - Department of Economics, University of Kent - Canterbury Campus and Complutense University of Madrid - Industrial and Financial Analysis Institute (IAIF)
Downloads 31 (569,184)
Citation 1

Abstract:

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Adaptive Markov chain Monte Carlo, Adaptive rejection Metropolis, Muliple-try Metropolis, Metropolis within Gibbs

5.

A Note on the Posterior Inference for the Yule-Simon Distribution

Number of pages: 12 Posted: 18 Jan 2017
Fabrizio Leisen, Luca Rossini and Cristiano Villa
University of Kent - Canterbury Campus, University of Milan and University of Kent - Canterbury Campus
Downloads 8 (731,808)

Abstract:

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Yule-Simon Distribution, Data Augmentation, Count Data Regression, Text Analysis