I am currently an Assistant Professor at the Department of Decision SciencesBocconi University, in Milan, Italy, where I did a two-year postdoc in 2012-2014.

The main focus of my research is on Bayesian Nonparametric models and methods for inference in the presence of intractable likelihoods and high-dimensional parameter spaces. I am particularly interested in regression models, time series models Markov random fields and the relation between them. I'm also interested in Bayesian consistency and convergence properties, which has lead me to think about functional analysis and stochastic processes, which leads to my most recent field of interest: the study of Extreme Values. But not everything in life is theory and I'm also interested in applications, which I believe are the basic food for imagination leading to new ideas...

Ok, I confess, I'm just curious. I like learning new things and although for research purposes I need to focus on a narrower area, I usually find an interest in things ranging from abstract mathematics to the intricacies of human spirituality (and why people would put those two in opposing sides of the spectrum, I'm not sure I understand). So if you ever want to discuss an interesting idea, on whichever subject, try me. I might not be able to follow, but I'll do my best.





Via Röntgen 1 (3rd floor), 20136, Milano Italy



Direct number: 

+39 02 5836 5366