Nicolas Bianco

Nicolas Bianco

Researcher in Statistics and Data Science

Karlsruhe Institute of Technology - KIT

Scientific Computing Center - SCC

About me

I am a postdoctoral researcher in statistics and data science within the Methods for Big Data research group at the Scientific Computing Center (SCC) of the Karlsruhe Institute of Technology (KIT).

I am interested in Bayesian statistics for the analysis of high-dimensional data, focusing on both theoretical and computational aspects, as well as experiencing interesting applications. My current work focuses on approximate Bayesian inference for variable selection and change-point detection in complex settings.

My research interests include: Bayesian inference, change-point detection, computational methods, dependent data, high-dimensional statistics, network regression, spatial statistics, time series analysis, time-varying parameter, variable selection, variational approximations.

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Education
  • PhD in Statistics, 2023

    University of Padova

  • MSc in Statistical Sciences, 2019

    University of Padova

  • BSc in Statistics for Economics, 2017

    University of Padova

Publications

(2024). Variational inference for large Bayesian vector autoregressions. In Journal of Business and Economic Statistics, 42(3),1066–1082.

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(2024). Dynamic variable selection in high-dimensional predictive regressions. In arXiv.

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(2023). Smoothing volatility targeting. In arXiv.

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(2022). A comprehensive study on the Bayesian modelling of extreme rainfall. A case study from Pakistan. In International Journal of Climatology, 42(1), 208-224.

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Ongoing projects

(2024). Computationally efficient segmentation for complex time series. In preparation.

(2023). Dynamic quantiles graphical models. In preparation.

(2023). Improving Bayesian semi-parametric regression via increasing shrinkage priors. In preparation.

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