Welcome to my web page!
I am Assistant Professor of Statistics (RTD-A, SECS-S/01) at the Department of Statistical Science of the Catholic University of the Sacred Hearth in Milan.
I am also Research Affiliate at Collegio Carlo Alberto (Turin, IT) as part of the "de Castro" Statistics Initiative.
Previously, I have been carrying out research as Scientific Officer - Computational Statistician at the Joint Research Centre of the European Commission, where I was part of the project Epidemics: Dynamics and Control.
I also worked as postdoctoral researcher at the University of Turin supervised by Professor Matteo Ruggiero and obtained my Ph.D. in Statistics at Bocconi University (Milan, IT) in 2021, 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 computational methods for Bayesian inference. More specifically, I am working on:
Bayesian Modelling and Applied Methodology: Dynamic linear models for binary time series, state-space models, Bayesian binary and categorical regression;
Bayesian Nonparametrics: hierarchical and nested processes, dynamic models;
Computational Statistics: Monte Carlo and sequential Monte Carlo methods, Markov chain Monte Carlo sampling, variational inference.
Epidemiology: models for epidemic dynamics, the patient-zero problem.
I have also been a board member of the young section of the Italian Statistical Society (y-SIS) and I am a member of the following statistical groups and societies:
International Society for Bayesian Analysis [ISBA];
Italian Statistical Society [SIS];
BayesLab research unit at Bocconi University;
Complex Data Modeling Research Network by MiDas.
e-mail: augusto.fasano <at> unicatt.it, augusto.fasano <at> carloalberto.org