Francesco Pozza

• PostDoc Position at Bocconi University

Routinely-implemented deterministic approximations of posterior distributions from, e.g., Laplace method, variational Bayes and expectation-propagation, generally rely on symmetric approximating densities, often taken to be Gaussian. This choice facilitates optimization and inference, but typically affects the quality of the overall approximation....

In medical statistics, when the effect of a binary risk factor on a binary response is of interest, relative risk is often the preferred measure due to its direct interpretation. However, statistical inference on this quantity is not as straightforward as for other measures of association, especially when further explanatory variables have to be ta...

Deterministic Gaussian approximations of intractable posterior distributions are common in Bayesian inference. From an asymptotic perspective, a theoretical justification in regular parametric settings is provided by the Bernstein-von Mises theorem. However, such a limiting behavior may require a large sample size before becoming visible in practic...

Relative risk allows to parametrize in a simple and interpretable way the effect of a group of explanatory variables on a binary response of interest. Despite its ease of interpretation, statistical inference on this parameter is often challenging and limited to specific experimental designs. Starting from a previous work in the field, we propose t...