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Posts by Collection
portfolio
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publications
Approximate filtering via discrete dual processes
Published in Stochastic Processes and their Applications, 2024
This paper gives an extensive analysis of approximate (and exact) filtering strategies, when the dual process is a Markov chain on a discrete state space.
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Conjugate gradient methods for high-dimensional GLMMs
Published in ArXiv, 2024
This paper studies the spectrum of the complex sparse high-dimensional matrices arising from mixed models, and relates it to the convergence rate of conjugate gradient.
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talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Statistics (Fall 2022)
Undergraduate course, Bocconi University, 2022
TA for the classes BIEF21 and BIEF22.
Mathematics (Fall 2023)
Undergraduate course, Bocconi University, 2023
TA for the classes CLEACC11 and CLEACC12.
Statistics (Fall 2023)
Undergraduate course, Bocconi University, 2023
TA for the classes CLEAM07 and CLEAM08.