Reseach Papers up to 2005

Published
 
1. A. Mira and S. Petrone
Bayesian hierarchical nonparametric inference for change point problems
1996, Bayesian Statistics 5, pp. 693-703
 
2. R. Bellazzi, C. Larizza, A. Riva, A. Mira and S. Fiocchi
Distribuited intelligent data analysis in diabetic patients management
1996, Journal of the American Medical Informatics Association, pp. 194 - 198

 
3. L. Tierney and A. Mira
Some adaptive Monte Carlo methods for Bayesian inference
Statistics in Medicine, 1999, 18, pp. 2507-2515
 
4. A. Mira and C.J. Geyer
On non-reversible Markov chains
Fields Institute Communications Volume 26: Monte Carlo Methods
2000, pp. 93-108 Providence, RI: American Mathematical Society, N. Madras (Ed.)
 
5. A. Mira
Distribution-free test for symmetry based on Bonferroni's measure
1999, Journal of Applied Statistics, V. 26, No. 8, pp. 959 - 971
 
6. A. Mira
Ordering and improving the performance of Monte Carlo Markov chains
Statistical Science 2001, Vol. 16, n. 4, pp. 340-350
 
7. A. Mira and P.J. Green
Invited discussion of `The art of data augmentation' by David A. van Dyk and Xiao-Li Meng
Journal of Computational and Graphical Statistics, 2001, Vol 10:1, pp. 94 - 98

 
8. P. J. Green and A. Mira
Delayed Rejection in Reversible Jump Metropolis-Hastings
Biometrika, Sept 2001 - vol 88, no. 3
 
9. A. Mira
On Metropolis-Hastings algorithms with delayed rejection
Metron, 2001, Vol. LIX, n. 3-4, pp. 231-241,
 
10. A. Mira, J. Møller and G. O. Roberts
Perfect Slice Sampler
Journal of the Royal Statistical Society Ser. B, volume 63 (2001), part 3, pp. 593 - 606
 
 
11. A. Mira
Efficiency increasing and stationarity preserving probability mass transfers for MCMC
Statistics and Probability Letters, 2001, Vol. 54:4, pp. 405-411
 
12. A. Mira and L. Tierney
On the use of auxiliary variables in Markov chain Monte Carlo sampling
Scandinavian Journal of Statistics, 2002, Vol. 29:1, pp. 1-12
 
13. A. Mira and D. Sargent
A new strategy for speeding Markov chain Monte Carlo algorithms
Statistical Methods & Applications, 2003, Vol. 1:12, pp. 49-60
 
14.A. Mira and G. Roberts
Invited discussion of `Slice sampling' by R. Neal
Annals of Statistics 2003, Vol. 31:3, pp. 705-767

 
15. A. Mira and G. Nicholls
Bridge estimation of the probability density at a point
Statistica Sinica 2004, Volume 14, Number 2, pp. 603-612

 
16. D. Bressanini, A. Morosi, S. Tarasco and A. Mira
Delayed Rejection Variational Monte Carlo
Journal of Chemical Physic 2004, Vol. 121, n. 8, pp. 3446-3451

 
17. A. Mira
MCMC methods to estimate Bayesian parametric models
Handbook of Statistics Vol 25. "Bayesian Statistics: Modelling and Computation",
D.K. Dey and C.R. Rao Ed. 2005, pp. 419-439
 
18. F. Audrino, G. Barone-Adesi e A. Mira
The stability of factor models of interest rates
Journal of Financial Econometrics, Vol. 3, No. 3, pp. 422-441, 2005
 
19. A. Mira, P. Tenconi
Bayesian estimate of credit risk via MCMC with delayed rejection
Stochastic Analysis, Random Fields and Applications IV, pp. 277-291, 2004,
 

Currently Under Construction
 

1. A. Mira and A. Baddeley
Deriving Bayesian estimators from Markov chain samplers

 
2. A. Mira and C.J. Geyer
Ordering Monte Carlo Markov Chains
Technical Report n. 632, School of Statistics, U. of Minnesota, April 1999
Annals of Applied Statistics, submitted.
 

3. A. Mira
Efficiency increasing probability mass transfers made possible
 

PhD Thesis
 

1. A. Mira
Ordering, Slicing and Splitting Monte Carlo Markov Chains
1999, Ph.D. Thesis, School of Statistics, University of Minnesota.
Advisor: Prof. Luke Tierney
 
2. A. Mira
Measures of skewness: asymptotic convergence and robustness
1993, Final dissertation, Doctorate in methodological statistics , University of Trento, Italy.
Advisor: Prof. Michele Zenga, Prof. Pietro Muliere

Technical Reports
 

1. A. Mira
BCP2: an environment to run Markov Chains for Bayesian Change Point Problems
Thecnical Report, n. 48(7-96), Dip. Econ. Pol. Met. Quant., University of Pavia, 1996
Presented at the second world conference of the International Association for Statistical Computing,
Pasadena (CA), 1997.
 
2. A. Mira and S. Petrone
A Gibbs Sampler algorithm for Bayesian inference in change-point problems
1994, Thecnical Report, #40(6-94), Dip. Econ. Pol. Met. Quant., University of Pavia.