Giacomo Zanella
I am an Assistant Professor in Statistics at Bocconi University and a research affiliate to the Bocconi Institute for Data Science and Analytics (BIDSA). I received my PhD at the University of Warwick in 2015 and was recipient of an EPSRC Doctoral Prize Fellowship between 2015-2016. My research is focused on Computational Statistics, Applied Probability and Machine Learning. I have won various international research awards and my work is regularly published in top-tier international statistics journals as well as machine learning conference proceedings.
Broadly speaking, my research lies at the intersection of Statistics, Applied Probability and Machine Learning, with a particular focus on Bayesian computation. More specifically I have been working on:
Computational Statistics and Machine Learning: Monte Carlo methods, Markov Chain Monte Carlo algorithms, variational inferences, computational complexity of Bayesian methods;
Bayesian modeling: Bayesian Nonparametrics, Hierarchical models, Random Partition Models;
Probability Theory: Stochastic processes, Markov chains, point processes and random measures;
Applied Statistics: clustering, record linkage, spatial statistics, variable selection.