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PIETRO MULIERE

PIETRO MULIERE
Docente Professori a contratto senior
Dipartimento di Scienze delle Decisioni
 

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Insegnamenti a.a. 2017/2018

40142 STOCHASTIC PROCESSES II

Insegnamenti a.a. precedenti


Note biografiche

Nato il 19 agosto 1947. Laureato in Economia e commercio presso l'Università degli Studi di Pavia. 

Curriculum Accademico

Professore ordinario di Statistica. Coordinatore del dottorato di ricerca in Statistica della Bocconi. E' membro della Società Italiana di Statistica, dell'Unione Matematica Italiana, della Royal Statistical Society, dell'American Statistical Association e dell'Institute of Mathematical Statistics. Ha insegnato alla facoltà di Economia dell'Università di Pavia. E' stato visiting professor presso la Duke University, l'Universitat der Bunderwehr (Amburgo), il Department of Mathematics dell'Imperial College, London, la School of Statistics dell'Università del Minnesota and IAASA-Vienna. E' stato presidente del Centro Interdipartimentale di Servizi per l'Archiviazione/Elaborazione di Dati Socio Economici dell'Università di Pavia. E' stato direttore del Dipartimento di Economia Politica e Metodi Quantitativi dell'Università di Pavia. 

Aree di interesse scientifico

Metodi non parametrici. Statistica bayesiana non parametrica. Ordinamenti stocastici e decisioni sotto rischio. Caratterizzazioni di distribuzione di probabilità. Misure di disuguaglianza del reddito.

Pubblicazioni principali

"A Note on Stochastic Dominance and Inequality Measures" (with M. Scarsini), in Journal of Economic Theory, 49, 2, 1989, 314-323; "Exchangeability, Predictive Sufficiency and Bayesian Bootstrap" (with P. Secchi), in Journal of the Italian Statistical Society, 3, 1992, 377-404; "Utility and Means in the Thirties" (with P. Parmigiani), in Statistical Science, 8, 4, 1993, 421-432; "Bayesian Nonparametric Predictive Inference and Bootstrap Techniques" (with P. Secchi), in Annals of the Institute of Statistical Mathematics, 48, 4, 1996, 663-673; "A Bayesian Nonparametric Approach to Survival Analysis Using Polya Trees" (with S. Walker), in Scandinavian Journal of Statistics, 24, 3, 1997, 331-340; "Beta-Stacy Processes and a Generalization of the Polya Urn Scheme (with S. Walker), in The Annals of Statistics, 25, 1997, 1762-1780; "Extending the Family of Bayesian Bootstraps and Exchangeable Urn Schemes (with S. Walker), in Journal of the Royal Statistical Society, Ser. B, 60, 1, 1998, 175-182; "Approximating Distributions of Random Functionals of Ferguson-Dirichlet Priors" (with L. Tardella), in The Canadian Journal of Statistics, vol. 26, 2, 1998, 283-298; "A Characterization of a Neautral to the Right Prior Via an Extension of Johnson's Sufficientness Postulate" (with S. Walker), in The Annals of Statistics, vol. 27, 2, 1999, 589-599;  "Urn schemes and reinforced random walks", (con P. Secchi e S. Walker), Stochastic Pro-cesses and their Applications, vol.28,Issue 1, pp. 59-78, July 2000; "Neutral to the right processes from a predictive perspective: a review and new develop-ments", (con S. Walker), Metron, vol.LVIII, n. 3-4, pp. 13 -30, 2000; "A Decision Theoretic Approach to Model Averaging", (con S. Walker e E. Gutierrez-Pena), Journal of the Royal Statistical Society, ser. D : The Statistician, 50, 1, pp 31-39,2001; "Generalized Dynamic Linear Models for Financial Time Series" (con P. Campagnoli e S.Petrone), Applied Stochastic Models for Business and Industry,17,1, pp.27-39, 2001; "Scale-invariant test of normality based on Polya's characterization", (con Yakov Nikitin),Metron,vol.LX, N.1-2, pp. 21-33,2002; "Mixtures of products of Dirichlet processes for variable selection in survival analysis",(con P. Giudici e M. Mezzetti), Journal of Statistical Planning and Inference, vol.111, Issues 1-2, pp.101-115, 2003; "Reinforced urn processes in continuous time" (con P.Secchi e S. Walker). Stochastic processes and their Applications, vol.104, Issue 1, pp. 117-130, March 2003; "Weak convergence of a Dirichlet- Multinomial process" ( con P. Secchi), Georgian Math-ematical Journal vol.10, n.2, pp. 319-324, 2003; "A Bivariate Dirichlet Process" (con S. Walker), Statistics and Probability Letters, vol.64,Issue 1, pp. 1-7, 2003; "Characterization of Probability Distributions via binary associative operation" (con B.L.S. Prakasa Rao),Sankya: The Indian Journal of Statistics, vol.65, Part 4, pp. 793-798, 2003 (longer version is available on the website http://www.isid.ac.in/); "Welfare Indicators: A review and new perspective. 1. Measurement of Inequality" ( con Satya R. Chackravarty), Metron,Vol.LXI. N.3, pp. 457 -497, 2003; "Conjugate priors represent strong pre-experimental assumptions" ( con E. Gutierrez-Pena), Scandinavian Journal of Statistics, Vol. 31, 235- 246, 2004; "Reinforced urn processes for modeling credit defaults distributions" (con E. Amerio e P. Secchi) , International Journal of Theoretical and Applied Finance, vol. 7, N.4, June 2004; "Welfare indicators: a review and new perspectives. 2. Measurement of poverty", ( Satya R. Chakravarty), Metron, International Journal of Statistical, Vol.LXII, n.2. pp. 247 - 281, 2004; "Partially exchangeable processes indexed by the vertices of a k-tree constructed via re-inforcement" (con P. Secchi e S. Walker), Stochastic processes and their Applications, vol.115, Issue 4, pp.661 - 677, 2005; "Inverse stochastic orders and generalized Gini functionals",(F. Maccheroni e C. Zoli), Metron, International Journal of Statistics, vol.LXIII, n.3, pp. 529 - 559, 2005; "A randomly reinforced urn", (con A.M.Paganoni e P. Secchi), Journal of Statistical Plan-ning and Inference, vol.136, Issue 6, pp.1853 - 1874, 2006; "Bayesian Nonparametric Estimation of Bivariate Survival Function", (con P. Bulla e S.Walker), Statistica Sinica,17, pp.427 444, 2007; "Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes", (P. Bulla) Statistical Inference for Stochastic Processes,10, pp.283-303, 2007; "A Bayesian-Martingale approach to the general disorder problem", (T.Kavtaradze, N. Lazierza, M. Mania ) Stochastic Processes and their Applications, 117, pp.1093-1120, 2007; "Reinforced urn processes do determining maximum dose", (con M.Mezzetti, P. Bulla)Statistics and Probability Letters, 77, pp.740 747, 2007; "Characterizations of some probability distributions using the products of independent random variables",(con B.L.S.Prakasa Rao), The Journal of Mathematical Sciences, vol. 3- 7, New Series, pp. 43 - 52, 2008; "A Bayesian nonparametric estimator of a Multivariate Survival Function", (con P.Bulla e S. Walker), Journal of Statistical Planning and Inference, 139, pp. 3639 - 3648, 2009; "The Gini concentration test for survival data" (con M. Bonetti e C. Gigliarano), Life data analysis, 15, pp.493-518, 2009; "Reinforced random tessellations for Bayesian nonparametric binary regression" (con Lorenzo Trippa), Statistics and Probability letters, 79, pp.2273 - 2280, 2009; "A Class of Neutral to the right priors induced by superposition of beta processes" (con P. De Blasi e S. Favaro), Journal of Statistical Planning and Inference , accepted.