Second Workshop on


Villa Monastero, Varenna (LC), Italy

31 May - 2 June, 2001

Villa Monastero

Probably the last chance to find rooms in Varenna!

1 ROOM AVAILABLE AT VILLA CIPRESSI (see web site under hotels)


Please let us know if your name is, by mistake, neither among the contributors nor among the participants

NEW: Information available on how to get to Varenna

The workshop brochure is available (thanks to Gisella Mercaldi!) either as JPEG or PDF file. Please download and display in your Department.

Last update: 3/5/2001

The workshop follows the one held in Madrid in 1998. In this workshop, we will bring together experts in the field to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes and in the use of Stochastic Processes for Bayesian Inference. There will be sessions on queuing theory and population modelling, signal processing, empirical processes, spatial processes and other stochastic processes such as birth/death and branching processes. The workshop will thus be of interest to workers in both Bayesian Inference and Stochastic Processes. The workshop will be held in an informal environment ( Villa Monastero, an ancient villa, property of CNR (National Research Council), on the lake of Como) to encourage discussion and promote further research in these fields.

Information is currently available on

  • scientific committee
  • speakers:
  • invited speakers
  • invited contributors
  • contributors
  • participants
  • programme
  • abstracts (invited speakers and contributors)
  • abstracts (contributors)
  • registration
  • registration form
  • deadlines
  • hotels
  • tourist information
  • how to get there
  • The workshop is funded by CNR-IAMI (Milano, Italy), Università ``Bocconi'' (Milano, Italy), Università dell'Insubria (Varese, Italy), Università degli Studi di Pavia (Pavia, Italy) and MURST (Italian Ministry for University and Research) Research Programme on ``Processi stocastici, calcolo stocastico e applicazioni'' (Research unit of Università degli Studi di Pavia).

    The workshop is endorsed by ISBA (International Society for Bayesian Analysis).

    Scientific Committee

    Maria Jesus Bayarri (Universitat de Valencia, Spain)
    Guido Consonni (Università di Pavia, Italy)
    David Higdon (Duke University, USA)
    Pietro Muliere (Università ``Bocconi'', Italy)
    Sonia Petrone (Università dell'Insubria, Italy)
    Eugenio Regazzini (CNR-IAMI and Università di Pavia, Italy)
    David Rios Insua (Universidad Rey Juan Carlos, Spain)
    Fabrizio Ruggeri (CNR-IAMI, Italy)
    Mike West (Duke University, USA)
    Mike Wiper (Universidad Carlos III, Spain)


    Invited speakers

  • Alan Gelfand (University of Connecticut, USA)
    Bayesian Inference for Multivariate Spatial Processes
  • Lynn Kuo (University of Connecticut, USA)
    Bayesian binary segmentation procedure for a Poisson process with multiple changepoints
    (joint with Tae Yang, University of Connecticut, USA)
  • Peter Mueller (Duke University, USA)
    ANOVA on random functions
  • Pietro Rigo (Università di Pavia, Italy)
    Uniform approximation of predictive distributions via empirical distributions
    (joint with Patrizia Berti, Università di Modena e Reggio nell'Emilia, Italy)
  • Gareth Roberts (University of Lancaster, UK)
    Bayesian inference for stochastic volatility processes of Ornstein-Uhlenbeck type driven by Levy process noise
    (joint with Omiros Papaspiliopoulos, University of Lancaster, UK)
  • Refik Soyer (George Washington University, USA)
    Bayesian inference for Markov modulated counting processes with applications to software reliability
    (joint with Suleyman Ozekici, Turkey)
  • Aad van der Vaart (Vrije Universiteit Amsterdam, The Netherlands)
    Asymptotics of infinite-dimensional posteriors
  • Don Ylvisaker (UCLA, USA)
    Updating Bayesian Numerical Analysis
  • Invited contributors

  • Maria Concepcion Ausin (Universidad Carlos III, Spain)
    Bayesian inference and prediction in M/G/1 queues using a phase type approximation
  • David Conesa (Universitat de Valencia, Spain)
    Bayesian inference and prediction in groups of bulk service queues
    (joint with Carmen Armero, Universitat de Valencia, Spain)
  • Michele Di Pietro (Carnegie Mellon University, USA)
    Inference for Discretely Sampled Diffusions under Jeffreys' Prior
  • Ilenia Epifani (Politecnico di Milano, Italy)
    A Characterization for Mixtures of Minimal Continuous Time Markov Chains
    (joint with Sandra Fortini, Università ``Bocconi'', and Lucia Ladelli, Politecnico di Milano, Italy)
  • Daniela Golinelli (University of Southern California, USA)
    Bayesian inference in hidden stochastic population processes
  • Gabriel Huerta (CIMAT, Mexico)
    Space-time analysis of Mexico City ozone levels
    (joint with Bruno Sansò, Universidad Simon Bolivar, Venezuela, and Jonathan R. Stroud, Chicago, USA)
  • Aparna V. Huzurbazar (University of New Mexico, USA)
    Bayesian Analysis for Semi-Markov Models
  • Herbie Lee (Duke University, USA)
    MCMC Methods for Inverse Problems on a Grid
    (joint with David Higdon, Marco Ferreira and Mike West, Duke University, USA)
  • Antonio Lijoi (Università di Pavia, Italy)
    A Bayesian approach to the analysis of telecommunications system performance
    (joint with Pier Luigi Conti, Università di Roma ``La Sapienza'', and Fabrizio Ruggeri, CNR - IAMI, Italy)
  • Juan Miguel Marin (Universidad Rey Juan Carlos, Spain)
    Some forecasting models for sow farm management
    (joint with L. Pla, Universidad de Lleida, and David Rios Insua, Universidad Rey Juan Carlos, Spain)
  • Maria Teresa Rodriguez Bernal (Universidad Carlos III, Spain)
    Bayesian inference for a software reliability model given metrics information
    (joint with Mike Wiper, Universidad Carlos III, Spain)
  • Scott Schmidler (Duke University, USA)
    Bayesian Modeling of Sequences with Non-Local Dependency Structure
  • Contributed papers

  • Sanjib Basu and Nader Ebrahimi (Northern Illinois University, USA)
    Bayesian Software Reliability Models based on Martingale Processes
  • Patrizia Berti and Pietro Rigo (Università di Modena e Reggio nell'Emilia and Università di Pavia, Italy)
    Bayesian nonparametrics for invariant data
  • Paul G. Blackwell (University of Sheffield, UK)
    Inference for Random Tessellations via Point Processes
  • Cinzia Carota (Università di Torino, Italy)
    On Continuous Approximations of Discrete Means of Dirichlet Processes
  • A. Philip Dawid (University College London, UK)
    Inference for Stochastic Processes -- Some Bayesian and Prequential Considerations
  • Petros Dellaportas (University of Athens, Greece)
    A Multivariate Latent GARCH model
  • Petar M. Djuric and Jianqiu Zhang (SUNY, USA)
    Equalization and symbol estimation in wireless communications by particle filtering
  • Nader Ebrahimi and Sujit Ghosh (Northern Illinois University and North Carolina State University, USA)
    Bayesian Analysis of the mixing function in a mixture of two exponential distributions
  • Marco Ferreira, Mike West, David Higdon and Herbie Lee (Duke University, USA)
    Bayesian Inference in a New Class of Multi-Scale Time Series Models
  • Pilar Gargallo Valero, Manuel Salvador and Jose Luis Gallizo (Universidad de Zaragoza, Spain)
    A Dynamic Principal Components Analysis based on Multivariate Matrix Normal Dynamic Linear Models
  • Jim Griffin and Mark Steel (University of Kent, UK)
    Bayesian Inference in non-Gaussian Ornstein-Uhlenbeck stochastic volatility models
  • Peter G. Groer and Y. Lo (University of Tennessee, USA)
    Bayesian Estimation for Immigration-Death Processes Applied to Radiation Detection
  • Joseph B. Kadane and George G. Woodworth (Carnegie Mellon University and University of Iowa, USA)
    Hierarchical Models for Employment Decisions
  • Brunero Liseo, Maria Maddalena Barbieri and Donatella Mandolini (Università di Roma and Istituto superiore di Sanità, Roma, Italy)
    Bayesian analysis for estimating incidence of HIV infection
  • Claudio Macci (Università di Torino, Italy)
    Sampling the jump-times of a Poisson process with a binomial scheme: some aspects of Bayesian inference
  • Juan Miguel Marin, David Rios-Insua and M. Herrero (U. Rey Juan Carlos and U. Complutense, Spain)
    A probabilistic access model for deterministic databases
  • Jacek Osiewalski and Mateusz Pipien (Department of Econometrics, Academy of Economics, Krakow, Poland)
    Bayesian analysis of univariate GARCH processes with asymmetries and GARCH-In-Mean effects
  • Mateusz Pipien and Jacek Osiewalski (Department of Econometrics, Academy of Economics, Krakow, Poland)
    Multivariate t-GARCH models: Bayesian analysis for exchange rates
  • Andrea Pastore and Pietro Mantovan (Dipartimento di Statistica, Università Ca' Foscari di Venezia, Italy)
    Optimal discount selection in dynamic models via Bayes factor
  • Renata Rotondi and Elisa Varini (CNR - IAMI, Milano, Italy)
    Bayesian inference for combination of stress-release and epidemic models. Case study: Calabrian Arc
  • Sujit K. Sahu and Dipak K. Dey (University of Southampton, UK, and University of Connecticut, USA)
    On semi-parametric multivariate survival model with a skewed frailty and a correlated baseline hazards process
  • Bruno Sansò (Universidad Simon Bolivar, Venezuela)
    Combining Ground Observations with Output from Dynamic Models for Environmental Variables
  • Steven Scott (University of Southern California, USA)
    A Model Based Approach to Detecting Network Intrusion
  • Silvia Simeon and Renata Rotondi (CNR - IAMI, Italy)
    Bayesian non-parametric estimation of probability densities using Polya Trees: an application to interevent times between strong earthquakes in Southern Italy
  • Marc A. Suchard, Robert E. Weiss, Karin S. Dorman and Janet S. Sinsheimer (UCLA, USA)
    Inferring Recombination and Spatial Phylogenetic Variation Using Multiple Change Point Models
  • Stefano Tonellato, Petros Dellaportas and Gareth Roberts (U. di Venezia, Italy, U. of Athens, Greece, and U. of Lancaster, UK)
    Continuous space--time modelling of wind speed data
  • Darren Wilkinson (University of Newcastle, UK)
    Block sampling strategies for the Bayesian analysis of some discretely observed diffusion processes
  • Simon Wilson (Trinity College, Ireland)
    Bayesian Inference for Non-homogeneous Renewal Processes

  • Participants

    Carmen Armero, Adelchi Azzalini, Marilena Barbieri, Bruno Betrò, Leonardo Bottolo, Annalisa Cerquetti, Volker Dose, Sandra Fortini, Paolo Giudici, Alessandra Guglielmi, Karl Heiner, Pietro Mantovan, Marek Meczarski, Eugenio Melilli, Gisella Mercaldi, Antonietta Mira, Julia Mortera, Orietta Nicolis, Andrea Ongaro, Jesus Palomo, Sara Pasquali, Antonio Pievatolo, Lluis Miquel Pla, Christophe Planas, Mohsen Pourahmadi, Alessandro Rossi, Silvia Simeon, Osnat Stramer, Elisa Varini, Luis Varona, Piero Veronese, David Walshaw.


    THURSDAY, May 31st
    Session 1. Chair: Fabrizio Ruggeri
    14.30 - 15.15 Alan Gelfand
    15.15 - 16.00 Don Ylvisaker
    16.00 - 16.30 Coffee break
    Session 2. Chair: Sonia Petrone 
    16.30 - 17.00 Aparna Huzurbazar
    17.00 - 17.30 Scott Schmidler
    17.30 - 18.00 Ilenia Epifani
    19.00 -       Welcome party (and dinner) at Hotel Royal Victoria 
    FRIDAY, June 1st
    Session 3. Chair: Mike West
     9.00 -  9.45 Aad van der Vaart
     9.45 - 10.30 Pietro Rigo
    10.30 - 11.00 Coffee break 
    Session 4. Chair: Guido Consonni
    11.00 - 11.30 Daniela Golinelli
    11.30 - 12.00 Maria Teresa Rodriguez
    12.00 - 12.30 Juan Miguel Marin
    12.30 - 14.30 Lunch
    Session 5. Chair: Phil Dawid
    14.30 - 15.00 Maria Concepcion Ausin
    15.00 - 15.30 David Conesa
    15.30 - 16.00 Herbie Lee
    16.00 - 16.30 Coffee break
    Session 6. Chair: Mike Wiper
    16.30 - 16.50 Phil Dawid
    16.50 - 17.10 Brunero Liseo
    17.10 - 17.30 Renata Rotondi
    17.30 - 17.50 Bruno Sanso'
    17.50 - 18.10 Jay Kadane
    19.30 - 21.00 Dinner at Hotel Villa Cipressi (buffet)
    21.00 - 23.00 Poster session
    SATURDAY, June 2nd
    Session 7. Chair: David Higdon
     9.00 -  9.45 Lynn Kuo
     9.45 - 10.30 Gareth Roberts
    10.30 - 11.00 Coffee break
    Session 8. Chair: David Rios Insua
    11.00 - 11.30 Antonio Lijoi
    11.30 - 12.00 Gabriel Huerta
    12.00 - 12.30 Michele Di Pietro
    12.30 - 14.30 Lunch
    Session 9. Chairman: Pietro Muliere
    14.30 - 15.15 Peter Muller
    15.15 - 16.00 Refik Soyer
    16.00 - 16.30 Coffee break
    Session 10. Chair: Susie Bayarri
    16.30 - 16.50 Petar Djuric
    16.50 - 17.10 Marco Ferreira
    17.10 - 17.30 Stefano Tonellato
    17.30 - 17.50 Darren Wilkinson 
    18.30         Trip Boat
    	      (stop in Bellagio, lakeviews, dinner in Menaggio)


    There is a registration fee of Lit. (Italian Lire) 200.000 [approx. 105 Euros or 90 US$] covering coffee breaks and two dinners. It is advised to pay the registration fee in advance so that we can make reservations for all the participants at the same restaurants. Whereas we can ensure that we will do our best to make reservations for the participants paying upon their arrival, we cannot guarantee a successful result.

    No booking will be done for lunches and the participants can choose by themselves among the restaurants, pizzerias and bars in Varenna.

    Payments can be made by

  • Bank transfer to the Università dell'Insubria bank account:
    (quoting Registration Workshop Bayesian Stochastic Processes - Prof.ssa Petrone)

    Banca Regionale Europea
    Filiale 28
    Acc. no. 600 - ABI 6906 - CAB 10800
    Università dell'Insubria

    Please make sure that the University will get the exact amount, without charging it the bank fees.

  • Cash (on arrival)
  • Registration is limited to 80 participants.

    Participants are kindly asked to send the registration form to:

    Sonia Petrone (


  • December, 15th, 2000: abstract submission
  • January, 31st, 2001: acceptance notification
  • March, 31st, 2001: registration of contributed speakers
  • March, 31st, 2001: rooms reserved at Hotel Villa Cipressi and Hotel du Lac
  • April, 30th, 2001: rooms reserved at Hotel Montecodeno
  • April, 15th, 2001: registration deadline
  • May, 10th, 2001: rooms reserved at Hotel Royal Victoria

  • Hotels

    Varenna is a small town with a limited number of hotels. Advanced booking is strongly encouraged. Participants are kindly asked to contact the hotels by themselves. Some rooms are reserved at the following hotels:

  • Hotel Royal Victoria (****)
    E-mail: - Tel. +39 0341815111 - Fax +39 0341830722

    (7 rooms [+8 for invited speakers] reserved for the Workshop up to May, 10th, 2001)
    (Prices are per person, per night and beverages are not included in half and full board)

                                                        B&B         Half Board     Full Board
    Double room (single occupancy)   190.000         230.000        270.000 
    Double room (double occupancy)  120.000         160.000        200.000 
  • Hotel du Lac (****)
    E-mail: Tel. +39 0341830238 - Fax +39 0341831081

    (6 rooms [3 double + 3 single] reserved for the Workshop up to March, 31st, 2001)
    (Prices are per room)

    Double room                    270.000      
    Single room                     170.000     

  • Hotel Montecodeno (***)
    E-mail: - Tel. +39 0341830123 - Fax +39 0341815227

    (11 rooms [9 double + 2 single] reserved for the Workshop up to April, 30th, 2001)
    (Prices are per room)

    Double room (single occupancy)    150.000      
    Double room (double occupancy)  160.000      
    Single room                                 120.000     

  • Hotel Villa Cipressi (***)
    E-mail: - Tel. +39 0341830113 - Fax +39 0341830401

    (10 rooms reserved for the Workshop up to March, 31st, 2001)
    (Prices are per room)

    Double room                   160.000      
    Single room                     135.000     

  • Eremo Gaudio (***)
    Tel. +39 0341815301 - Fax +39 0341815314
    (Prices are per room, per night)

    Double room (double occupancy)  120.000
    Double room (single occupancy)  100.000 
    Single room                      90.000 

  • The other hotels in Varenna are:
  • Albergo Milano (***)
    Tel. +39 0341830298 - Fax +39 0341830298
  • Albergo Olivedo (**)
    Tel. +39 0341830115 - Fax +39 0341830115
  • Albergo Sole (*)
    Tel. +39 0341815218
  • Hotel Bar Beretta (*) (just outside Varenna, in Perledo)
    E-mail: - Tel. +39 0341830132 - Fax +39 0341830132

  • Other hotels are available in Bellano (about 4 Kms north of Varenna, it can be reached by bus, train, boat and car in 10 minutes).

    Tourist information


  • Varenna
  • Varenna    (from the Hotel Royal Victoria website)
  • Map    (from the Hotel Royal Victoria website)
  • How to get there    (from the Hotel Royal Victoria website)
  • Transports (We will check the accuracy of boats timetables in due time)
  • Milano - Varenna (trains from the Ferrovie dello Stato timetable)
  • Varenna - Milano (trains from the Ferrovie dello Stato timetable)
  • Gestione Navigazione Laghi (boats)
  • Lake of Como
  • More pictures:
  • Varenna [1] [2] [3] [4] [5] [6]
  • Villa Monastero [1] [2] [3] [4] [5]
  • Vezio Castle [1],
  • Fiumelatte [1],

  • How to get there (by public transportation)

  • Arriving at Malpensa Airport (MPX)

    Option 1:

  • Train (Malpensa Express) to Milano Cadorna F.N. (40 minutes) (see schedule)
  • Subway to Centrale F.S. (Linea 2 "green line") - 5 stops
  • Train from Milano Centrale F.S. to Varenna (1 hour)
    (from the Ferrovie dello Stato timetable)
  • Milano - Varenna
  • Varenna - Milano

  • Option 2:

  • Bus (Malpensa Shuttle) to Milano Centrale F.S. (50 minutes+epsilon (rush hours)) (see schedule)
  • Train from Milano Centrale F.S. to Varenna (1 hour)
    (from the Ferrovie dello Stato timetable)
  • Milano - Varenna
  • Varenna - Milano

  • Option 3:

  • Bus S.P.T. (their web site in Italian) to Menaggio (possibly commuting in Como)
    Bus schedule (PDF, in Italian, with minor changes w.r.t. the ones, more precise, they faxed us and we present below):
  • Malpensa-Como-Menaggio
  • Como-Menaggio-Colico
  • MAY, 30-31
    12.20---------------------------->14.10 (no commuting!)
    JUNE, 2-3 (national holiday (2) and Sunday (3) => less buses)
    06.30---------------------------->08.25 (probably no boat to Menaggio!)
  • Boat from Menaggio to Varenna (15 minutes)
    (There are many boats during the day; the updated schedule is not available on the web yet but inquiries are possible here)

  • Arriving at Linate Airport (LIN)

    Option 1:

  • Bus (STAM) to Milano Centrale F.S. (20 minutes) (every 20 minutes)
  • Train from Milano Centrale F.S. to Varenna (1 hour)
    (from the Ferrovie dello Stato timetable)
  • Milano - Varenna
  • Varenna - Milano

  • Option 2:

  • City Bus n. 73 to San Babila subway station (25 minutes) (every 10 minutes)
  • Subway to Centrale F.S. (Linea 1 "red line" to Loreto, then Linea 2 "green line") - 4+2 stops
  • Train from Milano Centrale F.S. to Varenna (1 hour)
    (from the Ferrovie dello Stato timetable)
  • Milano - Varenna
  • Varenna - Milano

  • Address for correspondence

  • E-mail: Fabrizio Ruggeri (