Marta Catalano

Marta Catalano

PhD student in Statistics at Bocconi University, Milano.

Marta Catalano

I am a final year PhD student in Statistics at Bocconi University, under the supervision of Prof. Antonio Lijoi and Prof. Igor Prünster. I am also member of the Bayes Lab at the Bocconi Institute for Data Science and Analytics (BIDSA) and member of the “de Castro” Statistics Initiative at Collegio Carlo Alberto. I recently joined the Complex Data Modeling Research Network led by MiDas. Previously, I completed my bachelor and master’s degree in Mathematics at University of Rome La Sapienza.
I am interested in using the theory of stochastic and point processes to deal with Bayesian nonparametric models and their applications. In particular, my research is mainly focused on the uses and properties of completely random measures and their transformations.


Research interests

  • Bayesian nonparametrics and its applications to survival analysis;
  • Optimal transport and Wasserstein distances in BNP;
  • Stochastic and point processes with a particular focus on completely random measures.


Education

  • Ph.D. in Statistics at Bocconi University, January 2021 (expected)
  • M.Phil. in Big Data Analytics & Social Mining at Pisa University, 2016
  • M.S. in Mathematics at Sapienza University of Rome, 2015
  • B.S. in Mathematics at Sapienza University of Rome, 2012

A full pdf version of my CV may be found here.


Current projects

  1. Posterior Asymptotics for Hierarchical Mixture Models (Joint work with P. De Blasi, A. Lijoi and I. Prünster, in preparation);
  2. Measuring dependence in the Wasserstein distance for Bayesian nonparametric models (Joint work with A. Lijoi and I. Prünster, submitted);
  3. Approximation of Bayesian models for time-to-event data (Joint work with A. Lijoi and I. Prünster, under revision).


Invited talks

  • ECOSTA 2020 4th International Conference on Econometrics and Statistics (Limassol, Cyprus, August 2020) Cancelled due to COVID-19
  • CMSTATISTICS 2020 13th International Conference of the ERCIM WG on Computational and Methodological Statistics (London, UK, December 2020)
  • ISBA 2020 15th World Meeting of the International Society of Bayesian Analysis (Kunming, China, June 2021).
  • XV CLAPEM 2019 Latin American Congress of Probability and Mathematical Statistics (Mérida, Mexico, December 2019).
  • SIS 2019 Smart Statistics for Smart Applications (Milano, Italy, June 2019).
  • Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare, Italy, June 2019).


Poster presentations

  • O’Bayes 2019 Objective Bayes Methodology Conference (Warwick, UK, June 2019)
  • BNP12 12th International Conference on Bayesian Nonparametrics (Oxford, UK, June 2019)


Teaching Assistant

  • 20179 Data Analysis. Master course at Bocconi University, Autumn 2019.
  • 30401 Mathematics and Statistics. Bachelor course at Bocconi University, Spring 2019.
  • 20179 Data Analysis. Master course at Bocconi University, Autumn 2018.
  • 30401 Mathematics and Statistics. Bachelor course at Bocconi University, Spring 2018.
  • 20179 Data Analysis. Master course at Bocconi University, Autumn 2017.


Contact

marta.catalano@phd.unibocconi.it
Office 3E2FM01
Department of Decision Sciences, Bocconi University
Via Roentgen 1, 20136 Milano, Italy.