Sonia Petrone's AcademicInfluence.com Rankings Why Is Sonia Petrone Influential? (Suggest an Edit or Addition)
According to Wikipedia , Sonia Petrone is an Italian mathematical statistician, known for her work in Bayesian statistics, including use of Bernstein polynomials for nonparametric methods in Bayesian statistics. With Patrizia Campagnoli and Giovanni Petris she is the author of the book Dynamic Linear Models with R .
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Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
1880 1890 1900 1910 1920 1930 1940 1950 1960 1970 1980 1990 2000 2010 2020 0 50 100 150 200 250 300 350 400 450 500 550 600 650 700 750 Published Works Dynamic Linear Models with R (2009) Dynamic linear models (2009) Bayesian density estimation using bernstein polynomials (1999) Random Bernstein Polynomials (1999) Consistency of Bernstein polynomial posteriors (2002) Hybrid Dirichlet mixture models for functional data (2009) Bayes and empirical Bayes : Do they merge? (2012) Improving prediction from dirichlet process mixtures via enrichment (2014) State Space Models in R (2011) A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability (1997) An enriched conjugate prior for Bayesian nonparametric inference (2011) Bayesian hierarchical nonparametric inference for change-point problems (1996) (40)A bayesian predictive approach to sequential search for an optimal dose: Parametric and nonparametric models (1993) A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting (2014) Predictive construction of priors in Bayesian nonparametrics (2012) Generalized Lorenz curve and monotone dependence orderings (1992) (22)Empirical Bayes methods in classical and Bayesian inference (2014) On a notion of partially conditionally identically distributed sequences (2016) Hybrid Dirichlet processes for functional data. (2007) (15)Nonparametric quantile inference with Dirichlet processes (2007) Non parametric mixture priors based on an exponential random scheme (2002) Hierarchical reinforced urn processes (2012) A closed-form filter for binary time series (2019) Quasi‐Bayes properties of a procedure for sequential learning in mixture models (2020) NONPARAMETRIC QUANTILE INFERENCE USING DIRICHLET PROCESSES (2006) (10)Predictive Distribution (de Finetti's View) (2016) Feller operators and mixture priors in Bayesian nonparametrics (2010) (9)Bayesian nonparametric modelling for spatial data using Dirichlet processes (2007) (8)Extended Bernstein prior via reinforced urn processes (2011) A note on convergence rates of Gibbs sampling for nonparametric mixtures. (1999) (6)Generalized dynamic linear models for financial time series (2001) Complex models and computational methods in statistics (2013) Predictive Characterization of Mixtures of Markov Chains (2014) Discussion on "Bayesian nonparametric inference for random distributions and related functions", by Walker, S.G., Damien, P., Laud, P.W., Smith, A.F.M. (1999) (4)Bayesian Time-Varying Tensor Vector Autoregressive Models for Dynamic Effective Connectivity (2021) (4)On the role of mixtures in Bayesian nonparametrics (2004) (4)Quasi-Bayes properties of a recursive procedure for mixtures (2019) (2)Infinite-color randomly reinforced urns with dominant colors (2021) Polinomi di Bernstein e processo di Dirichlet (1996) (2)Prediction-based uncertainty quantification for exchangeable sequences (2023) Approximation of Distribution Functions: a Constructive Scheme with Application in Bayesian Nonparametrics (2003) (1)Predictive Constructions Based on Measure-Valued Pólya Urn Processes (2021) Enriched Pitman-Yor processes (2020) (1)Bayesian modeling with nested random partitions (2009) (1)Discussion on "Choosing among models when none of them are true", by Key, J.T., Pericchi, L.R. and Smith, A.F.M. (1997) (1)Introduction: basic notions about Bayesian inference (2009) Rates of convergence for Markov chains associated with Dirichlet processes. (2000) (1)Exact Kalman Filter for Binary Time Series (2019) (0)Biometrika Trust Printed in Great Britain Bayes and empirical Bayes : do they merge ? (2017) (0)Dynamic regression using Bernstein polynomials with application to estimation of the term structure of interest rates (2001) (0)Sequential Monte Carlo methods (2009) Bayesian inference for dynamic linear models with random variances. (2007) (0)Discussion on "Approximating interval hypothesis: p-values and Bayes factors", by J. Russeau (2007) (0)Models with unknown parameters (2009) A nonparametric latent space model for dynamic relational networks (2015) (0)Empirical Bayes methods in classical and Bayesian inference (2014) Analisi bayesiana di modelli "annidati" (Bayesian analysis of nested models) (1998) (0)A predictive point of view on Bayesian nonparametrics (2003) (0)Dynamic polynomial models for the term structure of interest rates (2004) (0)A sample monotone dependence function based on the generalized Lorenz curve of concomitants of order statistics (1995) (0)Discussion on "Robustifying Bayesian procedures", by Walker, S.G. and Gutierrez-Pena, E. (1999) (0)More Papers This paper list is powered by the following services:
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