Claudia Tarantola

Associate Professor of Statistics

 

Tel.: +39 0382/986213 

Fax: +39 0382/304226 



claudia.tarantola at unipv.it

P1000373


·  Curriculum vitae

·  Research interests

·  Publications

·  Didattica


Curriculum vitae

Associate professor of statistics by the department of Economics and Managent University of Pavia, Italy. Post-doc student by the department of Statistics of the Athens University of Economy and Business, working under the supervision of Dr. P. Dellaportas (November 198-May1999). Ph.D. in statistics, Ph.D. Thesis: "Bayesian model determination for discrete graphical models" (April 1999).Visiting student by the department of mathematics of the University of Bristol, working under the supervision of P. J. Green (February 1998-July 1998).



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Research interests

Bayesian Analysis of Economic and  Financial Data, Categorical Data Analysis, Copula Models, Graphical models Markov Chain Monte Carlo Methods, Marginal Models.



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Current Research

 

Bassetti, F. De Giuli, M.E., Nicolino E. Tarantola, C. (2016) Multivariate Dependence Analysis via Tree Copula Models: an Application to energy Market. Submitted

Ntzoufras, I, Tarantola, C, Lupparelli, M. (2016) Probability Based Independence Sampler for Bayesian Quantitative Learning in Graphical Log-Linear Marginal Models, Submitted

 

 

Articles in Refereed Journals

(2017) Kateri, M. Gottard, A. e Tarantola, C. (2016) Generalized Quasi Symmetry Models for ordinal Contingency Tables, To appear in Australian & New Zealand Journal of Statistics

 (2016) Dalla Valle, L., De Giuli, M.E., Tarantola, C., and Manelli, C. (2015), Default Probability Estimation via Pair Copula Constructions, European journal of Operational Research, Volume 249, Issue 1, 298–311

(2013) Tarantola, C., Ntzoufras, I, e Lupparelli, M. Invited Comment: Graphical marginal log-linear models- a Bayesian perspective, Sociological methodology, 43 (1), 109-113

(2013) Ntzoufras, I e Tarantola, C. (2013). Conjugate and Conditional Conjugate Bayesian Analysis of Discrete Graphical Models of Marginal Independence Computational Statistics & Data Analysis, 66, 161–177

(2012) Tarantola, C., Vicard, P. e Ntzoufras, I. Monitoring and Improving Greek Banking Services Using Bayesian Networks: an Analysis of Mystery Shopping Data. Expert Systems with Applications, Volume 39, Issue 11, 10103–10111

(2012) Bormetti, G., De Giuli, M. E., Delpini, D. e Tarantola C. Bayesian analysis of Value at Risk with product Partition Models. Quantitative Finance, 12, vol 5, 769-780.

(2012) Piatti G, Fasano V, Cantarella G, and Tarantola C. (2012). Body Plethysmographic Study of Specific Airway Resistance (sRaw) in a Sample of Healthy Adults, Respirology.;17(6):976-83.

(2010) De Giuli, M. E., Maggi, M. A., Tarantola, C. Bayesian outlier detection in Capital Asset Pricing Model. Statistical modelling, 10(4), 375-390.

(2008) Tarantola, C., Consonni, G. Dellaportas, P. Bayesian clustering for row effects models. Journal of Statistical Planning and Inference, 138, 2223-2235 .

(2005) Dellaportas, P. e Tarantola, C. Model determination for categorical data with factor level merging. Journal of the Royal Statistical Society, Series B, 67, Part 2., 269-283, Blackwell Publishing, Oxford, UK. Technical supplement. Disponibile sul sito web http://www.stat-athens.aueb.gr/~ptd/rssb.pdf. Contiene le dimostrazioni dei risultati presentati nell’articolo.

(2004) Tarantola, C. MCMC Model determination for Discrete Graphical Models. Statistical Modelling, 4, n.1, 39-61. Edito da Arnold, London.

(2002) Tarantola, C. e Vicard, P. Spanning trees and indentifiability of a single-factor model. Statistical methods and applications , 11, 139-152. Edito da Sprienger–Verlag, Germany.

(1996) Giudici, P. e Tarantola, C. Global prior distributions for the analysis of discrete graphical models. Journal of the Italian Statistical Society, 5, 1, 129-147

 

Selected Conference Proceedings

(2015) De Giuli, M., Gottardo, P, Moisello, A. M. e Tarantola, C. Bayesian networks for firm performance evaluation, Cladag 2015, book of Abstract, 217-220, CUEC editrice, ISBN:9788884677499

(2015) Greppi, A., De Giuli, M.E. e Tarantola, C. Bayesian networks for stock picking, Cladag 2015, book of Abstract, 217-220, CUEC editrice, ISBN:9788884677499

(2013) Tarantola, C., e Ntzoufras, I (2013). Bayesian Analysis of discrete Bi-directed Graphical Models via Augmented DAG Representation. Electronic Book “Advances in Latent Variables”, Eds. Brentari E., Carpita M., Vita e Pensiero, Milan, Italy, ISBN 978 88 343 2556 8.

(2011) Tarantola, C., Vicard, P. e Ntzoufras, N. Mysery shopping at Greek Banks: A Bayesian Network Analysis . Book of Abstract, Cladag 2011, p. 50.  Pavia University Press, ISBN 9788896764220

(2011) Dalla Valle, L. De Giuli, M. E., Manelli, C. e Tarantola, C. Default Probability Estimation: Bayesian Pair copula Model, Book of Abstract, Cladag 2011, p. 19.  Pavia University Press, ISBN 9788896764220

(2009) Tarantola C e Ntzoufras, I. (2009) Bayesian Analysis of D-decomposable Bidirected Graphical Models for Discrete Data. Atti convegno S.Co. 2009,  Politecnica Editore, 421-436

(2007)  De Giuli, M. E. , Tarantola, C. e Uberti. Outlier Detection In Bayesian CAPM Model. Atti del convegno S.Co. 2007, Cluep, 139-144.

(2004) Dellaportas, P. e Tarantola, C. Model selection for categorical data with factor level mergings. In Atti del XLII meeting della società Italiana di Statistica, 625-628.

(2003) Bottolo, L., Tarantola, C. e Vicard P. Some notes on Dynamic Decision Graph. In Atti del convegno S.C.O 2003. Modelli complessi e metodi computazionali intensivi per la Stima e la Previsione, CLUEP editore, 93-98.

(2002) Tarantola C. e Blanc E. Dependency network and Bayesian Networks for Web Mining. In Data mining III, WIT Press, UK, 947-954.

(2001) Tarantola, C. e Dellaportas P. Statistical methods for the analysis of contingency tables by using conditional independence relations. In Atti del convegno S.C.O 2001. Modelli complessi e metodi computazionali intensivi per la Stima e la Previsione, CLUEP editore, 169-174.

(2000) Tarantola, C. e Vicard, P. The use of graphs to explore the space of identifiable Models with one latent variable. In Atti del XL meeting della società Italiana di Statistica, 555-558.

Manuscript

Ntzoufras, I. and Tarantola, C. An overview of Prior distributions for log-linear models

Ntzoufras, I, and Tarantola, C. Power prior for discrete graphical models.

Ioannis Ntzoufras e Claudia Tarantola. Bayesian Analysis of Marginal Log-Linear Graphical Models for Three Way Contingency Tables. Tecnical report

 Giudici, P.,Green, P.J. e Tarantola, C. Efficient model Determination for Discrete Graphical Models. Technical report, 116, Università di Pavia

 

 

Phd Thesis

 

(1999) Tarantola, C. Bayesian model determination for discrete graphical models, 1999. Tesi di dottorato. Università degli studi di Trento.

 

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