RESEARCH INTERESTS 

Bayesian nonparametrics - Dependent random measures - Hidden Markov models

Infinite dimensional diffusions - Measure-valued processes - Interacting particle systems

PUBLICATIONS IN REFEREED JOURNALS

Kon Kam King, G., Canale, A. and Ruggiero, M. (2019)

Bayesian functional forecasting with locally-autoregressive dependent processes

Bayesian Analysis 14, 1121-1141

Argiento, R. and Ruggiero, M. (2018)

Computational challenges and temporal dependence in Bayesian nonparametric models

Statistical Methods & Applications 27, 231-238

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

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

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

Canale, A. and Ruggiero, M. (2016)

Bayesian nonparametric forecasting of monotonic functional time series

Electronic Journal of Statistics 10, 3265-3286

Mena, R.H. and Ruggiero, M. (2016)

Dynamic density estimation with diffusive Dirichlet mixtures

Bernoulli 22, 901-926

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

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

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

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 (Catholic University of Milan)

Filippo Ascolani (Bocconi University)

Antonio Canale (University of Padua and Collegio Carlo Alberto)

Cristina Costantini (University of Chieti-Pescara)

Pierpaolo De Blasi (University of Torino and Collegio Carlo Alberto)

Stefano Favaro (University of Torino and Collegio Carlo Alberto)

Stewart N. Ethier (University of Utah)

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 (Universitat Pompeu Fabra)

Igor Pruenster (Bocconi University)

Matteo Sordello (University of Pennsylvania)

Dario Spanò (University of Warwick)

Stephen G. Walker (University of Texas at Austin)