Research

Preprints and papers under revision

• M. Goplerud, O. Papaspiliopoulos and G. Zanella. Partially factorized variational inference for high-dimensional mixed models. Submitted. (arxiv)

• F. Ascolani, G.O. Roberts and G. Zanella. Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models. Submitted. (arxiv)

Papers published

• F. Ascolani and G. Zanella (2024+) Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models. Annals of Statistics, in press. (arxiv)

• L. Mauri and G. Zanella (2024) Robust Approximate Sampling via Stochastic Gradient Barker Dynamics.  Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, PMLR 238:2107-2115. Selected for oral presentation at AISTATS 2024. (arxiv)

• L. Silva and G. Zanella (2024+) Robust leave-one-out cross-validation for high-dimensional Bayesian models. Journal of the American Statistical Association, in press. (arxiv)

• O. Papaspiliopoulos, T. Stumpf-Fétizon and G. Zanella (2023) Scalable Bayesian computation for crossed and nested hierarchical models. Electronic Journal of Statistics, 17(2): 3575-3612. (arxiv)

• P. Gagnon, F. Maire and G. Zanella (2023) Improving multiple-try Metropolis with local balancing. Journal of Machine Learning Research, 24(248):1-59. (journal, arxiv)

• J. Vogrinc, S. Livingstone and G. Zanella (2023) Optimal design of the Barker proposal and other locally-balanced Metropolis-Hastings algorithms. Biometrika, 110(3), 579-595. (journal, arxiv)

• N. Anceschi, A. Fasano, D. Durante and G. Zanella (2023) Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results. Journal of the American Statistical Association, 118(542), 1451-1469. (journal, arxiv)

• F. Ascolani, A. Lijoi, G. Rebaudo and G. Zanella (2023) Clustering consistency with Dirichlet process mixtures. Biometrika, 110(2), 551-558. (journal, arxiv)

• A. Fasano, D. Durante and G. Zanella (2022)  Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models. Biometrika, 109(4), 901-919. (journal, arxiv)

• S. Livingstone and G. Zanella (2022) The Barker proposal: combining robustness and efficiency in gradient-based MCMC. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 84(2), 496-523. (journal, arxiv, R code)

• M. Hird, S. Livingstone, G. Zanella (2022) A fresh take on 'Barker dynamics' for MCMC. Proceedings of MCQMC2020. (arxiv, published version)

• B. Betancourt, G. Zanella and R. Steorts (2022) Random Partition Models for Microclustering Tasks. Journal of the American Statistical Association (T&M), 117(539), 1215-1227. (arxiv, journal) See also R package Microclustr (link).

• G. Zanella and G.O. Roberts (2021) Multilevel linear models, Gibbs samplers and multigrid decompositions. Bayesian Analysis (with discussion), 16(4), 1309-1391. (journal, arxiv). Recipient of the 2020 Lindley Prize (link).

• O. Papaspiliopoulos, G.O. Roberts and G. Zanella (2020), Scalable inferences for crossed random effects models. Biometrika, 107(1), 25-40. (arxiv, journal)

• G. Zanella (2020), Informed proposals for local MCMC in discrete spaces. Journal of the American Statistical Association (T&M), 115(530), 852-865. (arxiv, journal)

• G. Zanella and G.O. Roberts (2019), Scalable Importance Tempering and Bayesian Variable Selection. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 81(3), 489-517. (journal, supplement) See also R package ScaleBVS (link).

• A. Lee, S. Tiberi and G. Zanella (2019), Unbiased approximations of products of expectations. Biometrika, 106(3),  708–715 (arxiv, published version)

• G. Zanella, W.S. Kendall and M. Bedard (2017), A Dirichlet Form approach to MCMC optimal scaling. Stochastic Processes and their Applications, 127(12), 4053–4082. (arxiv).

• G. Zanella, B. Betancourt, H.Wallack, J.Miller, A. Zaidi and R.C. Steorts (2016) Flexible models for microclustering with application to entity resolution. Advances in Neural Information Processing Systems 29 (NIPS 2016). (arxiv)

• G. Zanella (2015) Random Partition Models and complementary clustering of Anglo-Saxon place-names. The Annals of Applied Statistics, 9(4), 1792-1822. (arxiv). Supplementary material: A, B, C, D, E, F.

• G. Zanella and S. Zuyev (2015) Branching-stable point processes. Electronic Journal of Probability, 20:1-26. (arxiv)

Others

• O. Papaspiliopoulos and G. Zanella (2017) A note on MCMC for nested multilevel regression models via belief propagation. Technical report. (arxiv)

• Zanella, Giacomo (2015) Bayesian complementary clustering, MCMC and Anglo-Saxon placenames. PhD thesis, University of Warwick. pdf.

• D.Bissacco, V.Catanese, A.Fossati, S.Salvati, M.Carmo, G.Zanella and P.Settembrini (2015) Effect of Chronic Kidney Disease on Long-Term Survival in Asymptomatic Patients Undergoing Carotid Endarterectomy. Journal of Vascular Surgery, 61(6):67S.

Talks and posters

Invited Talk at the BayesComp 2020 conference, January 2020, University of Florida, Gainesville, US.

Invited Talk at the Probabilistic Coupling and Geometry Workshop, December 2019, University of Warwick,  Coventry, UK.

Invited Talk at the European Meeting of Statisticians, June 2019, Palermo, Italy.

Invited Talk at the Masterclass in Bayesian Statistics at CIRM, October 2018, Marseille Luminy, France.

Invited Talk at the Ecole Polytechnique Federale de Lausanne (EPFL), March 2018, Switzerland, Department of Mathematics, Statistics Series.

Invited Talk at the LMS-EPSRC Durham Symposium on Markov Processes, Mixing Times and Cutoff, August 2017, Durham, UK.

Invited Talk at the 9th Greek Stochastics meeting, July 2017, Milos, Greece.

Invited Talk at the 10th International Workshop on Bayesian Inference in Stochastic Processes (BISP10), June 2017, Milan, Italy.

Talk at the ``Breaking News Session'' of MCMSki 2016, Lenzerheide, Switzerland.

Contributed talk at Stochastic Processes and Applications (SPA2015), Oxford, UK.

Poster at the SuSTaIn i-like workshop, May 2015, Bristol, UK.

Invited talk, Chalmers University, Gothenburg, Sweden. November 2014.

Talk at the OxWaSp-YRM day, University of Warwick, Coventry, UK. October 2014.

Poster presented at ISBA 2014, Cancun, Mexico. August 2014. Link to the poster.

Talk at the ABS14 Summer school, Como, Italy. June 2014.

Talk at the CRiSM Scientific Council, University of Warwick, Coventry, UK. May 2014. Slides.

Invited talk, Universita' Cattolica del Sacro Cuore, Milan, Italy. March 2014. Slides.

Poster presented at the Intractable Likelihood Workshop, Oxford, UK. March 2014.

Honourable mention at the MCMSki IV conference for poster presentation, Chamonix Mont-Blanc, France. January 2014.

Talk at Young Research Meeting, University of Warwick, Coventry, UK. May 2013.

Invited talk, Chalmers University, Gothenburg, Sweden. September 2012. Abstract, Slides.

Master Thesis

The title of my master thesis is Branching Stable Point Processes. My supervisors were Prof. Vincenzo Capasso (University of Milan) and Prof. Sergei Zuyev (Chalmers University of Technology).