Parametric inference

Luigi Grossi
Visiting Professors
Catia Scricciolo
Associate Professor
Research interests
Topic People Description
MSC 62F15 - Bayesian inference Catia Scricciolo
Bayesian theory of function estimation in nonparametric statistical models, including the study of credible sets to provide a data-driven quantification of the uncertainty for point estimators. Analysis also covers inverse problems, such as deconvolution, wherein the object of interest has to be recovered from indirect noisy observations.
MSC 62F35 - Robustness and adaptive procedures Luigi Grossi
Robust estimation of model parameters which are not affected by the presence of outlying observations. Outlier detection through forward search methods.