I am an assistant 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 was recently awarded and ERC Starting Grant for the project "Provable Scalability for high-dimensional Bayesian Learning". There are currently multiple open postdoctoral positions on the grant, see more details here.
Education and Employment
(2019 - present) 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.
(2020- present) Associate Editor of Statistical Science (link)