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, stochastic simulation or numerical analysis, that apply to problems from stochastic processes (in particular to the study of first passge times) and from mathematical statistics (in particular to the evaluation of small inferential probabilities). The second area is the statistical analysis and the stochastic modelling of directional data. Some major applications concern actuarial risk theory, meteorology and medicine.

The group has a close local cooperation with the Bern University Hospital: Prof. D. Keogh-Stroka and Dr. D. Sanchez-Taltavull. External collaborators include Distinguished Professor S. R. Jammalamadaka (Statistics and Applied Probability, University of California, Santa Barbara), Prof. A. SenGupta (Indian Statistical Institute, Kolkata), Dr. Javier Aguilar Sánchez (Institute for Cross-Disciplinary Physics and Complex Systems, Palma de Mallorca) and Prof. D. Fouskakis (National Technical University, Athens).

Group members

Former members

  • Dr. Sara Salvador
  • Dr. Michael Mosimann
  • Dr. Michael Mayer
  • Dr. François-Xavier de Rossi 
  • Benjamin Baumgartner
  • Chantal Peeters
  • Samuel Pfyffer