Stefano Favaro
Associate Professor of Statistics, Università
di Torino
Departimento di Scienze EconomicoSociali e MatematicoStatistiche
Università di Torino
Corso Unione Sovietica 218/bis
10134 Torino, Italy
Telephone: +39 011 6705724
Email: stefano(.)favaro(at)unito(.)it
Cv [PDF]
Research interests: Bayesian nonparametrics, central limit
theorems and large deviations, combinatorial stochastic processes, MCMC
methods, population genetics
Papers:
1. Main
publications
 Multiarmed bandits for species
discovery: a Bayesian nonparametric approach, with M. Battiston and Y.W.
Teh
 Journal
of the American Statistical Association, 2018, vol. 113, pp.
455466
 [DOI]
 Dependent generalized Dirichlet priors
for the analysis of acute lymphoblastic leukaemia, with W. Barcella, M.
De Iorio and G. Rosner
 Biostatistics,
to appear
 [DOI]
 Bayesian nonparametric analysis of
Kingman's coalescent, with S. Feng and P. Jenkins
 Annales
de l'Institut Henri Poincaré  Probabilités et Statistiques, to
appear
 [DOI]
 Modeling population structure under
hierarchical Dirichlet processes, with K. Adhikari, M. De Iorio, L.
Elliott and Y.W. Teh

Bayesian Analysis, to appear
 [DOI]
 A characterization of productform
exchangeable feature probability functions, with M. Battiston, D.M. Roy
and Y.W. Teh
 Annals
of Applied Probability, to appear
 [DOI]
 Moderate deviations for EwensPitman
sampling models, with S. Feng and F. Gao
 Sankhya
A, to appear
 [DOI]
 On a general Maclaurin's inequality,
with S.G. Walker
 Proceedings
of the American Mathematical Society, 2018, vol. 146, pp.
175188
 [DOI]
 "Sufficientness" postulates for
Gibbstype priors and hierarchial generalizations, with S. Bacallado, M.
Battiston and L. Trippa
 Statistical
Science, 2017, vol. 32, pp. 487500
 [DOI]
 A marginal sampler for sigmastable PoissonKingman mixture models,
with M. Lomeli and Y.W. Teh
 Journal
of Computational and Graphical Statistics, 2017, vol. 26, pp.
4453
 [DOI]
 Bayesian nonparametric ordination for
the analysis of microbial communities, with S. Bacallado, S. Holmes, B.
Ren and L. Trippa
 Journal
of the American Statistical Association, 2017, vol. 112, pp.
14301442
 [DOI]
 Bayesian nonparametric inference for
discovery probabilities: credible intervals and large sample
asymptotics, with J. Arbel, B. Nipoti and Y.W. Teh
 Statistica
Sinica, 2017, vol. 27, pp. 839858
 [DOI]
 On the stickbreaking representation
for homogeneous NRMIs, with A. Lijoi, B. Nipoti, I. Pruenster and Y.W.
Teh
 Bayesian Analysis, 2016, vol.
11, pp. 697724
 [DOI]
[PDF]
 Rediscovery of GoodTuring estimators
via Bayesian nonparametrics, with B. Nipoti and Y.W. Teh
 Biometrics,
2016, vol. 72, pp. 136145
 [DOI]
 A note on nonparametric inference for
species variety with Gibbstype priors, with L.F. James
 Electronic Journal of Statistics, 2015,
vol. 9, pp. 28842902
 [DOI]
[PDF]
 Frequency of frequencies distributions
and sizedependent exchangeable random partitions, with S.G. Walker and
M. Zhou
 Journal
of the American Statistical Association, 2017, vol. 112, pp.
16231635
 [DOI]
 Relatives of the Ewens sampling formula
in Bayesian nonparametrics, with L.F. James
 Statistical
Science, 2016, vol. 31, pp. 3033
 [DOI]
 Random variate generation for
Laguerretype exponentially tilted alphastable distributions, with B.
Nipoti and Y.W. Teh
 Electronic Journal of Statistics, 2015,
vol. 9, pp. 12301242
 [DOI]
[PDF]
 Large deviation principles for the
EwensPitman sampling model, with S. Feng
 Electronic
Journal of Probability, 2015,
vol. 20, pp. 127
 [DOI]
[PDF]
 Bayesian regularization of the length of memory in reversible
sequences, with S. Bacallado, L. Trippa
 Journal
of the Royal Statistical Society Series B, 2016, vol. 78, pp.
933946
 [DOI]
 Lookingbackward probabilities for Gibbstype exchangeable random
partitions, with S. Bacallado and L. Trippa
 Bernoulli, 2015, vol. 21, pp.
137
 [DOI]
[PDF]
 On the stickbreaking representation of
sigmastable PoissonKingman models, with M. Lomeli, B. Nipoti and Y.W.
Teh
 Electronic Journal of Statistics,
2014, vol. 8, pp. 10631085
 [DOI]
[PDF]
 Bayesian nonparametric analysis of reversible Markov chains, with S.
Bacallado and L. Trippa
 Annals of Statistics, 2013, vol.
41, pp. 870896
 [DOI]
[PDF]
 Posterior analysis of rare variants in
Gibbstype species sampling models, with O. Cesari and B. Nipoti
 Journal of Multivariate Analysis,
2014, vol. 131, pp. 7998
 [DOI]
 Asymptotics for the number of blocks in
a conditional EwensPitman sampling model, with S. Feng
 Electronic Journal of Probability,
2014, vol. 19, pp. 115
 [DOI]
[PDF]
 MCMC for normalized random measure mixture models, with Y.W. Teh
 Statistical Science, 2013, vol.
28, pp. 335359
 [DOI]
[PDF]
 A new estimator of the discovery probability, with A. Lijoi and I.
Pruenster
 Biometrics, 2012, vol. 68. pp.
11881196
 [DOI]
 Conditional formulae for Gibbstype exchangeable random partitions,
with A. Lijoi and I. Pruenster
 Annals of Applied Probability,
2013, vol. 23, pp. 17211754
 [DOI]
[PDF]
 On the stickbreaking representation of normalized inverse Gaussian
priors, with A. Lijoi and I. Pruenster
 Biometrika, 2012, vol. 99, pp.
663674
 [DOI]
 Slice sampling sigmastable PoissonKingman mixture models, with S.G.
Walker
 Journal of Computational and
Graphical Statistics, 2013, vol. 22, pp. 830847
 [DOI]
 Alphadiversity processes and normalized inverse Gaussian diffusions,
with M. Ruggiero and S.G. Walker
 Annals of Applied Probability,
2013, vol. 23, pp. 386425
 [DOI]
[PDF]
 Asymptotics for a Bayesian nonparametric estimator of species
richness, with A. Lijoi and I. Pruenster
 Bernoulli, 2012, vol. 18, pp.
12671283
 [DOI]
[PDF]
 A class of normalized random measure with an exact predictive sampling
scheme, with L. Trippa
 Scandinavian Journal of Statistics,
2012, vol. 39, pp. 444460
 [DOI]
 A class of measurevalued Markov chains and Bayesian nonparametrics,
with A. Guglielmi and S.G. Walker
 Bernoulli, 2012, vol. 18, pp.
10021030
 [DOI]
[PDF]
 On a generalized ChuVandermonde identity, with I. Pruenster and S.G.
Walker
 Statistics and Probability Letters,
2012, vol. 14, pp. 253262
 [DOI]
 On a class of distributions on the simplex, with G. Hadjicharalambous
and I. Pruenster
 Journal of Statistical Planning and
Inference, 2011, vol. 141, pp. 29873004
 [DOI]
 On a class of random probability measures with a general predictive
structure, with I. Pruenster and S.G. Walker
 Scandinavian Journal of Statistics,
2011, vol. 38, pp. 359376
 [DOI]
 A class of neutral to the right priors induced by superposition of
beta processes, with P. De Blasi and P. Muliere
 Journal of Statistical Planning and
Inference, 2010, vol. 140, pp. 15631575
 [DOI]
 On the distribution of sums of exponential random variables via Wilk's
integral representation, with S.G. Walker
 Acta Applicandae Mathematicae,
2010, vol. 109, pp. 10351042
 [DOI]
 Bayesian nonparametric inference for
species variety with a two parameter PoissonDirichlet process prior,
with A. Lijoi, R.H. Mena and I. Pruenster
 Journal of the Royal Statistical
Society Series B, 2009, vol. 71 pp. 9921008
 [DOI]
 A Gibbssampler based random process in Bayesian nonparametrics, with
M. Ruggiero and S.G. Walker
 Electronic Journal of Statistics,
2009, vol. 3, pp. 15571567
 [DOI]
[PDF]
 A generalized constructive definition for the Dirichlet process, with
S.G. Walker
 Statistics and Probability Letters,
2008, vol. 78, pp. 28362838
 [DOI]
2. Conference
proceedings and other publications
 Estimating the number of unseen species
under heavy tails, with M. Battiston and F. Camerlenghi
 Scientific
meeting of the Italian Statistical Society, 2018
 [SIS
2018]
 Discussion of "Sparse graphs using
exchangeable random measures" by F. Caron and E.B. Fox, with M.
Battiston
 Journal
of the Royal Statistical Society Series B, 2017, vol. 79, pp.
13431344
 [DOI]
 Addendum to "On a general Maclaurin's
inequality" with S.G.Walker
Proceedings of the Amerincan
Mathematical Society, to appear
 [DOI]
 On Bayesian nonparametric inference for
discovery probabilities, with J. Arbel, B. Nipoti and Y.W. Teh
 Scientific
meeting of the Italian Statistical Society, 2016
 [SIS
2016]
 Discovery probabilities when
uncertainty matters, with J. Arbel, B. Nipoti and Y.W. Teh
 Journées
de la Statistique de la Societe Francaise de Statistique, 2016
 [SFdS
2016]
 Thompson sampling for species
discovery, with M. Battiston and Y.W. Teh
 Scientific
meeting of the Italian Statistical Society, 2016
 [SIS
2016]
 A hybrid sampler for PoissonKingman
mixture models, with M. Lomeli and Y.W. Teh
 Advances
in Neural Information Processing Systems, 2015
 [NIPS
2015]
 Bayesian nonparametric inference for
shared species richness in multiple populations, with S. Bacallado and
L. Trippa
 Journal of Statistical Planning and
Inference  special issue on
Bayesian nonparametrics, 2015, vol. 166, pp. 1423
 [DOI]
 On a class of smoothed GoodTuring
estimators, with B. Nipoti and Y.W. Teh
 Scientific
meeting of the Italian Statistical Society, 2015
 [SIS
2015]
 Bayesian inference on population
structure: from parametric to nonparametric modeling, with M. De Iorio
and Y.W. Teh
 Nonparametric
Bayesian inference in biostatistics, 2015, Springer
 [Springer]
 Are Gibbstype priors the most natural generalization of the Dirichlet
process?, with P. De Blasi, A. Lijoi, R.H. Mena, I. Pruenster and M.
Ruggiero
 IEEE Transactions on Pattern
Analysis and Machine Intelligence 
special issue on Bayesian nonparametrics, 2015, vol. 37, pp.
212229
 [DOI]
 On a class of sigmastable
PoissonKingman models and an effective marginalized sampler, with M.
Lomeli and Y.W. Teh
 Statistics
and Computing  special issue MCMSki IV, 2015, vol. 25, pp.
6778
 [DOI]
 Discussion of "On simulation and
properties of stable law" by L. Devroye and L.F. James, with B. Nipoti
 Statistical
Methods and Applications, 2014, vol. 23, pp. 365369
 [DOI]
 Uncertainty quantification for Bayesian nonparametric estimators of
rare species variety, with B. Nipoti
 Scientific
meeting of the Italian Statistical Society, 2014
 [SIS
2014]
 Stickbreaking representations of 1/2stable PoissonKingman models,
with M. Lomeli, B. Nipoti and Y.W. Teh
 Conference on Statistical Computing
and Complex Systems, 2013
 [SCo
2013]
 Two tales about Bayesian nonparametric modeling, with P. De Blasi, A.
Lijoi, R.H. Mena and I. Pruenster
 Joint Statistical Meeting  Bayesian
statistical science, 2012
 [JSM
2012]
 On some issues related to species sampling problems, with A. Lijoi,
R.H. Mena and I. Pruenster
 Conference on Statistical Computing
and Complex Systems, 2011
 [SCo
2011]
 Contributions to the Dirichlet process and related classes of random
probability measures
 Ph.D. Thesis, Dipartimento di
Scienze delle Decisioni, Università Commerciale "L. Bocconi", 2009
 [Università
"L. Bocconi"]
 Superposition of beta processes, with P. De Blasi and P. Muliere
 Conference on Statistical Computing
and Complex Systems, 2009
 [SCo
2009]
3. Submitted
papers
 Reinforced urn processes indexed by the vertices of a recombinant
binary tree, with D. Ait Aoudia and P. Muliere
 Submitted, 2010
 Bayesian nonparametric approaches to
samplesize estimation for finding unseen species, with M. Battiston and
Y.W. Teh
 Submitted,
2017
 Approximating predictive probabilities
of Gibbstype random probability measures, with J. Arbel
 Submitted,
2017
 GoodToulmin type estimators for the
number of unseen species, with F. Camerlenghi and E. Dolera
 Submitted,
2017
 Bayesian nonparametric fixed effect
modeling in microbiome data analysis, with S. Bacallado, C. Huttenhower,
B. Ren, L. Trippa and T. Vatanen
 Submitted,
2017
 Perfect sampling for posterior
hierarchical PitmanYor processes, with S. Bacallado and L. Trippa
 Submitted,
2017
 de Finetti's theorem: rate of
convergence in Kolmogorov distance, with E. Dolera
 Submitted,
2018
 Nonparametric missing mass estimation
for feature sampling, with F. Ayed, M. Battiston and F. Camerlenghi
Submitted, 2018
Some links: