Agostino Nobile's home page

My research interests are in Bayesian statistics, Monte Carlo methods, mixture models, discrete choice models.

Some Papers

• Bayesian finite mixtures with an unknown number of components: the allocation sampler (with A. T. Fearnside). Statistics and Computing, 2007, 17, 147 - 162.

• Bayesian finite mixtures: a note on prior specification and posterior computation. Technical Report 05-3, Department of Statistics, University of Glasgow, 2005.

• Near-optimal designs for dual-channel microarray studies (with E. Wit and R. Khanin). Applied Statistics, 2005, 54, 817 - 830.

• On the posterior distribution of the number of components in a finite mixture. The Annals of Statistics, 2004, 32, 2044 - 2073.

• Comment: Bayesian multinomial probit models with a normalization constraint. Journal of Econometrics, 2000, 99, 335 - 345.

• Bayesian analysis of factorial experiments by mixture modelling (with P. J. Green). Biometrika, 2000, 87, 1, 15 - 35.

• A Hybrid Markov Chain for the Bayesian Analysis of the Multinomial Probit Model. Statistics and Computing, 1998, 8, 229 - 242.

• Estimating Probabilities from Simulation Output. COMPSTAT 1998, Proceedings in Computational Statistics, Short Communications and Posters, eds. R. W. Payne and P. W. Lane, 89 - 90, Harpenden, IACR-Rothamsted, 1998.

• Discussion of a paper by S. Richardson and P. J. Green, J.R.S.S. Ser. B, 1997, 59, 771.

• A Random Effects Multinomial Probit Model of Car Ownership Choice (with C. R. Bhat and E. I. Pas). Case Studies in Bayesian Statistics 3, eds. C. Gatsonis, J. S. Hodges, R. E. Kass, R. McCulloch, P. Rossi, N. D. Singpurwalla, 419 - 434, Springer, New York, 1997.

• Bayesian Analysis of Finite Mixture Distributions. Ph.D. dissertation, Department of Statistics, Carnegie Mellon University, Pittsburgh, 1994.