Augusto Fasano

ORCID: 0000-0002-9734-0583
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About
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Research Areas
  • Statistical Methods and Bayesian Inference
  • Bayesian Methods and Mixture Models
  • Statistical Methods and Inference
  • Financial Risk and Volatility Modeling
  • Statistical Distribution Estimation and Applications
  • Mosquito-borne diseases and control
  • Viral Infections and Vectors
  • Bayesian Modeling and Causal Inference
  • Gaussian Processes and Bayesian Inference
  • Forecasting Techniques and Applications
  • Insurance, Mortality, Demography, Risk Management
  • Target Tracking and Data Fusion in Sensor Networks
  • Complex Systems and Time Series Analysis
  • Advanced Statistical Methods and Models
  • Malaria Research and Control
  • Plant and animal studies
  • Stock Market Forecasting Methods
  • Global Maternal and Child Health
  • Distributed and Parallel Computing Systems
  • Historical and Environmental Studies
  • COVID-19 epidemiological studies
  • Diffusion and Search Dynamics
  • Italian Fascism and Post-war Society
  • Sustainability and Ecological Systems Analysis

Università Cattolica del Sacro Cuore
2024

Joint Research Centre
2022-2023

Collegio Carlo Alberto
2021-2023

Bocconi University
2022

University of Turin
2019-2021

Mosquito-borne diseases' impact on human health is among the most prominent of all communicable diseases. With limited pool tools to contrast these diseases, public focus remains preventing mosquito-human contacts. Applying a hierarchical spatio-temporal Bayesian model West Nile virus (WNV) surveillance data from Greece, we aimed investigate climatic and environmental factors Culex mosquitoes' population. Our analysis confirmed as major drivers WNV-transmitting-Culex mosquitoes population...

10.1038/s41598-023-45666-3 article EN cc-by Scientific Reports 2023-11-01

With a case-fatality-risk ranging from 3.0 to >20.0% and life-long sequelae, West Nile neuroinvasive disease (WNND) is the most dangerous outcome of virus (WNV) infection in humans. As no specific prophylaxis nor therapy available for these infections, focus on preventive strategies. We aimed find variables associated with WNND diagnosis, hospitalisation or death, identify high-risk sub-groups population, whom concentrate strategies.We used data The European Surveillance System-TESSy,...

10.1371/journal.pone.0292187 article EN cc-by PLoS ONE 2023-09-28

Summary Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed recent literature, bypassing such a trade-off is still an open problem even routine binary models, and there limited theory on quality of variational approximations high-dimensional settings. To address this gap, we study approximation accuracy routinely used mean-field Bayes solutions probit with priors, obtaining...

10.1093/biomet/asac026 article EN Biometrika 2022-05-02

We extend a previously developed epidemiological model for West Nile virus (WNV) infection in humans Greece, employing laboratory-confirmed WNV cases and mosquito-specific characteristics of transmission, such as host selection temperature-dependent transmission the virus. Host was defined by bird human selection, latter accounting only fraction that develop symptoms after is acquired. To role temperature on we considered five intervals (≤ 19.25 °C; > < 21.75 ≥ 24.25 26.75 °C). The capacity...

10.1038/s41598-022-24527-5 article EN cc-by Scientific Reports 2022-11-19

Abstract Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian — where filtering, predictive smoothing distributions are available closed form require approximations or sequential Monte Carlo strategies inference prediction. This is due to apparent absence of conjugacy between states likelihood induced by observation equation data. In article we prove that dynamic...

10.1007/s11222-021-10022-w article EN cc-by Statistics and Computing 2021-06-14

Multinomial probit models are routinely-implemented representations for learning how the class probabilities of categorical response data change with p observed predictors. Although several frequentist methods have been developed estimation, inference and classification within such a models, Bayesian is still lagging behind. This due to apparent absence tractable conjugate priors, that may facilitate posterior on multinomial coefficients. Such an issue has motivated increasing efforts toward...

10.48550/arxiv.2007.06944 preprint EN other-oa arXiv (Cornell University) 2020-01-01

We congratulate the authors for their methodological and theoretical contribution to statistical literature on networks.A natural extension of proposed PAPER model is included, with K communities growing simultaneously where new nodes are either assigned an existing community or elected as a root.The employed assignment rule Pólya-urn type, which leads logarithmic growth number (Korwar Hollander, 1972) known coincide predictive scheme exchangeable sequences associated Dirichlet process.The...

10.1093/jrsssb/qkae051 article EN other-oa Journal of the Royal Statistical Society Series B (Statistical Methodology) 2024-06-05

Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond Gaussian likelihood scenario. When Bayesian formulations are employed, general absence of a tractable posterior distribution has motivated development deterministic approximations, which generally more scalable than sampling techniques. Among them, expectation propagation (EP) showed extreme accuracy, usually higher many variational Bayes solutions. However, computational cost EP posed...

10.48550/arxiv.2407.02128 preprint EN arXiv (Cornell University) 2024-07-02

Binary regression models represent a popular model-based approach for binary classification. In the Bayesian framework, computational challenges in form of posterior distribution motivate still-ongoing fruitful research. Here, we focus on computation predictive probabilities probit via expectation propagation (EP). Leveraging more general results recent literature, show that such admit closed-form expression. Improvements over state-of-the-art approaches are shown simulation study.

10.48550/arxiv.2309.01630 preprint EN other-oa arXiv (Cornell University) 2023-01-01

Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, both. In present work, we focus on expectation propagation (EP) approximation posterior distribution in probit under multivariate Gaussian prior distribution. Adapting more general derivations Anceschi et al. (2023), show how leverage results extended skew-normal derive an efficient implementation EP...

10.48550/arxiv.2309.01619 preprint EN other-oa arXiv (Cornell University) 2023-01-01

The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong the unified skew-normal family. Although this is computationally tractable in small-to-moderate settings, it may become impractical higher dimensions. In work, adapting a recent more general class expectation propagation (EP) algorithms, we derive an efficient EP routine perform inference for such distribution. We show that proposed approximation leads accuracy gains over available...

10.48550/arxiv.2309.01641 preprint EN other-oa arXiv (Cornell University) 2023-01-01

Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed recent literature, bypassing such a trade-off is still an open problem even routine binary models, and there limited theory on quality of variational approximations high-dimensional settings. To address this gap, we study approximation accuracy routinely-used mean-field Bayes solutions probit with priors, obtaining novel...

10.48550/arxiv.1911.06743 preprint EN other-oa arXiv (Cornell University) 2019-01-01

Multinomial probit (mnp) models are fundamental and widely-applied regression for categorical data. Fasano Durante (2022) proved that the class of unified skew-normal distributions is conjugate to several mnp sampling models. This allows develop Monte Carlo samplers accurate variational methods perform Bayesian inference. In this paper, we adapt abovementioned results a popular special case: discrete-choice model under zero mean independent Gaussian priors. obtain simplified expressions...

10.48550/arxiv.2206.00720 preprint EN cc-by arXiv (Cornell University) 2022-01-01

Recently, Fasano, Rebaudo, Durante and Petrone (2019) provided closed-form expressions for the filtering, predictive smoothing distributions of multivariate dynamic probit models, leveraging on unified skew-normal distribution properties. This allows to develop algorithms draw independent identically distributed samples from such distributions, as well sequential Monte Carlo procedures filtering allowing overcome computational bottlenecks that may arise large sample sizes. In this paper, we...

10.48550/arxiv.2104.07537 preprint EN other-oa arXiv (Cornell University) 2021-01-01
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