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.

Assistant Professor
Research interests

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.