I am a postdoctoral researcher in statistics at Universitat Pompeu Fabra and Barcelona School of Economics.
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 multivariate time series analysis.
My research interests include: Bayesian inference, change-point detection, computational methods, dependent data, high-dimensional statistics, network regression, time series analysis, time-varying parameter, variable selection, variational approximations.
Download my Curriculum Vitae.
PhD in Statistics, 2023
University of Padova
MSc in Statistical Sciences, 2019
University of Padova
BSc in Statistics for Economics, 2017
University of Padova
Happy to share that this summer I will present my work Approximate Bayesian inference for dynamic variable selection (joint with Mauro Bernardi and Daniele Bianchi) during the Advances in Bayesian Computations session at the 52nd Scientific Meeting of the Italian Statistical Society in Bari!