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GIACOMO ZANELLA

GIACOMO ZANELLA

Courses a.y. 2023/2024

30561 STOCHASTIC PROCESSES AND SIMULATION IN NATURAL SCIENCES
40025 BAYESIAN STATISTICAL THEORY I
41005 ADVANCED COMPUTATIONAL STATISTICS

Courses previous a.y.

Biographical note

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.


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.