Fabrizio Leisen

Contact

• workRoom C50 School of Mathematical Sciences
  University Park
  Nottingham
  NG7 2RD
  UK
• work0115 9513843
• Fabrizio.Leisen@nottingham.ac.uk
• https://sites.google.com/site/fabrizioleisen/

Biography

Fabrizio joined the University of Nottingham in August 2020 from the University of Kent where he held positions as Reader (2017-2020) and Senior Lecturer (2013-2017). Previously, he held assistant professor positions in Spain, respectively at Universidad de Navarra (2008-2010) and Universidad Carlos III de Madrid (2010-2013). Before moving to Spain he held a PDRA position in Italy at the University of Pavia with Prof. Antonio Lijoi.

Fabrizio has a BSc in Mathematics at the University of Padova (supervisor: Prof. Paolo Dai Pra). He has a PhD in Probability at the University of Modena and Reggio Emilia (supervisor: Prof. Patrizia Berti, external examiner: Prof. Pietro Rigo).

Expertise Summary

Fabrizio's primary interests are in Bayesian nonparametrics, objective Bayes, computational methods for Bayesian inference and stochastic processes. His research spans theory and applications, Bayesian computation and probability. Fabrizio is a proactive member of the International Society for Bayesian Analysis (ISBA) and treasurer of the nonparametric section. He is a member of the editorial board of Bayesian Analysis and Statistics and Probability Letters. He was awarded with an individual 4 year Marie Curie Career Integration grant (European Commission, 2014-2018).

Selected Publications

• DENTI, FRANCESCO, GUINDANI, MICHELE, LEISEN, FABRIZIO, LIJOI, ANTONIO, WADSWORTH, WILLIAM DUNCAN and VANNUCCI, MARINA, 2020. Two-group Poisson-Dirichlet mixtures for multiple testing BIOMETRICS.
• GRAZIAN, CLARA, LEISEN, FABRIZIO and LISEO, BRUNERO, 2019. Modelling preference data with the Wallenius distribution JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY. 182(2), 541-558
• GRIFFIN, JIM E. and LEISEN, FABRIZIO, 2017. Compound random measures and their use in Bayesian non-parametrics JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY. 79(2), 525-545
• AIROLDI, EDOARDO M., COSTA, THIAGO, BASSETTI, FEDERICO, LEISEN, FABRIZIO and GUINDANI, MICHELE, 2014. Generalized Species Sampling Priors With Latent Beta Reinforcements JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. 109(508), 1466-1480

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• DENTI, FRANCESCO, GUINDANI, MICHELE, LEISEN, FABRIZIO, LIJOI, ANTONIO, WADSWORTH, WILLIAM DUNCAN and VANNUCCI, MARINA, 2020. Two-group Poisson-Dirichlet mixtures for multiple testing BIOMETRICS.
• LEISEN, FABRIZIO, ROSSINI, LUCA and VILLA, CRISTIANO, 2020. Loss-based approach to two-piece location-scale distributions with applications to dependent data STATISTICAL METHODS AND APPLICATIONS. 29(2), 309-333
• DALLA VALLE, LUCIANA, LEISEN, FABRIZIO, ROSSINI, LUCA and ZHU, WEIXUAN, 2020. Bayesian analysis of immigration in Europe with generalized logistic regression JOURNAL OF APPLIED STATISTICS. 47(3), 424-438
• LEISEN, FABRIZIO, MENA, RAMSES H., PALMA, FREDDY and ROSSINI, LUCA, 2019. On a flexible construction of a negative binomial model STATISTICS & PROBABILITY LETTERS. 152, 1-8
• GRAZIAN, CLARA, LEISEN, FABRIZIO and LISEO, BRUNERO, 2019. Modelling preference data with the Wallenius distribution JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY. 182(2), 541-558
• HINOVEANU, LAURENTIU C., LEISEN, FABRIZIO and VILLA, CRISTIANO, 2019. Bayesian loss-based approach to change point analysis COMPUTATIONAL STATISTICS & DATA ANALYSIS. 129, 61-78
• PALACIO, ALAN RIVA and LEISEN, FABRIZIO, 2018. Bayesian nonparametric estimation of survival functions with multiple-samples information ELECTRONIC JOURNAL OF STATISTICS. 12(1), 1330-1357
• KARABATSOS, GEORGE and LEISEN, FABRIZIO, 2018. An approximate likelihood perspective on ABC methods STATISTICS SURVEYS. 12, 66-104
• GRIFFIN, JIM and LEISEN, FABRIZIO, 2018. Modelling and Computation Using NCoRM Mixtures for Density Regression BAYESIAN ANALYSIS. 13(3), 897-916
• KUME, ALFRED, LEISEN, FABRIZIO and LIJOII, ANTONIO, 2018. Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process ELECTRONIC COMMUNICATIONS IN PROBABILITY. 23,
• DALLA VALLE, LUCIANA, LEISEN, FABRIZIO and ROSSINI, LUCA, 2018. Bayesian non-parametric conditional copula estimation of twin data JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS. 67(3), 523-548
• PALACIO, ALAN RIVA and LEISEN, FABRIZIO, 2018. Integrability conditions for compound random measures STATISTICS & PROBABILITY LETTERS. 135, 32-37
• LEISEN, FABRIZIO, ROSSINI, LUCA and VILLA, CRISTIANO, 2018. Objective bayesian analysis of the Yule-Simon distribution with applications COMPUTATIONAL STATISTICS. 33(1), 99-126
• MARTINO, LUCA, CASARIN, ROBERTO, LEISEN, FABRIZIO and LUENGO, DAVID, 2018. Adaptive independent sticky MCMC algorithms EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING.
• LEISEN, FABRIZIO, ROSSINI, LUCA and VILLA, CRISTIANO, 2017. A note on the posterior inference for the Yule-Simon distribution JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 87(6), 1179-1188
• LEISEN, FABRIZIO, MIGUEL MARIN, J. and VILLA, CRISTIANO, 2017. Objective Bayesian modelling of insurance risks with the skewed Student-t distribution APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. 33(2), 136-151
• GRIFFIN, JIM E. and LEISEN, FABRIZIO, 2017. Compound random measures and their use in Bayesian non-parametrics JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY. 79(2), 525-545
• COLLET, FRANCESCA, LEISEN, FABRIZIO and SPIZZICHINO, FABIO, 2016. Merging Exchangeable Occupancy Distributions: The Family and its Connection with the Maximum Entropy Principle METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. 18(4), 979-997
• CASARIN, ROBERTO, CRAIU, RADU V. and LEISEN, FABRIZIO, 2016. Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series STATISTICS AND ITS INTERFACE. 9(4), 497-508
• ZHU, WEIXUAN, MARIN, J. MIGUEL and LEISEN, FABRIZIO, 2016. A Bootstrap Likelihood Approach to Bayesian Computation AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS. 58(2), 227-244
• BASSETTI, FEDERICO, LEISEN, FABRIZIO, AIROLDI, EDOARDO and GUINDANI, MICHELE, 2015. Species Sampling Priors for Modeling Dependence: An Application to the Detection of Chromosomal Aberrations NONPARAMETRIC BAYESIAN INFERENCE IN BIOSTATISTICS. 97-114
• CASARIN, ROBERTO, LEISEN, FABRIZIO, MOLINA, GERMAN and TER HORST, ENRIQUE, 2015. A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities BAYESIAN ANALYSIS. 10(4), 791-819
• ZHU, WEIXUAN and LEISEN, FABRIZIO, 2015. A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes JOURNAL OF NONPARAMETRIC STATISTICS. 27(1), 89-105
• AIROLDI, EDOARDO M., COSTA, THIAGO, BASSETTI, FEDERICO, LEISEN, FABRIZIO and GUINDANI, MICHELE, 2014. Generalized Species Sampling Priors With Latent Beta Reinforcements JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. 109(508), 1466-1480
• BASSETTI, FEDERICO, CASARIN, ROBERTO and LEISEN, FABRIZIO, 2014. Beta-product dependent Pitman-Yor processes for Bayesian inference JOURNAL OF ECONOMETRICS. 180(1), 49-72
• COLLET, FRANCESCA, LEISEN, FABRIZIO, SPIZZICHINO, FABIO and SUTER, FLORENTINA, 2013. EXCHANGEABLE OCCUPANCY MODELS AND DISCRETE PROCESSES WITH THE GENERALIZED UNIFORM ORDER STATISTICS PROPERTY PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 27(4), 533-552
• LEISEN, FABRIZIO, LIJOI, ANTONIO and SPANO, DARIO, 2013. A vector of Dirichlet processes ELECTRONIC JOURNAL OF STATISTICS. 7, 62-90
• CASARIN, ROBERTO, CRAIU, RADU and LEISEN, FABRIZIO, 2013. Interacting multiple try algorithms with different proposal distributions STATISTICS AND COMPUTING. 23(2), 185-200
• CASARIN, ROBERTO, DALLA VALLE, LUCIANA and LEISEN, FABRIZIO, 2012. Bayesian Model Selection for Beta Autoregressive Processes BAYESIAN ANALYSIS. 7(2), 385-409
• LEISEN, FABRIZIO, LIJOI, ANTONIO and PAROISSIN, CHRISTIAN, 2011. Limiting behavior of the search cost distribution for the move-to-front rule in the stable case STATISTICS & PROBABILITY LETTERS. 81(12), 1827-1832
• BASSETTI, FEDERICO and LEISEN, FABRIZIO, 2011. Maximal Flow in Branching Trees and Binary Search Trees METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. 13(3), 475-486
• LEISEN, FABRIZIO and PROSDOCIMI, CECILIA, 2011. A note on variance bounding for continuous time Markov Chains STATISTICS & PROBABILITY LETTERS. 81(1), 153-156
• LEISEN, FABRIZIO and LIJOI, ANTONIO, 2011. Vectors of two-parameter Poisson-Dirichlet processes JOURNAL OF MULTIVARIATE ANALYSIS. 102(3), 482-495
• BASSETTI, FEDERICO, CRIMALDI, IRENE and LEISEN, FABRIZIO, 2010. CONDITIONALLY IDENTICALLY DISTRIBUTED SPECIES SAMPLING SEQUENCES ADVANCES IN APPLIED PROBABILITY. 42(2), 433-459
• DALLA VALLE, LUCIANA and LEISEN, FABRIZIO, 2010. A New Multinomial Model and a Zero Variance Estimation COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. 39(4), 846-859
• MIRA, ANTONIETTA and LEISEN, FABRIZIO, 2009. COVARIANCE ORDERING FOR DISCRETE AND CONTINUOUS TIME MARKOV CHAINS STATISTICA SINICA. 19(2), 651-666
• LEISEN, FABRIZIO and MIRA, ANTONIETTA, 2008. AN EXTENSION OF PESKUN AND TIERNEY ORDERINGS TO CONTINUOUS TIME MARKOV CHAINS STATISTICA SINICA. 18(4), 1641-1651
• IRENE CRIMALDI and FABRIZIO LEISEN, 2008. Asymptotic results for a Generalized Pólya Urn with “Multi-Updating” and applications to Clinical Trials Communications in Statistics - Theory and Methods. 37, 2777-2794