Marta Catalano

I am an Assistant professor of Statistics at Luiss University in Rome.
Previously, I was a Harrison Early Career Assistant Professor at the University of Warwick. I am also affiliated to the de Castro Statistics Initiative at Collegio Carlo Alberto and to the BayesLab at Bocconi University.
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

• ACM Transactions on Probabilistic Machine Learning journal is now open to submissions
• BNP-ISBA Webinar (Online, 2 May 2024)
• 4th Italian Meeting on Probability and Mathematical Statistics (Rome, Jun 2024)
• International Symposium on Nonparametric Statistics (Braga, Jun 2024)
• ISBA World Meeting (Venice, Jul 2024)
• Interpretable Inference via Principled BNP Approaches in Biomedical Research and Beyond (Singapore, Jul 2024)
• BNP Networking Workshop 2024 (Singapore, Jul 2024)
• Bernoulli-IMS World Congress (Bochum, Aug 2024)
• Workshop on Frontiers of Bayesian Inference and Data Science (Oaxaca, Sep 2024)
• DEMO2024 Workshop on Dependence Modelling (Ischia, Sep 2024)
• COBAL-EBEB 2024 (Belo Horizonte, Dec 2024)

Preprints

1. Hierarchical Integral Probability Metrics:
   A distance on random probability measures with low sample complexity.
   M. Catalano and H. Lavenant (submitted). [arXiv]
   
2. Merging Rate of Opinions via Optimal Transport on Random Measures.
   M. Catalano and H. Lavenant (submitted). [arXiv]
   

Main Publications

1. A Wasserstein Index of Dependence for Random Measures.
   M. Catalano, H. Lavenant, A. Lijoi and I. Prünster (2023).
   Journal of the American Statistical Association, forthcoming.
   [arXiv] [bib] [web]
2. A Unified Approach to Hierarchical Random Measures.
   M. Catalano, C. Del Sole, A. Lijoi, I. Prünster (2023).
   Sankhya A, forthcoming.
   [pdf] [bib] [web]
3. Bayesian Modeling via Discrete Nonparametric Priors.
   M. Catalano, A. Lijoi, I. Prünster and T. Rigon (2023).
   Japanese Journal of Statistics and Data Science, 6, 607–624.
   [pdf] [bib] [web]
4. 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] [bib] [web]
5. 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.
   Winner of the ASA-SBSS 2021 Student Paper Competition.
   [pdf] [bib] [web] [YoungStatS blog]
6. 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] [bib] [web]

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

• Optimal Transport Cargese Workshop (Cargèse, Apr 2024)
• Autumn School in Bayesian Statistics, CIRM (Marseille, Nov 2023)
• ECOSTA 2023 (Tokyo, Aug 2023)
• Workshop Emerging Topics in Applications of Optimal Transport, ETH (Zürich, Jun 2023)
• Workshop Distance-based methods in Machine Learning, UCL (London, Jun 2023)
• Statistics Seminar, Imperial College London (London, May 2023)
• SIAM-IMA Student Chapter Conference, University of Manchester (Manchester, Apr 2023)
• IISA (Bangalore, Dec 2022)
• Statistics Seminars, Collegio Carlo Alberto (Torino, Dec 2022)
• Department of Mathematics, University of York (York, Nov 2022)
• BNP13 (Puerto Varas, Oct 2022)
• Bernoulli Young Researcher Event 2022 (Jul 2022)
• ISBA 2022 (Montreal, Jun 2022)
• SIS2022 (Caserta, Jun 2022)
• Third Italian Meeting on Probability and Mathematical Statistics (Bologna, Jun 2022)
• Workshop on Bayesian nonparametrics, Postech (Pohang, May 2022)
• 100 UMI - 800 UniPD (Padova, May 2022)
• StatML CDT, Imperial College London & University of Oxford (London, May 2022)
• S3AI, JK Universität Linz (May 2022).
• School of Mathematics, University of Edinburgh (Edinburgh, May 2022)
• BNP networking workshop (Nicosia, Apr 2022)
• Department of Economics and Finance, Luiss (Rome, Mar 2022)
• School of Mathematics, Cardiff University (Cardiff, Mar 2022)
• Applied Maths Seminars, University of Warwick (Coventry, Feb 2022)
• BIRS-CMO Workshop (Oaxaca, Nov 2021)
• Algorithms & Computationally Intensive Inference Seminars, University of Warwick (Coventry, Nov 2021)
• JB^3 for Blackwell-Rosenbluth Award (Nov 2021)
• Department of Statistical Sciences, University College London (London, Nov 2021)
• OxWaSP Annual Workshop (Oct 2021)
• JSM (Aug 2021)
• ISBA 2020 (Jun 2021)
• ECOSTA 2021 (Jun 2021)
• Department of Economics, University of Bergamo (May 2021)
• One World YoungStatS webinar (Apr 2021)
• Department of Statistics and Data Science, Cornell University (Feb 2021)
• CMSTATISTICS 2020 (Dec 2020)
• BAYSM:O (Nov 2020)
• Bernoulli-IMS One World Symposium 2020 (Aug 2020)
• XV CLAPEM 2019 (Mérida, Dec 2019).
• SIS 2019 (Milano, Jun 2019).
• Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare, Jun 2019).

Teaching

• Advanced Statistics, Luiss University (AY 2023/2024)
• Machine Learning, Luiss University (AY 2023/2024)
• Dependent nonparametric priors via CRMs, 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

mcatalano@luiss.it
Luiss University, Viale Romania 32, 00197, Roma, Italy.