# Staff Profile

## Dr Cristiano Villa

### Senior Lecturer in Statistics

- Email: cristiano.villa@ncl.ac.uk
- Address: School of Mathematics, Statistics and Physics

Newcastle University

Newcastle upon Tyne

NE1 7RU

Background

Dr Cristiano Villa is a Senior Lecturer in Statistics in the School of Mathematics, Statistics and Physics at Newcastle University. His main area of research is Objective Bayesian inference, including objective priors, model comparison, variable selection and Bayesian foundations.

Research

#### Research Interests

- Objective Bayesian analysis. Theory and methods for parameter inference, model comparison and variable selection.
- Cyber-security and Bayesian nonparametric model for detection and classification.

Publications

- Hinoveanu L, Leisen F, Villa C.
**A loss-based prior for Gaussian Graphical models**.*Australian and New Zealand Journal of Statistics*2020. In Press. - Leisen F, Villa C, Walker SG. On a class of objective priors from scoring rules (with discussion).
*Bayesian Analysis*2020. - Grazian C, Villa C, Liseo B. On a loss-based prior for the number of components in mixture models.
*Statistics and Probability Letters*2019,**158**, 108656. - Leisen F, Rossini L, Villa C. Loss-based approach to two-piece location-scale distributions with applications to dependent data.
*Statistical Methods and Applications*2020,**29**, 309-333. - Villa C, Lee J. A loss-based prior for variable selection in linear regression methods.
*Bayesian Analysis*2019,**5**(2), 533-558. - Hinoveanu L, Leisen F, Villa C. Bayesian loss-based approach to change point analysis.
*Computational Statistics and Data Analysis*2019,**129**, 61-78. - Villa C, Rubio FJ. Objective priors for the number of degrees of freedom of a multivariate
*t*distribution and the*t*-copula.*Computational Statistics and Data Analysis*2018,**124**, 197-219. - Leisen F, Rossini L, Villa C. Objective Bayesian analysis of the Yule-Simon distribution with applications.
*Computational Statistics*2018,**33**, 99–126. - Villa C, Walker SG. On the mathematics of the Jeffreys-Lindley paradox.
*Communications in Statistics - Theory and Methods*2017,**46**(24), 12290-12298. - Leisen F, Marin J, Villa C. Objective Bayesian modeling of insurance risks with the Skewed Student-
*t*distribution.*Applied Stochastic Models in Business and Industry*2017,**33**(2), 136-151. - Leisen F, Villa C, Rossini L. A note on the posterior inference for the Yule-Simon distribution.
*Journal of Statistical Computation and Simulation*2017,**87**(6), 1179-1188. - Villa C. Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations.
*TEST*2017,**26**, 95–118. - Villa C, Walker SG. An objective approach to prior mass functions for discrete parameter spaces.
*Journal of the American Statistical Association*2015,**110**(511), 1072-1082. - Villa C, Walker SG. An objective Bayesian model criterion to determine model prior probabilities.
*Scandinavian Journal of Statistics*2015,**42**(4), 947-966. - Villa C, Walker SG. A cautionary note on the discrete uniform prior for the binomial
*N*: comment.*Ecology*2014,**95**(9), 2674-2677. - Villa C, Walker SG. Objective prior for the number of degrees of freedom of a
*t*distribution.*Bayesian Analysis*2014,**9**(1), 197-220.