Andrea Pandolfi

Andrea Pandolfi

Postdoctoral researcher

Publications

Conjugate gradient methods for high-dimensional GLMMs

Published in Journal of the American Statistical Association, 2025

This paper studies the spectrum of the complex sparse high-dimensional matrices arising from mixed models, and relates it to the convergence rate of conjugate gradient.

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Approximate filtering via discrete dual processes

Published in Stochastic Processes and their Applications, 2024

This paper gives an extensive analysis of approximate (and exact) filtering strategies, when the dual process is a Markov chain on a discrete state space.

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