Welcome to my webpage!


Oct 2018
  • The YouTube video of my read paper discussion at the RSS meeting in Cardiff on September, 5th can now be found at this link 
  • "A Stochastic Generator of Global Monthly Wind Energy with Tukey g-and-h Autoregressive Processes" co-autored with Jaehong Jeong, Yan Yuan and Marc Genton has been accepted for publication in Statistica Sinica
  • "A Non-Gaussian Spatio-Temporal Model for Daily Wind Speeds Based on a Multivariate Skew-t Distribution" co-autored with Felipe Tagle, Paola Crippa and Marc Genton has been accepted for publication in Journal of Time Series Analysis
July 2018
  • New manuscript with Matthew Edwards and Dorit Hammerling on arxiv.org/abs/1806.11388
  • Our paper on data visualization (available at www.rss.org.uk/Images/PDF/events/2018/Castruccio-5-Sept-2018.pdf) will be read before the Royal Statistical Society on September 5th in Cardiff. If you are interested in contributing to the discussion, please send a discussion of no more than 400 words at journal@rss.org.uk.


I obtained my BSc and MSc in Mathematical Engineering at the Politecnico di Milano in 2005 and 2007 respectively. After a 6 months fellowship at the same institution, I moved to the University of Chicago where I obtained my PhD in Statistics in 2013 under the supervision of Prof. Michael Stein. In 2013 I moved to King Abdullah University of Science and Technology (Saudi Arabia), where I was a Postdoctoral Fellow working with Prof. Marc Genton. From 2014 to 2017 I was Lecturer at Newcastle University (United Kingdom), before being appointed Assistant Professor in Statistics at the University of Notre Dame.