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Scopus Author ID: 56074156600

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Employment (7)

Duke Kunshan University: Kunshan, CN

2023-01-01 to present | Associate Professor of Statistics
Employment
Source: Self-asserted source
Cristiano Villa

Newcastle University: Newcastle Upon Tyne, GB

2020-04-01 to 2023-12-31 | Senior Lecturer (School of Mathematics, Statistics and Physics)
Employment
Source: Self-asserted source
Cristiano Villa

University of Kent School of Mathematics Statistics and Actuarial Science: Canterbury, Kent, GB

2014-06-30 to 2020-03-31 | Senior Lecturer in Statistics
Employment
Source: Self-asserted source
Cristiano Villa

KPMG New Zealand: Auckland, NZ

2006-04-01 to 2010-10-31 | Director, Risk Advisory Servises (IT Advisory)
Employment
Source: Self-asserted source
Cristiano Villa

KPMG Singapore: Singapore, SG

2008-03-31 to 2009-03-31 | Associate Director, Risk Advisory Servises (IT advisory)
Employment
Source: Self-asserted source
Cristiano Villa

Grant Thornton UK LLP: Leeds, London, GB

2005-07-01 to 2006-03-31 | Supervisor, Risk Advisory Servises (Risk Advisory Servises)
Employment
Source: Self-asserted source
Cristiano Villa

KPMG Italy: Milan, IT

1998-04-28 to 2005-06-30 | Supervisor, Information Risk Management (IT Advisory)
Employment
Source: Self-asserted source
Cristiano Villa

Education and qualifications (2)

University of Kent: Canterbury, Kent, GB

2010-09-15 to 2013-11-25 | PhD in Statistics (SMSAS)
Education
Source: Self-asserted source
Cristiano Villa

University of Kent School of Mathematics Statistics and Actuarial Science: Canterbury, Kent, GB

2009-09-24 to 2010-09-14 | MSc in Statistics
Education
Source: Self-asserted source
Cristiano Villa

Professional activities (2)

Royal Statistical Society: London, GB

2019-07-01 to present | Member of the Audit & Risk Committee
Service
Source: Self-asserted source
Cristiano Villa

Royal Statistical Society: London, GB

2017-01-01 to 2019-12-01 | Chair - East Kent RSS Group
Service
Source: Self-asserted source
Cristiano Villa

Funding (1)

Loss based Bayesian Additive Regression Trees

2023-03 to 2026-02 | Grant
Leverhulme Trust (London, GB)
Source: Self-asserted source
Cristiano Villa

Works (20)

Copula modelling with penalized complexity priors: the bivariate case

TEST
2023-01-14 | Journal article
DOI: 10.1007/s11749-022-00843-w
Part of ISSN: 1133-0686
Part of ISSN: 1863-8260
Contributors: Diego Battagliese; Clara Grazian; Brunero Liseo; Cristiano Villa
Source: Self-asserted source
Cristiano Villa

An objective Bayes factor with improper priors

Computational Statistics & Data Analysis
2022-04 | Journal article
DOI: 10.1016/j.csda.2021.107404
Contributors: Cristiano Villa; Stephen G. Walker
Source: check_circle
Crossref

Bayesian Models Applied to Cyber Security Anomaly Detection Problems

International Statistical Review
2022-04 | Journal article
DOI: 10.1111/insr.12466
Contributors: José A. Perusquía; Jim E. Griffin; Cristiano Villa
Source: check_circle
Crossref

An Objective Prior from a Scoring Rule

Entropy
2021-06-29 | Journal article
Contributors: Cristiano Villa
Source: Self-asserted source
Cristiano Villa

On a Class of Objective Priors from Scoring Rules (with Discussion)

Bayesian Analysis
2020 | Journal article
DOI: 10.1214/19-BA1187
Contributors: Fabrizio Leisen; Cristiano Villa; Stephen G. Walker
Source: Self-asserted source
Cristiano Villa

A loss‐based prior for Gaussian graphical models

Australian & New Zealand Journal of Statistics
2020-12 | Journal article
DOI: 10.1111/anzs.12307
Part of ISSN: 1369-1473
Part of ISSN: 1467-842X
Contributors: Laurenţiu Cătălin Hinoveanu; Fabrizio Leisen; Cristiano Villa
Source: Self-asserted source
Cristiano Villa

On a loss-based prior for the number of components in mixture models

Statistics & Probability Letters
2020-03 | Journal article
DOI: 10.1016/j.spl.2019.108656
Part of ISSN: 0167-7152
Contributors: CLARA GRAZIAN; Cristiano Villa; Brunero Liseo
Source: Self-asserted source
Cristiano Villa

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Statistical Methods & Applications
2019-06-26 | Journal article
DOI: 10.1007/s10260-019-00481-x
ISSN: 1618-2510
Part of ISSN: 1613-981X
Source: Self-asserted source
Cristiano Villa

A Loss-Based Prior for Variable Selection in Linear Regression Methods

Bayesian Analysis
2019-06-01 | Journal article
DOI: 10.1214/19-ba1162
ISSN: 1936-0975
Source: Self-asserted source
Cristiano Villa

Bayesian loss-based approach to change point analysis

Computational Statistics & Data Analysis
2019-01 | Journal article
DOI: 10.1016/j.csda.2018.08.008
Part of ISSN: 0167-9473
Source: Self-asserted source
Cristiano Villa

Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula

Computational Statistics & Data Analysis
2018-08 | Journal article
DOI: 10.1016/j.csda.2018.03.010
ISSN: 0167-9473
Source: Self-asserted source
Cristiano Villa
grade
Preferred source (of 2)‎

A note on the posterior inference for the Yule–Simon distribution

Journal of Statistical Computation and Simulation
2017 | Journal article
DOI: 10.1080/00949655.2016.1255741
EID:

2-s2.0-84994812863
Contributors: Leisen, F.; Rossini, L.; Villa, C.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations

Test
2017 | Journal article
DOI: 10.1007/s11749-016-0501-7
EID:

2-s2.0-84982994853
Contributors: Villa, C.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

Objective bayesian analysis of the Yule–Simon distribution with applications

Computational Statistics
2017 | Journal article
DOI: 10.1007/s00180-017-0735-1
EID:

2-s2.0-85020207307
Contributors: Leisen, F.; Rossini, L.; Villa, C.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

Objective Bayesian modelling of insurance risks with the skewed Student-t distribution

Applied Stochastic Models in Business and Industry
2017 | Journal article
DOI: 10.1002/asmb.2227
EID:

2-s2.0-85009480844
Contributors: Leisen, F.; Marin, J.M.; Villa, C.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

On the mathematics of the Jeffreys–Lindley paradox

Communications in Statistics - Theory and Methods
2017 | Journal article
DOI: 10.1080/03610926.2017.1295073
EID:

2-s2.0-85029448989
Contributors: Villa, C.; Walker, S.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

An Objective Approach to Prior Mass Functions for Discrete Parameter Spaces

Journal of the American Statistical Association
2015 | Journal article
DOI: 10.1080/01621459.2014.946319
EID:

2-s2.0-84946898717
Contributors: Villa, C.; Walker, S.G.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

An Objective Bayesian Criterion to Determine Model Prior Probabilities

Scandinavian Journal of Statistics
2015 | Journal article
DOI: 10.1111/sjos.12145
EID:

2-s2.0-84955177175
Contributors: Villa, C.; Walker, S.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

A cautionary note on the discrete uniform prior for the binomial N: Comment

Ecology
2014 | Journal article
EID:

2-s2.0-84907190918
Contributors: Villa, C.; Walker, S.G.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier

Objective prior for the number of degrees of freedom of a t distribution

Bayesian Analysis
2014 | Journal article
DOI: 10.1214/13-BA854
EID:

2-s2.0-84896538327
Contributors: Villa, C.; Walker, S.G.
Source: Self-asserted source
Cristiano Villa via Scopus - Elsevier
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