Publications
Paindaveine D., Passeggeri R. (2025) On the robustness of semi-discrete optimal transport. Major revision in Annals of Applied Probability. arxiv.org/abs/2410.19596
Passeggeri R. (2025) Random signed measures. Major revision in Bayesian Analysis. arxiv.org/abs/2411.12623
Passeggeri, R. (2025) A denseness property of stochastic processes. Journal of Theoretical Probability. https://doi.org/10.1007/s10959-024-01372-y
Passeggeri R., Wintenberger O. (2024) Extremes for stationary regularly varying random fields over arbitrary index sets. Extremes. https://doi.org/10.1007/s10687-023-00481-x
Passeggeri, R. (2023) On quasi-infinitely divisible random measures. Bayesian Analysis. https://doi.org/10.1214/21-BA1289
Pakkanen M., Passeggeri R., Sauri O., Veraart A. E. D. (2021) Limit theorems for trawl processes. Electronic Journal of Probability. https://doi.org/10.1214/21-EJP652
Passeggeri, R. (2020) Spectral representation of quasi-infinitely divisible processes. Stochastic Processes and Their Applications. https://doi.org/10.1016/j.spa.2019.05.014
Passeggeri, R. (2020) On the signature and cubature of the fractional Brownian motion for H>1/2. Stochastic Processes and Their Applications. https://doi.org/10.1016/j.spa.2019.04.013
Passeggeri, R. and Veraart, A. E. D. (2019) Limit theorems for multivariate Brownian semistationary processes and feasible results. Advances in Applied Probability. https://doi.org/10.1017/apr.2019.30
Passeggeri, R. and Veraart, A. E. D. (2019) Mixing properties of multivariate infinitely divisible random fields. Journal of Theoretical Probability. https://doi.org/10.1007/s10959-018-0864-7
Preprints
Passeggeri R., Reid N. A universal robustification procedure. arxiv.org/abs/2206.06998
Murray P., Passeggeri R., Veraart A. E. D, Pakkanen M. Feasible Inference for Stochastic Volatility in Brownian Semistationary Processes. arxiv.org/abs/2007.06357
Passeggeri, R. On the extension and kernels of signed bimeasures and their role in stochastic integration. arxiv.org/abs/2009.10657
PhD Thesis (Some of the results of some my papers are improved in my PhD thesis).
Passeggeri, R. On quasi-infinite divisibility, limit theorems and signatures. PhD thesis, Department of Mathematics, Imperial College London. https://doi.org/10.25560/95301
Organizer
Workshop on Econometrics and Learning. Place: Imperial College, UK. Date 03/04/23
Invited Conference Talks
14th International Conference on Bayesian Nonparametrics. Place: Los Angeles, USA. Date: 23/06/25 - 27/06/25.
CFE-CMStatistics 2024. Section: Modern challenges in Bayesian nonparametric inference (CO121). Place: London, UK. Date: 14/12/24 - 16/12/24.
Bernoulli-IMS 11th World Congress in Probability and Statistics 2024. Section: New trends in Bayesian Nonparametrics. Place: Bochum, Germany. Date: 12/08/24 - 16/08/24
4th Italian Meeting on Probability and Mathematical Statistics. Section: Advances in statistics for stochastic processes. Place: Rome, Italy. Date: 10/06/24 - 14/06/24
Approximation Methods in Bayesian Analysis. Place: CIRM - Luminy, France. Date: 19/06/23 - 23/06/23
Heavy Tails, Long-Range Dependence, and Beyond. Place: CIRM - Luminy, France. Date: 04/08/22 - 08/08/22
New Results on Time Series and their Statistical Applications. Place: CIRM - Luminy, France. Date: 14/09/20 - 18/09/20
Valpred 2 - Assessment of ensemble forecasts. Place: Aussois CNRS centre, France. Date: 09/03/20 - 12/03/20
4th Conference on Ambit Fields and Related Topics. Place: Sønderborg, Denmark. Date: 05/08/19 - 08/08/19
Rough Paths in Probability and Statistics. Place: University of Reading, UK. Date: 02/05/17
Invited Seminar Talks
Seminar in Statistics. Place: EPFL, Switzerland. Date 10/07/25. Invited by Prof. Anthony Davison.
Seminar in Probability and Applications. Place: Queen Mary University, UK. Date 02/10/24. Invited by Prof. Sasha Gnedin.
Seminar in Statistics. Place: University of Milan-Bicocca, Italy. Date 07/06/24. Invited by Dr. Federico Camerlenghi.
Seminar in Statistics. Place: University of Toronto, Canada. Date 09/04/24. Invited by Prof. Nancy Reid.
Seminar in Statistics. Place: Université Libre de Bruxelles, Belgium. Date 30/03/23. Invited by Prof. Davy Paindaveine.
Seminar in Rough Paths. Place: DataSig (Alan Turing Institute), UK. Date 25/03/22. Invited by Dr. Cristopher Salvi.
Seminar in Statistics. Place: Bocconi University, Italy. Date 24/09/20. Invited by Prof. Igor Pruenster and Prof. Antonio Lijoi.
Seminar in Statistics. Place: Imperial College London, UK. Date 22/05/20. Invited by Prof. Almut Veraart and Dr. Andrew Duncan.
GTT seminar. Place: Sorbonne University and Univ. Paris Diderot, France. Invited by Dr. Adeline Fermanian.
Seminar in Statistics. Place: LUISS University, Italy. Date: 14/03/19. Invited by Prof. Fausto Gozzi.
Seminar in Mathematical Finance. Place: Ulm University, Germany. Date: 26/11/18. Invited by Prof. Alexander Lindner.
Seminar in Rough Paths, SPDEs and related topics. Place: Technische Universität (TU) Berlin, Germany. Date: 16/01/17. Invited by Prof. Peter Friz.
Contributed Talks
2022 IMS Annual Meeting. Place: London, UK. Date 27/06/22 to 30/06/22.
Third Italian Meeting on Probability and Mathematical Statistics. Place: Bologna, Italy. Date 13/06/22 to 16/06/22.
Second Italian Meeting on Probability and Mathematical Statistics. Place: Vietri sul Mare, Italy. Date 17/06/19 to 20/06/19.
8th Oxford-Berlin meeting on Stochastic Analysis. Place: University of Oxford, UK. Date: from 14/12/17 to 16/12/17.
Annual General Meeting of the London Mathematical Society. Place: London Mathematical Society, UK. Date: 10/11/2017.
6th Oxford-Berlin meeting on Stochastic Analysis. Place: University of Oxford, UK. Date: from 08/12/16 to 10/12/16.