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Department of Statistics
Columbia University
SSW Building
1255 Amsterdam Ave
New York, NY, 10027
office: 926 SSW
email: marco.avella@columbia.edu
About me
I am an Assistant Professor in the Department of Statistics at Columbia University. Before joining Columbia I was a postdoctoral fellow at MIT, where I was affiliated with the Sloan School of Management and the Statistics and Data Science Center.
I received my PhD in Statistics in 2016 from the University of Geneva, where I worked under the supervision of Elvezio Ronchetti. I hold a Bachelor degree in Economics and Master in Statistics from the University of Geneva.
Research Interests
My main research interests lie at the intersection between robust statistics, high-dimensional statistics and machine learning. In a nutshell, statistical models are useful approximations to reality that are built under mathematically convenient assumptions. I am particularly interested in understanding the robustness properties of modern statistical procedures when the assumptions upon which models are constructed fail to hold. Other areas of interest include differential privacy, network data and more recently extreme value theory.