RESEARCH INTERESTS
Bayesian nonparametrics - Dependent random measures - Hidden Markov models
Infinite dimensional diffusions - Measure-valued processes - Interacting particle systems
PUBLICATIONS IN REFEREED JOURNALS
Griffiths, R.C., Ruggiero, M., Spanò, D. and Zhou, Y.
Dual process in the two-parameter Poisson-Dirichlet diffusion
Submitted
Ascolani, F., Lijoi, A. and Ruggiero, M. (2023)
Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions
Bernoulli 29, 1410-1434.
Ascolani, F., Lijoi, A. and Ruggiero, M. (2021)
Predictive inference with Fleming-Viot driven dependent Dirichlet processes
Bayesian Analysis 16, 371-395. [DOI]
Kon Kam King, G., Papaspiliopoulos, O. and Ruggiero, M. (2021)
Exact inference for a class of hidden Markov models on general state spaces
Electronic Journal of Statistics 15, 2832-2875. [DOI]
Giordano, M., De Blasi, P. and Ruggiero, M. (2020)
A reversible allelic partition process and Pitman sampling formula
ALEA, Latin American Journal of Probability and Mathematical Statistics 17, 375-388. [DOI]
Kon Kam King, G., Canale, A. and Ruggiero, M. (2019)
Bayesian functional forecasting with locally-autoregressive dependent processes
Bayesian Analysis 14, 1121-1141. [DOI]
Argiento, R. and Ruggiero, M. (2018)
Computational challenges and temporal dependence in Bayesian nonparametric models
Statistical Methods & Applications 27, 231-238. [DOI]
Ruggiero, M. and Sordello, M. (2018)
Clustering dynamics in a class of normalised generalised gamma dependent priors
Annals of the Institute of Statistical Mathematics 70, 83-98. [DOI]
Costantini, C, De Blasi, P., Ethier, S.N., Ruggiero, M. and Spanò, D. (2017)
Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion
The Annals of Applied Probability 27, 1923-1950. [DOI]
Papaspiliopoulos, O., Ruggiero, M. and Spanò, D. (2016)
Conjugacy properties of time-evolving Dirichlet and gamma random measures
Electronic Journal of Statistics 10, 3452-3489. [DOI]
Canale, A. and Ruggiero, M. (2016)
Bayesian nonparametric forecasting of monotonic functional time series
Electronic Journal of Statistics 10, 3265-3286. [DOI]
Mena, R.H. and Ruggiero, M. (2016)
Dynamic density estimation with diffusive Dirichlet mixtures
Bernoulli 22, 901-926. [DOI]
Gutierrez, L., Mena, R.H. and Ruggiero, M. (2016)
A time dependent Bayesian nonparametric model for air quality analysis
Computational Statistics and Data Analysis 95, 161-175. [DOI]
De Blasi, P., Favaro, S., Lijoi, A., Mena, R., Pruenster, I. and Ruggiero, M. (2015)
Are Gibbs-type priors the most natural generalization of the Dirichlet process?
IEEE Transactions on Pattern Analysis and Machine Intelligence 37, 212-229. [DOI]
Papaspiliopoulos, O. and Ruggiero, M. (2014)
Optimal filtering and the dual process
Bernoulli 20, 1999-2019
Ruggiero, M. (2014)
Species dynamics in the two-parameter Poisson-Dirichlet diffusion model
Journal of Applied Probability 51, 174-190
Ruggiero, M., Walker, S.G. and Favaro, S. (2013)
Alpha-diversity processes and normalized inverse-Gaussian diffusions
The Annals of Applied Probability 23, 386-425
Pruenster, I. and Ruggiero, M. (2013)
A Bayesian nonparametric approach to modeling market share dynamics
Bernoulli 19, 64-92
Mena, R.H., Ruggiero, M. and Walker, S.G. (2011)
Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
Journal of Statistical Planning and Inference 141, 3217-3230
Martinelli, A., Ruggiero, M. and Walker, S.G. (2010)
A note on convergence rates for posterior distributions via large deviations techniques
Statistical Papers 51, 337-347
Favaro, S., Ruggiero, M. and Walker, S.G. (2009)
On a Gibbs sampler based random process in Bayesian nonparametrics
Electronic Journal of Statistics 3, 1556-1566
Ruggiero, M. and Walker, S.G. (2009)
Countable representation for infinite-dimensional diffusions derived from the two parameter Poisson-Dirichlet process
Electronic Communications in Probability 14, 501-517
Ruggiero, M. and Walker, S.G. (2009)
Bayesian nonparametric construction of the Fleming-Viot process with fertility selection
Statistica Sinica 19, 707-720
CONFERENCE PROCEEDINGS AND TECHNICAL REPORTS
Ascolani, F., Lijoi, A., Pruenster, I. and Ruggiero, M. (2021)
A framework for filtering in hidden Markov models with normalized random measures
Proceedings of the 50th Meeting of the Italian Statistical Society
Kom Kam King, G., Papaspiliopoulos, O. and Ruggiero, M. (2018)
Bayesian inference for hidden Markov models using duality and approximate filtering distributions
Proceedings of the 49th Meeting of the Italian Statistical Society
Lijoi, A., Ruggiero, M. and Spanò, D. (2016)
On the transition function of some time-dependent Dirichlet and gamma processes
In JSM Proceedings, Section on Nonparametric Statistics. Alexandria, VA: American Statistical Association
Camerlenghi, F., Pruenster, I. and Ruggiero, M. (2016)
On time-dependent Gibbs-type random probability measures
In JSM Proceedings, Section on Nonparametric Statistics. Alexandria, VA: American Statistical Association
Gutierrez Inostroza, L., Mena, R.H., and Ruggiero, M. (2016)
On GEM diffusive mixtures
In JSM Proceedings, Section on Nonparametric Statistics. Alexandria, VA: American Statistical Association
De Blasi, P., Ruggiero, M. and Walker, S.G. (2016)
Modelling stationary varying-size populations via Polya sampling
Proceedings of the 48th Meeting of the Italian Statistical Society
Papaspiliopoulos, O., Ruggiero, M. and Spanò, D. (2014)
Bayesian inference for dynamically evolving distributions
Proceedings of the 47th Meeting of the Italian Statistical Society
Ruggiero, M. (2012)
On the role of normalized inverse-Gaussian priors in continuous-time models
Proceedings of the 46th Meeting of the Italian Statistical Society
Ruggiero, M. (2011)
On a prediction problem for an infinite-dimensional hidden Markov model
Proceedings of the S.Co. 2011 Conference
Ruggiero, M. (2009)
Bayesian nonparametric construction of Fleming-Viot models in population genetics
Proceedings of the 15th European Young Statisticians Meeting, Bernoulli Society
Favaro, S., Ruggiero, M., Spanò, D. and Walker, S.G. (2007)
The neutral population model and Bayesian nonparametrics
ICER Working Paper 18/2007
MY COAUTHORS
Raffaele Argiento (University of Bergamo)
Filippo Ascolani (Bocconi University)
Antonio Canale (University of Padua)
Cristina Costantini (University of Chieti-Pescara)
Pierpaolo De Blasi (University of Torino and Collegio Carlo Alberto)
Stewart N. Ethier (University of Utah)
Stefano Favaro (University of Torino and Collegio Carlo Alberto)
Matteo Giordano (University of Oxford)
Robert C. Griffiths (Monash University and University of Oxford)
Luis Gutiérrez Inostroza (Pontificia Universidad Catòlica de Chile)
Guillaume Kon Kam King (Université Paris-Saclay)
Antonio Lijoi (Bocconi University)
Andrea Martinelli (University of Insubria)
Ramses H. Mena (Universidad Nacional Autònoma de México)
Omiros Papaspiliopoulos (Bocconi University)
Igor Pruenster (Bocconi University)
Matteo Sordello (University of Pennsylvania)
Dario Spanò (University of Warwick)
Stephen G. Walker (University of Texas at Austin)
Youzhou Zhou (Xi'an Jiaotong Liverpool University)