Computational methods for stochastic models and directional statistics

Selected publications

  1. Salvador, S., Gatto, R. (2021), "Bayesian tests of symmetry for the generalized von Mises distribution", Computational Statistics. [DOI:10.1007/s00180-021-01147-7]
  2. Gatto, R. (2020), "The stability of the probability of ruin", Stochastic Models, 36, 112-133. [DOI:10.1080/15326349.2019.1695135]
  3. Gatto, R. (2017), "Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks", Mathematical Methods of Statistics, 26, 20-36. [DOI:10.3103/S1066530717010021]
  4. Gatto, R., Jammalamadaka, S. R. (2015), "On two-sample tests for circular data based on spacing-frequencies", Geometry Driven Statistics, in honor of Kanti Mardia, editors Kent and Dryden, Wiley and Sons, Part two, Chapter 6, 129-145. [ISBN:978-1-118-86657-3]

Group leader: Prof. Dr. Riccardo Gatto

The activity of the group covers two areas. The first concerns computational methods relying on asymptotic theory or on stochastic simulation, that apply to stochastic processes and to statistical inference. The second area is the statistical analysis of directional data. Major applications are for actuarial risk theory, for meteorology and for medical models of drug resistance.

The group has a close local cooperation with the Bern University Hospital (Prof. D. Keogh-Stroka, Dr. D. Sanchez-Taltavull, PD Dr. D. Bervini). External collaborators include Distinguished Professor S. R. Jammalamadaka (University of California, Santa Barbara), Prof. A. SenGupta (Middle East Technical University, Ankara) and Prof. D. Fouskakis (National Technical University, Athens).

Group members

Former members

  • Dr. Michael Mosimann
  • Dr. Michael Mayer
  • Benjamin Baumgartner
  • Chantal Peeters
  • Samuel Pfyffer