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I am a postdoctoral researcher at Bocconi University. My research is supervised by Prof. Igor PrĂ¼nster 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