Marta Catalano

I am a Harrison Early Career Assistant Professor in the Department of Statistics at the University of Warwick.
Previously, I was a postdoc at the University of Torino with Pierpaolo De Blasi. I obtained my PhD in Statistics at Bocconi University, under the supervision of Antonio Lijoi and Igor Prünster.
I am also member of the “de Castro” Statistics Initiative at Collegio Carlo Alberto, of the BayesLab at Bocconi University and of the MIDAS Complex Data Modeling Research Network.
A full version of my CV may be found here.

Research Interests

• Bayesian nonparametrics
• Statistical optimal transport and Wasserstein distances
• Stochastic processes and random measures

Upcoming Events

• Seminar at the Statistics Seminar, Imperial College London (London, 26 May 2023)
• Invited talk, Workshop Emerging Topics in Applications of Optimal Transport at ETH (Zürich, Jun 2023)
• Scientific committee member, Workshop Approximation Methods in Bayesian Analysis at CIRM (Marseille, Jun 2023)

Preprints

1. Impact of the prior in Bayesian nonparametrics via optimal transport on random measures.
   M. Catalano and H. Lavenant (submitted).
   
2. A Wasserstein index of dependence for random measures.
   M. Catalano, H. Lavenant, A. Lijoi and I. Prünster (under revision, pdf).

Publications

1. Posterior asymptotics for boosted hierarchical Dirichlet process mixtures.
   M. Catalano, P. De Blasi, A. Lijoi and I. Prünster (2022).
   Journal of Machine Learning Research, 23(80), 1−23 (pdf).
2. Wasserstein distance and applications to Bayesian nonparametrics.
   M. Catalano, H. Lavenant, A. Lijoi and I. Prünster (2022).
   Book of Short Papers of the Italian Statistical Society, Pearson (pdf).
3. Measuring dependence in the Wasserstein distance for Bayesian nonparametric models.
   M. Catalano, A. Lijoi and I. Prünster (2021).
   The Annals of Statistics, 49 (5), 2916-2947 (pdf, YoungStatS blog).
   Winner of the ASA-SBSS 2021 Student Paper Competition
4. Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics.
   M. Catalano, A. Lijoi and I. Prünster (2021).
   In Advances in Probability and Mathematical Statistics, Springer, 59-70. (link).
5. Approximation of Bayesian models for time-to-event data.
   M. Catalano, A. Lijoi and I. Prünster (2020).
   Electronic Journal of Statistics, 14, 3366-3395 (pdf).
6. Bayesian model comparison based on Wasserstein distances.
   M. Catalano, A. Lijoi and I. Prünster (2019).
   Book of Short Papers of the Italian Statistical Society, Pearson (pdf).

Awards

• Faculty of Science, Engineering and Medicine Postdoctoral Prize, University of Warwick (2022)
• Finalist, Savage Award 2021 ‘Theory and Methods’ (2022)
• j-ISBA Blackwell-Rosenbluth Award (2021)
• IMS New Researcher Travel Award (2021)
• ASA-SBSS Student Paper Competition (2021)

Presentations

• Invited talk at IISA (Bangalore, Dec 2022)
• Seminar at the Statistics Seminars, Collegio Carlo Alberto (Torino, Dec 2022)
• Seminar at the department of Mathematics, University of York (York, Nov 2022)
• Invited talk at BNP13 (Puerto Varas, Oct 2022)
• Invited talk at Bernoulli Young Researcher Event 2022 (Jul 2022)
• Invited talk at ISBA 2022 (Montreal, Jun 2022)
• Talk at SIS2022 (Caserta, Jun 2022)
• Invited talk at the Third Italian Meeting on Probability and Mathematical Statistics (Bologna, Jun 2022)
• Invited talk at the Workshop on Bayesian nonparametrics, Postech (Pohang, May 2022)
• Talk at 100 UMI - 800 UniPD (Padova, May 2022)
• Seminar at the StatML CDT, Imperial College London & University of Oxford (London, May 2022)
• Seminar at S3AI, JK Universität Linz (May 2022).
• Seminar at the School of Mathematics, University of Edinburgh (Edinburgh, May 2022)
• Invited talk at BNP networking workshop (Nicosia, Apr 2022)
• Seminar at the Department of Economics and Finance, Luiss (Rome, Mar 2022)
• Seminar at the School of Mathematics, Cardiff University (Cardiff, Mar 2022)
• Seminar at the Applied Maths Seminars, University of Warwick (Coventry, Feb 2022)
• Invited talk at BIRS-CMO Workshop (Oaxaca, Nov 2021)
• Seminar at the Algorithms & Computationally Intensive Inference Seminars, University of Warwick (Coventry, Nov 2021)
• Invited talk at JB^3 for Blackwell-Rosenbluth Award (Nov 2021)
• Seminar at the Department of Statistical Sciences, University College London (London, Nov 2021)
• Invited talk at OxWaSP Annual Workshop (Oct 2021)
• Invited talk at JSM (Aug 2021)
• Invited talk at ISBA 2020 (Jun 2021)
• Invited talk at ECOSTA 2021 (Jun 2021)
• Seminar at the Department of Economics, University of Bergamo (May 2021)
• Invited talk at the One World YoungStatS webinar (Apr 2021)
• Seminar at the Department of Statistics and Data Science, Cornell University (Feb 2021)
• Invited talk at CMSTATISTICS 2020 (Dec 2020)
• Poster at WiML Workshop co-located with NeurIPS (Dec 2020)
• Invited talk at BAYSM:O (Nov 2020)
• Talk at Bernoulli-IMS One World Symposium 2020 (Aug 2020)
• Invited talk at XV CLAPEM 2019 (Mérida, Dec 2019).
• Poster at O’Bayes 2019 (Warwick, Jun 2019)
• Poster at BNP12 (Oxford, Jun 2019)
• Invited talk at SIS 2019 (Milano, Jun 2019).
• Invited talk at Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare, Jun 2019).

Teaching

• Dependent nonparametric priors via completely random measures, University of Torino (Short course, 2022)
• Bayesian Forecasting and Intervention, University of Warwick (AY 2021/2022, 2022/2023)
• Numerical and Statistical Methods for Finance, University of Torino (TA, AY 2020/2021)
• Data Analysis, Bocconi University (TA, AY 2020/2021, 2019/2020, 2018/2019, 2017/2018)
• Mathematics and Statistics, Bocconi University (TA, AY 2018/2019, 2017/2018)

Contact

marta.catalano@warwick.ac.uk
Department of Statistics, University of Warwick, CV4 7AL Coventry UK