Welcome to my personal web page!
I am a postdoctoral researcher at the University of Turin, mentored by Professor Matteo Ruggiero. I am also a PhD candidate in Statistics at Bocconi University (Milan, Italy), where in January 2021 I am expected to defend my thesis, written under the supervision of Professors Daniele Durante and Igor Prünster.
My research interests range from Mathematical Statistics to Machine Learning, with a particular focus on Bayesian inference. More specifically, I am working on:
Bayesian Modelling: Dynamic linear models for binary time series, hidden Markov models, Bayesian binary and categorical regression;
Bayesian Nonparametrics: hierarchical and nested processes;
Computational Statistics: Monte Carlo and sequential Monte Carlo methods, Markov chain Monte Carlo sampling, variational inference.
I am a member of the following statistics initiatives:
de Castro" Statistics Initative at Collegio Carlo Alberto;
BayesLab research unit at Bocconi University;
Complex Data Modeling Research Network by MiDas.
e-mail: augusto.fasano <at> unito.it