Bayesian statisticsA.A. 2025/26
A Bayesian Journey through Dirichlet Processes
An introduction to Bayesian inference that develops from conjugate models and MCMC to Dirichlet processes, concluding with an application to financial returns and tail-risk measurement.
Authors · Gabriele Lucci, Emanuele Pizzocri, Luigi Falini
OptimizationA.A. 2025/26
Linear Programming, Flow Problems, and Discrete Optimal Transport
Notes connecting the geometry and duality of linear programming with network flows, the discrete Kantorovich problem, the Birkhoff–von Neumann theorem, and classical transport algorithms.
Authors · Edoardo Annunziata, Tommaso Scardecchia, Benedetta Selmi, Ernest Andrei Borbely