arXiv subjects

Paolo Onorati

Publications and source records attributed to Paolo Onorati.

6 recordsLinked to original sources

arXiv2025

Likelihood-based inference for the Gompertz model with Poisson errors

Population dynamics models play an important role in a number of fields, such as actuarial science, demography, and ecology, as they help explain past fluctuations and predict future population. The accuracy of these models is often influenced by the uncertainty introduced by sampling error. Statistical inference for these models can be difficult when, in addition to the process' inherent stochasticity, one also needs to account for sampling error. Ignoring the latter can lead to biases in the estimation, which in turn can produce erroneous conclusions about the system's behavior. The Gompertz model is widely used to infer population size dynamics, but a full likelihood approach can be computationally prohibitive when sampling error is accounted for. We close this gap by developing efficient computational tools for statistical inference in the Gompertz model with Poisson sampling error based on the full likelihood. The approach is illustrated in both the Bayesian and frequentist paradigms. Performance is illustrated with simulations and data analysis.

stat.ME↗

arXiv2025

On the Posterior Computation Under the Dirichlet-Laplace Prior

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized optimization methods. Bayesian approaches provide a probabilistic framework to formally quantify uncertainty through shrinkage priors. Among these, the Dirichlet-Laplace prior has attained recognition for its theoretical guarantees and wide applicability. This article identifies a critical yet overlooked issue in the implementation of Gibbs sampling algorithms for such priors. We demonstrate that ambiguities in the presentation of key algorithmic steps, while mathematically coherent, have led to widespread implementation inaccuracies that fail to target the intended posterior distribution -- a target endowed with rigorous asymptotic guarantees. Using the normal-means problem and high-dimensional linear regressions as canonical examples, we clarify these implementation pitfalls and their practical consequences and propose corrected and more efficient sampling procedures.

stat.ME↗

arXiv2025

An Extension of the Unified Skew-Normal Family of Distributions and Application to Bayesian Binary Regression

We consider the Bayesian binary regression model and we introduce a new class of distributions, the Perturbed Unified Skew-Normal (pSUN, henceforth), which generalizes the Unified Skew-Normal (SUN) class. We show that the new class is conjugate to any binary regression model, provided that the link function may be expressed as a scale mixture of Gaussian CDFs. We discuss in detail the popular logit case, and we show that, when a logistic regression model is combined with a Gaussian prior, posterior summaries such as cumulants and normalizing constants can easily be obtained through the use of an importance sampling approach, opening the way to straightforward variable selection procedures. For more general prior distributions, the proposed methodology is based on a simple Gibbs sampler algorithm. We also claim that, in the p>n case, our proposal presents better performances - both in terms of mixing and accuracy - compared to the existing methods.

stat.ME↗

arXiv2025

Bayesian Hierarchical Copula Models with a Dirichlet-Laplace Prior

We discuss a Bayesian hierarchical copula model for clusters of financial time series. A similar approach has been developed in recent paper. However, the prior distributions proposed there do not always provide a proper posterior. In order to circumvent the problem, we adopt a proper global-local shrinkage prior, which is also able to account for potential dependence structures among different clusters. The performance of the proposed model is presented via simulations and a real data analysis.

stat.ME↗

arXiv2025

A Semi-Parametric Bayesian Spatial Model for Rainfall Events in Geographically Complex Domains

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of water processes. Motivated by the need to analyze rainfall across complex spatial locations, we propose a flexible Bayesian semi-parametric model for spatially distributed data. This method effectively accounts for spatial correlation while incorporating dependencies on geographical characteristics in a highly flexible manner. Indeed, using latent Gaussian processes, indexed by spatial coordinates and topographical features, the model integrates spatial dependencies and environmental characteristics within a nonparametric framework. Posterior inference is conducted using an efficient rejection-free Markov Chain Monte Carlo algorithm, which eliminates the need for tuning parameter calibration, ensuring smoother and more reliable estimation. The model's flexibility is evaluated through a series of simulation studies, involving different rainfall and spatial correlation scenarios, to demonstrate its robustness across various conditions. We then apply the model to a large dataset of rainfall events collected from the Italian regions of Veneto and Trentino-Alto Adige, these areas are known for their complex orography and diverse meteorological drivers. By analyzing this data, we generate detailed maps that illustrate the mean and variance of rainfall and rainy days. The method is implemented in a new R package available on GitHub.

stat.AP↗

arXiv2022

A Random Number Generator for the Kolmogorov Distribution

We discuss an acceptance-rejection algorithm for the random number generation from the Kolmogorov distribution. Since the cumulative distribution function (CDF) is expressed as a series, in order to obtain the density function we need to prove that the series of the derivatives converges uniformly. We also provide a similar proof in order to show that the ratio between the target Kolmogorov density and the auxiliary density implemented is bounded. Finally we discuss a way of truncating the series expression of the density in an optimal way.

stat.CO↗