Sonia Petrone

Sonia Petrone

I am a Professor of Statistics at Bocconi University, Milan. I graduated in Discipline Economiche e Sociali at Bocconi, and obtained my PhD in Statistics in 1989. I held positions at the University of Pavia (1991-1998) and University of Insubria (1998-2001), before joining Bocconi in 2001. Throughout my career, I conducted extensive research visits at various universities across the USA, Latin America, Europe, India, and Russia.

Full Professor
Download the cv (201.96 KB)

At Bocconi, I played an active role in the development of the PhD in Statistics, as Vice-Director and Curricula Responsible (2004-2011) and Director (2011-2018). I am the Director of the Bocconi Summer School in Advanced Statistics and Probability since 2017.

I was the Editor of Statistical Science (2020-2022), and a co-Editor of Bayesian Analysis (2010-2014). 

I was the President of the International Society for Bayesian Analysis (ISBA) in 2014 (President-Elect 2013, Past President 2015). My professional service includes having been an elected member of the ISBA Board of Directors (2002-2004 and 2008-2010) and of the IMS Council (2011-2014 and ex-officio 2020-2022).

I am an elected Fellow of ISBA and of the Institute of Mathematical Statistics (IMS), and an elected member of ISI. I have been awarded an IMS Medallion Lecture in 2018 and an ISBA Foundational Lecture in 2016.

I am an elected Fellow of the European Laboratory for Intelligent Systems (ELLIS), and a Fellow of the Bocconi Institute of Data Science (BIDSA).

Research interests

My research is in Bayesian Statistics, covering foundations, with particular focus on the foundational role of prediction, in the legacy of Bruno de Finetti, exchangeability and predictive characterizations; as well as theory and applications, in particular in the broad area of Bayesian nonparametrics and including mixtures and latent variable models, state-space models, empirical Bayes, properties of Bayesian procedures, statistical machine learning.

Working papers
Rigon, Tommaso;, Scarpa, Bruno; Petrone, Sonia
Selected Publications
Petrone, Sonia

Bayesian predictive learning beyond exchangeability

Petrone, Sonia; Nazarov, M. ; Roy, D.

Representation results for Markov exchangeable sequences of row-column exchangeable arrays