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I am an associate professor in Statistics at Bocconi University, Department of Decision Sciences. I am also a member of the BayesLab at Bocconi.

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.

Email: giacomo.zanella at unibocconi.it

NEWS: I have been recently awarded an ERC Starting Grant for the project "Provable Scalability for high-dimensional Bayesian Learning". I will advertise related postdoctoral position on this website. Next call expected towards the end of 2024-beginning 2025, feel free to contact me if interested.

Education and Employment

• (2024- now) Associate Professor in Statistics at Bocconi University, Department of Decision Sciences.

• (2019 - 2024) Assistant Professor in Statistics at Bocconi University, Department of Decision Sciences.

• (2016 - 2019) Post-Doctoral Researcher at Bocconi University, funded by the European Research Council grant "New Directions in Bayesian NonParametrics".

• (2015 - 2016) EPSRC Doctoral Prize fellow in the Mathematical Sciences at the University of Warwick (UK), Department of Statistics.

• (2012 - 2015) PhD in Statistics at the University of Warwick. Supervisor: Wilfrid S. Kendall.

Editorial service

• (2020- present) Associate Editor of Statistical Science (link)