Cristiano Villa

José A. Perusquía, Jim E. Griffin, Cristiano Villa

$n$-gram profiles have been successfully and widely used to analyse long sequences of potentially differing lengths for clustering or classification. Mainly, machine learning algorithms have been used for this purpose but, despite their predictive performance, these methods cannot discover hidden structures or provide a full probabilistic representation of the data. A novel class of Bayesian generative models designed for $n$-gram profiles used as binary attributes have been designed to address this. The flexibility of the proposed modelling allows to consider a straightforward approach to feature selection in the generative model. Furthermore, a slice sampling algorithm is derived for a fast inferential procedure, which is applied to synthetic and real data scenarios and shows that feature selection can improve classification accuracy.

José A. Perusquía, Jim E. Griffin, Cristiano Villa

Cyber security is an important concern for all individuals, organisations and governments globally. Cyber attacks have become more sophisticated, frequent and dangerous than ever, and traditional anomaly detection methods have been proved to be less effective when dealing with these new classes of cyber threats. In order to address this, both classical and Bayesian models offer a valid and innovative alternative to the traditional signature-based methods, motivating the increasing interest in statistical research that it has been observed in recent years. In this review we provide a description of some typical cyber security challenges, typical types of data and statistical methods, paying special attention to Bayesian approaches for these problems.

Laurentiu Hinoveanu, Fabrizio Leisen, Cristiano Villa

In this paper we present a loss-based approach to change point analysis. In particular, we look at the problem from two perspectives. The first focuses on the definition of a prior when the number of change points is known a priori. The second contribution aims to estimate the number of change points by using a loss-based approach recently introduced in the literature. The latter considers change point estimation as a model selection exercise. We show the performance of the proposed approach on simulated data and real data sets.