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 the Bocconi Institute for Data Science and Analytics (BIDSA) 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

News

• The Optimal Transport in Statistics reading group at Warwick starts on Oct 6 in hybrid mode. Contact the organisers to join!
• Seminar at the Department of Statistical Sciences, University College London (London, 3 Nov 2021)
• Invited talk at JB^3 for Blackwell-Rosenbluth Award (12 Nov 2021)
• Invited talk at the Algorithms & Computationally Intensive Inference seminars at University of Warwick (19 Nov 2021)
• Invited talk at BIRS-CMO Workshop (Oaxaca, Nov 2021)
• Seminar at the School of Mathematics, Cardiff University (24 Mar 2022)
• Invited talk at ISBA 2022 (Montreal, Jun 2022)

Preprints

1. A Wasserstein index of dependence for random measures.
   M. Catalano, H. Lavenant, A. Lijoi and I. Prünster (submitted, pdf).
2. Posterior asymptotics for boosted hierarchical Dirichlet process mixtures.
   M. Catalano, P. De Blasi, A. Lijoi and I. Prünster (under revision).

Publications

1. Measuring dependence in the Wasserstein distance for Bayesian nonparametric models.
   M. Catalano, A. Lijoi and I. Prünster (2021).
   The Annals of Statistics, forthcoming (pdf).
   Winner of the ASA-SBSS 2021 Student Paper Competition
2. Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics.
   M. Catalano, A. Lijoi and I. Prünster (2020).
   Special Volume of the XV CLAPEM, Birkhäuser, forthcoming.
3. 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).
4. 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

• j-ISBA Blackwell-Rosenbluth Award (2021)
• IMS New Researcher Travel Award (2021)
• ASA-SBSS Student Paper Competition (2021)

Presentations & Posters

• 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 session at WiML Workshop co-located with NeurIPS (Dec 2020)
• Invited talk at BAYSM:O (Nov 2020)
• Contributed talk at Bernoulli-IMS One World Symposium 2020 (Aug 2020)
• Invited talk at XV CLAPEM 2019 (Mérida, Dec 2019).
• Poster session at O’Bayes 2019 (Warwick, Jun 2019)
• Poster session 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

• Bayesian Forecasting and Intervention at University of Warwick (AY 2021/2022)
• Numerical and Statistical Methods for Finance at University of Torino (TA, AY 2020/2021)
• Data Analysis at Bocconi University (TA, AY 2020/2021, 2019/2020, 2018/2019, 2017/2018)
• Mathematics and Statistics at Bocconi University (TA, AY 2018/2019, 2017/2018)

Contact

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