I am a postdoctoral researcher at Bocconi University. My research is supervised by Prof. Igor Prünster and funded by the ERC grant on "New Directions in Bayesian Nonparametrics".
Before coming to Bocconi I was an EPSRC Doctoral Prize research fellow at the Department of Statistics at the University of Warwick, from October 2015 to September 2016. Before that I did my PhD in the same department, under the supervision of Professor Wilfrid Kendall.
Generally speaking I am interested in Probability, Statistics and Machine Learning, with a particular focus on scalable Bayesian computation. More specifically I am working on:
- Computational Statistics: Monte Carlo methods, Markov Chain Monte Carlo algorithms, approximate inference methods;
- Bayesian Statistics: Bayesian Nonparametrics, Hierarchical models, Random Partition Models;
- Probability Theory: Stochastic processes, Markov chains, point processes and random measures, Dirichlet forms;
- Applied Statistics: clustering, record linkage, spatial statistics, variable selection.
Email: giacomo.zanella at unibocconi.it