Annalisa Cadonna

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All published works

Action	Title	Year	Authors
+	Bayesian Machine Learning Meets Formal Methods: An Application to Spatio-Temporal Data	2024	Laura Vana-Gür Ennio Visconti Laura Nenzi Annalisa Cadonna Gregor Kastner
+	A change-point random partition model for large spatio-temporal datasets	2023	Andrea Cremaschi Annalisa Cadonna Alessandra Guglielmi Fernando A. Quintana
+	Bayesian modeling and clustering for spatio-temporal areal data: An application to Italian unemployment	2022	Alexander Mozdzen Andrea Cremaschi Annalisa Cadonna Alessandra Guglielmi Gregor Kastner
+ PDF Chat	Bayesian modeling and clustering for spatio-temporal areal data: an application to Italian unemployment	2022	Alexander Mozdzen Andrea Cremaschi Annalisa Cadonna Alessandra Guglielmi Gregor Kastner
+	Mathematics	2022	Annalisa Cadonna
+	Statistics – Basics	2022	Rania Wazir Georg Langs Annalisa Cadonna
+	Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage [R package shrinkTVP version 2.0.4]	2021	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+	Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage [R package shrinkTVP version 2.0.3]	2021	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+	Posterior predictive model checking using formal methods in a spatio-temporal model	2021	Laura Vana Ennio Visconti Laura Nenzi Annalisa Cadonna Gregor Kastner
+ PDF Chat	Posterior predictive model checking using formal methods in a spatio-temporal model	2021	Laura Vana Ennio Visconti Laura Nenzi Annalisa Cadonna Gregor Kastner
+	Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage [R package shrinkTVP version 2.0.2]	2021	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+ PDF Chat	Shrinkage in the Time-Varying Parameter Model Framework Using the <i>R</i> Package <b>shrinkTVP</b>	2021	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+	Posterior predictive model assessment using formal methods in a spatio-temporal mode	2021	Laura Vana Ennio Visconti Laura Nenzi Annalisa Cadonna Gregor Kastner
+	Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage [R package shrinkTVP version 2.0.1]	2020	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+ PDF Chat	Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models	2020	Annalisa Cadonna Sylvia Frühwirth‐Schnatter Peter Knaus
+	Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models	2019	Annalisa Cadonna Sylvia Frühwirth‐Schnatter Peter Knaus
+	Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP	2019	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+	shrinkTVP: Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage	2019	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+	Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP	2019	Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter Peter Knaus
+	Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models	2019	Annalisa Cadonna Sylvia Frühwirth‐Schnatter Peter Knaus
+	Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP	2019	Peter Knaus Angela Bitto-Nemling Annalisa Cadonna Sylvia Frühwirth‐Schnatter
+ PDF Chat	Bayesian mixture modeling for spectral density estimation	2017	Annalisa Cadonna Athanasios Kottas Raquel Prado
+	Bayesian nonparametric AR(1) models for multiple binary sequences	2011	Annalisa Cadonna Alessandra Guglielmi Fernando A. Quintana

Common Coauthors

Coauthor	Papers Together
Sylvia Frühwirth‐Schnatter	12
Peter Knaus	12
Angela Bitto-Nemling	9
Gregor Kastner	6
Alessandra Guglielmi	4
Ennio Visconti	4
Laura Nenzi	4
Laura Vana	3
Andrea Cremaschi	3
Alexander Mozdzen	2
Fernando A. Quintana	2
Laura Vana-Gür	1
Rania Wazir	1
Raquel Prado	1
Georg Langs	1
Athanasios Kottas	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Achieving shrinkage in a time-varying parameter model framework	2018	Angela Bitto Sylvia Frühwirth‐Schnatter	5
+ PDF Chat	Dealing with Stochastic Volatility in Time Series Using the<i>R</i>Package<b>stochvol</b>	2016	Gregor Kastner	4
+ PDF Chat	Hierarchical Shrinkage in Time‐Varying Parameter Models	2013	Miguel Angel Gonzalez Belmonte Gary Koop Dimitris Korobilis	3
+ PDF Chat	Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models	2020	Annalisa Cadonna Sylvia Frühwirth‐Schnatter Peter Knaus	3
+	Simulation smoothing for state–space models: A computational efficiency analysis	2010	William J. McCausland Shirley Miller Denis Pelletier	3
+	The Bayesian Lasso	2008	Trevor Park George Casella	3
+	Hierarchical Shrinkage Priors for Regression Models	2016	Jim E. Griffin Philip J. Brown	3
+	Bayesian Analysis of Stochastic Volatility Models	2002	Éric Jacquier Nicholas G. Polson Peter E. Rossi	3
+ PDF Chat	Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models	2013	Gregor Kastner Sylvia Frühwirth‐Schnatter	3
+ PDF Chat	A Simple Sampler for the Horseshoe Estimator	2015	Enes Makalic Daniel F. Schmidt	2
+ PDF Chat	Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models	2008	Remy Cottet Robert Kohn David J. Nott	2
+ PDF Chat	The horseshoe estimator: Posterior concentration around nearly black vectors	2014	Stéphanie van der Pas B. J. K. Kleijn Aad van der Vaart	2
+ PDF Chat	Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors	2019	Andrea Carriero Todd E. Clark Massimiliano Marcellino	2
+ PDF Chat	Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences	2004	Iain M. Johnstone Bernard W. Silverman	2
+	BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION	2011	Jim E. Griffin Philip J. Brown	2
+ PDF Chat	A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean	1980	James O. Berger	2
+	Generalized Beta Mixtures of Gaussians	2011	Artin Armagan David B. Dunson Merlise A. Clyde	2
+ PDF Chat	Lasso Meets Horseshoe: A Survey	2019	Anindya Bhadra Jyotishka Datta Nicholas G. Polson Brandon T. Willard	2
+	Estimation of Disease Rates in Small Areas: A new Mixed Model for Spatial Dependence	2000	Brian G. Leroux Xingye Lei Norman E. Breslow	2
+	The Horseshoe+ Estimator of Ultra-Sparse Signals	2016	Anindya Bhadra Jyotishka Datta Nicholas G. Polson Brandon T. Willard	2
+	The horseshoe estimator for sparse signals	2010	Carla M. Carvalho Nick Polson James G. Scott	2
+	Forecasting in dynamic factor models using Bayesian model averaging	2004	Gary Koop Simon Potter	2
+	On Block Updating in Markov Random Field Models for Disease Mapping	2002	Leonhard Knorr‐Held Håvard Rue	2
+	On the Half-Cauchy Prior for a Global Scale Parameter	2012	Nicholas G. Polson James G. Scott	2
+ PDF Chat	Dimensionality Reduction for Supervised Learning With Reproducing Kernel Hilbert Spaces	2003	Kenji Fukumizu Francis R. Bach Michael I. Jordan	2
+ PDF Chat	Bayesian Model Averaging for Linear Regression Models	1997	Adrian E. Raftery David Madigan Jennifer A. Hoeting	2
+	Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper)	2006	Andrew Gelman	2
+ PDF Chat	Local Shrinkage Rules, Lévy Processes and Regularized Regression	2012	Nicholas G. Polson James G. Scott	2
+	Bayesian regularisation in structured additive regression: a unifying perspective on shrinkage, smoothing and predictor selection	2009	Ludwig Fahrmeir Thomas Kneib Susanne Konrath	2
+ PDF Chat	Bayesian parsimonious covariance estimation for hierarchical linear mixed models	2007	Sylvia Frühwirth‐Schnatter Regina Tüchler	2
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	2
+ PDF Chat	Bayes Model Averaging with Selection of Regressors	2002	Philip J. Brown Marina Vannucci Tom Fearn	2
+	The Scaled Beta2 Distribution as a Robust Prior for Scales	2016	María-Eglée Pérez Luis R. Pericchi Isabel Ramírez	2
+ PDF Chat	Locally adaptive Bayesian P-splines with a Normal-Exponential-Gamma prior	2009	Fabian Scheipl Thomas Kneib	2
+ PDF Chat	Time-varying sparsity in dynamic regression models	2013	Maria Kalli Jim E. Griffin	2
+ PDF Chat	Benchmark priors for Bayesian model averaging	2001	Carmen Fernández Eduardo Ley Mark F. J. Steel	2
+	Examples of Adaptive MCMC	2009	Gareth O. Roberts Jeffrey S. Rosenthal	1
+ PDF Chat	<i>P</i>-spline ANOVA-type interaction models for spatio-temporal smoothing	2011	Dae‐Jin Lee Maŕıa Durbán	1
+	MCMC for Normalized Random Measure Mixture Models	2013	Stefano Favaro Yee Whye Teh	1
+ PDF Chat	Proper Bayes Minimax Estimators of the Multivariate Normal Mean	1971	William E. Strawderman	1
+ PDF Chat	Approximation of conditional densities by smooth mixtures of regressions	2010	Andriy Norets	1
+ PDF Chat	Understanding predictive information criteria for Bayesian models	2013	Andrew Gelman Jessica Hwang Aki Vehtari	1
+	Automatic estimation of multivariate spectra via smoothing splines	2007	Ori Rosen David S. Stoffer	1
+	A widely applicable Bayesian information criterion	2013	Sumio Watanabe	1
+ PDF Chat	Inference with normal-gamma prior distributions in regression problems	2010	Philip J. Brown Jim E. Griffin	1
+ PDF Chat	Mixture Models With a Prior on the Number of Components	2016	Jeffrey W. Miller Matthew Tom Harrison	1
+	<b>mice</b>: Multivariate Imputation by Chained Equations in<i>R</i>	2011	Stef van Buuren Catharina G. M. Groothuis‐Oudshoorn	1
+	Spatial Interaction and the Statistical Analysis of Lattice Systems	1974	Julian Besag	1
+	Bayesian image restoration, with two applications in spatial statistics	1991	Julian Besag Jeremy York Annie Molli�	1
+	To Center or Not to Center: That Is Not the Question—An Ancillarity–Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Efficiency	2011	Yaming Yu Xiao‐Li Meng	1