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 PrĂ¼nster.

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:

e-mail: augusto.fasano <at> unito.it

GitHub

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