Mauro Piccioni

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Exponential families, Rényi divergence and the almost sure Cauchy functional equation
Journal of Theoretical Probability
2025-02-26Paper
Reversible Markov kernels and involutions on product spaces
ALEA. Latin American Journal of Probability and Mathematical Statistics
2024-11-08Paper
An inverse Sanov theorem for exponential families
Journal of Statistical Planning and Inference
2023-01-09Paper
Location and scale behaviour of the quantiles of a natural exponential family
ESAIM: Probability and Statistics
2020-05-18Paper
Infinite paths on a random environment of \({\mathbb{Z}}^2\) with bounded and recurrent sums
Journal of Statistical Physics
2019-10-10Paper
Random walks in the hyperbolic plane and the Minkowski question mark function
Journal of Theoretical Probability
2018-10-24Paper
Random walks in the hyperbolic plane and the Minkowski question mark function
Journal of Theoretical Probability
2018-10-24Paper
The median of an exponential family and the normal law
Statistics & Probability Letters
2018-01-23Paper
Dirichlet curves, convex order and Cauchy distribution
Bernoulli
2017-09-21Paper
The medians for exponential families and the normal law2017-08-12Paper
One-dimensional infinite memory imitation models with noise
Journal of Statistical Physics
2015-11-19Paper
One-dimensional infinite memory imitation models with noise
Journal of Statistical Physics
2015-11-19Paper
Dirichlet random walks
Journal of Applied Probability
2015-02-26Paper
Dirichlet random walks
Journal of Applied Probability
2015-02-26Paper
The Dirichlet curve of a probability in $\mathbb{R}^d$2014-05-19Paper
Perfect simulation of autoregressive models with infinite memory
Journal of Statistical Physics
2013-05-17Paper
Backward coalescence times for perfect simulation of chains with infinite memory
Journal of Applied Probability
2012-07-08Paper
Random continued fractions with beta-hypergeometric distribution
The Annals of Probability
2012-06-19Paper
Random continued fractions with beta-hypergeometric distribution
The Annals of Probability
2012-06-19Paper
A note on the IPF algorithm when the marginal problem is unsolvable.2012-04-23Paper
A note on the IPF algorithm when the marginal problem is unsolvable.2012-04-23Paper
A general framework for perfect simulation of long memory processes2010-04-01Paper
Asymptotic behaviour of a BIPF algorithm with an improper target2009-07-10Paper
Asymptotic behaviour of a BIPF algorithm with an improper target2009-07-10Paper
Functionally compartible local characteristics for the local specification of priors in graphical models2009-02-28Paper
Beta-hypergeometric distributions and random continued fractions
Statistics & Probability Letters
2008-09-29Paper
Exact simulation for discrete time spin systems and unilateral fields
Methodology and Computing in Applied Probability
2008-08-20Paper
The hyper-Dirichlet process and its discrete approximations: The butterfly model
Journal of Multivariate Analysis
2006-04-28Paper
Optimal scaling of MaLa for nonlinear regression.
The Annals of Applied Probability
2004-09-15Paper
The empirical process on Gaussian spherical harmonics.
The Annals of Statistics
2004-09-15Paper
Importance sampling for continuous time Markov chains and applications to fluid models
Methodology and Computing in Applied Probability
2002-09-01Paper
Mean field models and propagation of chaos in feedforward neural networks.2001-10-09Paper
Importance sampling for families of distributions
The Annals of Applied Probability
2000-09-04Paper
Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler
Scandinavian Journal of Statistics
2000-05-24Paper
A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
Statistics & Probability Letters
1999-06-21Paper
Selection of importance weights for monte carlo estimation of normalizing constants
Communications in Statistics. Simulation and Computation
1999-01-01Paper
A Variational Problem Arising from Speech Recognition
SIAM Journal on Applied Mathematics
1998-05-10Paper
Optimal importance sampling for some quadratic forms of ARMA processes
IEEE Transactions on Information Theory
1996-09-18Paper
An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables
Advances in Applied Probability
1995-08-27Paper
Importance sampling for Gibbs random fields
The Annals of Applied Probability
1993-12-15Paper
scientific article; zbMATH DE number 88767 (Why is no real title available?)1993-01-16Paper
Iterated function systems arising from recursive estimation problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1992-06-28Paper
A nonhomogeneous Markov process for the estimation of Gaussian random fields with nonlinear observations
The Annals of Probability
1992-06-27Paper
scientific article; zbMATH DE number 8233 (Why is no real title available?)1992-06-25Paper
A combined multistart-annealing algorithm for continuous global optimization
Computers & Mathematics with Applications
1991-01-01Paper
Stopping eules for the multistart method when different local minima have different function values
Optimization
1990-01-01Paper
Stochastic regularization of linear equations and the realization of Gaussian fields
Journal of Multivariate Analysis
1990-01-01Paper
Parameter estimation for two-dimensional Ising fields corrupted by noise
Stochastic Processes and their Applications
1990-01-01Paper
Random tunneling by means of acceptance-rejection sampling for global optimization
Journal of Optimization Theory and Applications
1989-01-01Paper
scientific article; zbMATH DE number 4147321 (Why is no real title available?)1989-01-01Paper
Semi-discretization of stochastic partial differential equations on r<sup>d</sup>by a Finite-element Technique A. Germani
Stochastics
1988-01-01Paper
Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
SIAM Journal on Control and Optimization
1988-01-01Paper
scientific article; zbMATH DE number 4009444 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4035699 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4038932 (Why is no real title available?)1987-01-01Paper
Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form
Applied Mathematics and Optimization
1987-01-01Paper
Differential representation of a general class of linear systems
International Journal of Systems Science. Principles and Applications of Systems and Integration
1985-01-01Paper
scientific article; zbMATH DE number 3878813 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3906370 (Why is no real title available?)1984-01-01Paper
A proof of the ineffectiveness of likelihood inference on singular measures
Statistics & Probability Letters
1984-01-01Paper
Relationships between measures induced by Itô and white noise linear equations
Mathematics and Computers in Simulation
1984-01-01Paper
Continuous versions of Radon-Nikodym derivatives as likelihood ratios
Systems & Control Letters
1983-01-01Paper
On the definition of likelihood in abstract spaces
Journal of the Franklin Institute
1982-01-01Paper


Research outcomes over time


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