arXiv subjects

Giovanna Jona Lasinio

Publications and source records attributed to Giovanna Jona Lasinio.

22 records · Page 2Linked to original sources

arXiv2015

On initial direction, orientation and discreteness in the analysis of circular variables

In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density, parameter-parsimony and interpretability, good circular dependence structure and easy random number generation thanks to known marginal/conditional distributions. Existing discrete circular distributions strongly depend on the initial direction and orientation, i.e. a change of the reference system on the circle may lead to misleading inferential results. We investigate the invariance properties, i.e. invariance under change of initial direction and of the reference system orientation, for several continuous and discrete distributions. We prove that the introduced IWP distribution satisfies these two crucial properties. We estimate parameters in a Bayesian framework and provide all computational details to implement the algorithm. Inferential issues related to the invariance properties are discussed through numerical examples on artificial and real data.

stat.ME↗

arXiv2015

Tools for predicting rainfall from lightning records: events identification and rain prediction using a Bayesian hierarchical model

We propose a new statistical protocol for the estimation of precipitation using lightning data. We first identify rainy events using a scan statistics, then we estimate Rainfall Lighting Ratio (RLR) to convert lightning number into rain volume given the storm intensity. Then we build a hierarchical Bayesian model aiming at the prediction of 15- and 30-minutes cumulated precipitation at unobserved locations and time using information on lightning in the same area. More specifically, we build a Bayesian hierarchical model in which precipitation is modeled as function of lightning count and space time variation is handled using specific structured (random) effects. The mean component of the model relates precipitation and lightning assuming that the number of lightning recorded on a regular grid depends on the number of lightning occurring in neighboring cells. We analyze several model formulations where storms propagation speed, spatial dependence and time variation incorporates different descriptions of the phenomena at hand. The space-time variation is assumed separable. The study area is located in Central Italy, where two storms, that differ for duration and intensity, are presented.

stat.AP↗

arXiv2015

Bayesian Hidden Markov Modelling Using Circular-Linear General Projected Normal Distribution

We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or skewed cluster-specific distributions for the circular variable. Furthermore, we relax the independence assumption between the circular and linear components observed at the same time. Such an assumption is generally used to alleviate the computational burden involved in the parameter estimation step, but it is hard to justify in empirical applications. We carry out a simulation study using different data-generation schemes to investigate model behavior, focusing on well recovering the hidden structure. Finally, the model is used to fit a real data example on a bivariate time series of wind speed and direction.

stat.AP↗

arXiv2013

Bayesian Modeling and MCMC Computation in Linear Logistic Regression for Presence-only Data

Presence-only data are referred to situations in which, given a censoring mechanism, a binary response can be observed only with respect to on outcome, usually called \textit{presence}. In this work we present a Bayesian approach to the problem of presence-only data based on a two levels scheme. A probability law and a case-control design are combined to handle the double source of uncertainty: one due to the censoring and one due to the sampling. We propose a new formalization for the logistic model with presence-only data that allows further insight into inferential issues related to the model. We concentrate on the case of the linear logistic regression and, in order to make inference on the parameters of interest, we present a Markov Chain Monte Carlo algorithm with data augmentation that does not require the a priori knowledge of the population prevalence. A simulation study concerning 24,000 simulated datasets related to different scenarios is presented comparing our proposal to optimal benchmarks.

stat.CO↗