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Dario Gasbarra
Docent
Division of biometry
Contact info
Dario Gasbarra
Department of Mathematics and Statistics
P.O. Box 68
FIN-00014, University of Helsinki, Finland
Email:
dario.gasbarra(at)rni.helsinki.fi
Phone: +358 9 191 51476
Fax: +358 9 191 51400
Visiting address: Exactum, Gustaf Hällströmin katu 2b, room A 407
Officially I receive students on mondays from 12-14 p.m.
Research interests
Statistics, stochastic processes, mathematical finance.
Teaching/opetus
Spring 2008/Kevät 2008
Stochastic analysis .
Fall 2008/Syksy 2008
Mathematical Finance/Matemaattinen Rahoitusteoria
Spring 2009/Kevät 2009
Malliavin Calculus/Malliavin Laskenta ,
Probability Theory/Todennäköisyysteoria
Publications
- List of publications
- Introductory chapter from my Ph.D Thesis:
Bayesian inference for models based on
point processes, by using Markov chain methods. University of Oulu, 1997.
- Recent Research Reports and papers available electronically:
Particle filters for counting process observations
(January 2001, communicated).
Analysis of competing risks by using Bayesian
smoothing.
Joint work with
S. B. Kulathinal Karia ,
KTL
Scandinavian Journal of Statistics, 27 (2000) 605-617, with figures.
figure 1
figure 2
figure 3
figure 4
Estimation of
an errors-in-variables regression model
when the variances of the
measurement vary between the observations..
Joint work with
S. B. Kulathinal Karia , and
Kari Kuulasmaa ,
KTL
( Statistics in Medicine, (2002) 21(8) 1089-1101 ).
Testing equality of cause-specific hazard rates corresponding to m competing risks among K groups .
Joint work with
S. B. Kulathinal Karia ,
KTL
( Lifetime Data Analysis (2002) 8(2), 147-161 ).
Joint modelling of recurrent infections and antibody response by Bayesian data augmentation.
Joint work with Mervi Eerola, Andrei
Andreev, Pirjo Mäkelä and Henri Linden. (Scandinavian Journal of Statistics(2003) 30 (4) 677-698 ).
Testing dependence between the failure
time and failure modes: An application of enlarged filtration
(2006, Journal of Statistical Planning and Inference 136, 1669-1686).
Joint work with
S. B. Kulathinal Karia , Aulikki Nissinen
(KTL), and
Isha Dewan
(Indian Statistical Institute).
Initial enlargement: a Bayesian approach
(2003).
Joint work with
Esko Valkeila
(Theory of Stochastic Processes Vol. 9 (25), no. 3-4, pp 26-37).
Backward simulation of ancestors of sampled individuals
(2005, Theoretical Population Biology, 67:75-83).
Joint work with
Mikko J. Sillänpää
and
Elja Arjas.
Sillanpää, M. J., D. Gasbarra, and E. Arjas (2004):
Comment on the "On the Metropolis-Hastings acceptance probability to add or drop a quantitative trait locus in Markov Chain Monte Carlo-based Bayesian analyses". Genetics 167: 1037-1037.
Finding consistent gene transmission patterns
on large and complex pedigrees (2006).
Joint work with
Matti Pirinen .
IEEE Transactions in Computational
Biology and Bioinformatics vol 3. No.3 252-262.
Enlargement of filtration and additional information
in pricing models: A Bayesian approach (2006).
Joint work with
Esko Valkeila and
Lioudmila Vostrikova. Published in "The Shiryaev Festschrift, from Stochastic
Calculus to Mathematical Finance", edited by
Kabanov Liptser and Stoyanov, pp 257-285, Springer Berlin.
Gaussian bridges (2004).
Joint work with
Tommi Sottinen and
Esko Valkeila , to appear in Proceedings of the Abel Symposium 2005.
Constructing parental linkage phase and
genetic map over distances < 1 cM using pooled
haploid DNA .
Joint work with
Mikko J. Sillänpää .
Genetics, February 2006 172 (2), 1325-1335.
Estimating genealogies from marker data: a Bayesian approach
(2006).
Joint work with
Matti Pirinen , Mikko J. Sillänpää
and
Elja Arjas (to appear in BMC Bioinformatics) .
Estimating genealogies from unlinked marker data: a Bayesian approach
(2007).
Joint work with
Matti Pirinen , Mikko J. Sillänpää , Elina Salmela
and
Elja Arjas (to appear in Theoretical Population Biology) .
Juha Karvanen, Sangita Kulathinal, Dario Gasbarra (2008)
"Optimal designs to select
individuals for genotyping conditional on observed binary or survival
outcomes and non-genetic covariates" (to appear in Computational Statistics and Data Analysis ).
Links
Stochastics at the HUT Institute of mathematics