Stochastic variational inference for GARCH models. - Hanwen Xuan; Luca Maestrini; Feng Chen; Clara Grazian (Stat. Comput., 2024)

A variational inference framework for inverse problems. - Luca Maestrini; Robert G. Aykroyd; Matt P. Wand (Comput. Stat. Data Anal., 2025)

Simultaneous Coefficient Clustering and Sparsity for Multivariate Mixed Models. - Francis K. C. Hui; Khue-Dung Dang; Luca Maestrini (J. Comput. Graph. Stat., 2025)