Giacomo Zanella

About Giacomo Zanella

Giacomo Zanella, With an exceptional h-index of 10 and a recent h-index of 10 (since 2020), a distinguished researcher at Università Commerciale Luigi Bocconi, specializes in the field of Bayesian Statistics, Machine Learning, Applied Probability, Monte Carlo Methods.

His recent articles reflect a diverse array of research interests and contributions to the field:

Robust Approximate Sampling via Stochastic Gradient Barker Dynamics

Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models

Clustering consistency with Dirichlet process mixtures

Complexity of Gibbs samplers through Bayesian asymptotics

Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results

Partially factorized variational inference for high-dimensional mixed models

Scalable Bayesian computation for crossed and nested hierarchical models

Robust leave-one-out cross-validation for high-dimensional Bayesian models

Giacomo Zanella Information

University

Position

___

Citations(all)

448

Citations(since 2020)

426

Cited By

130

hIndex(all)

10

hIndex(since 2020)

10

i10Index(all)

11

i10Index(since 2020)

11

Email

University Profile Page

Università Commerciale Luigi Bocconi

Google Scholar

View Google Scholar Profile

Giacomo Zanella Skills & Research Interests

Bayesian Statistics

Machine Learning

Applied Probability

Monte Carlo Methods

Top articles of Giacomo Zanella

Title

Journal

Author(s)

Publication Date

Robust Approximate Sampling via Stochastic Gradient Barker Dynamics

Lorenzo Mauri

Giacomo Zanella

2024/4/18

Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models

arXiv preprint arXiv:2403.09416

Filippo Ascolani

Gareth O Roberts

Giacomo Zanella

2024/3/14

Clustering consistency with Dirichlet process mixtures

Biometrika

Filippo Ascolani

Antonio Lijoi

Giovanni Rebaudo

Giacomo Zanella

2023/6/1

Complexity of Gibbs samplers through Bayesian asymptotics

arXiv preprint arXiv:2304.06993

Filippo Ascolani

Giacomo Zanella

2023/4/14

Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results

Niccolò Anceschi

Augusto Fasano

Daniele Durante

Giacomo Zanella

2023/4/3

Partially factorized variational inference for high-dimensional mixed models

arXiv preprint arXiv:2312.13148

Max Goplerud

Omiros Papaspiliopoulos

Giacomo Zanella

2023/12/20

Scalable Bayesian computation for crossed and nested hierarchical models

Electronic Journal of Statistics

Omiros Papaspiliopoulos

Timothée Stumpf-Fétizon

Giacomo Zanella

2023

Robust leave-one-out cross-validation for high-dimensional Bayesian models

Journal of the American Statistical Association

Luca Alessandro Silva

Giacomo Zanella

2023/11/8

Improving multiple-try Metropolis with local balancing

Journal of Machine Learning Research

Philippe Gagnon

Florian Maire

Giacomo Zanella

2023

Optimal design of the Barker proposal and other locally balanced Metropolis–Hastings algorithms

Biometrika

Jure Vogrinc

Samuel Livingstone

Giacomo Zanella

2023/9/1

Random partition models for microclustering tasks

Journal of the American Statistical Association

Brenda Betancourt

Giacomo Zanella

Rebecca C Steorts

2022/9/14

The Barker proposal: combining robustness and efficiency in gradient-based MCMC

Journal of the Royal Statistical Society: Series B (Methodological)

Samuel Livingstone

Giacomo Zanella

2022/1/11

Scalable and accurate variational Bayes for high-dimensional binary regression models

Biometrika

Augusto Fasano

Daniele Durante

Giacomo Zanella

2022/12/1

Multilevel linear models, Gibbs samplers and multigrid decompositions

Bayesian Analysis

Giacomo Zanella

Gareth Roberts

2021

A fresh take on ‘Barker dynamics’ for MCMC

Max Hird

Samuel Livingstone

Giacomo Zanella

2020/8/10

Scalable inference for crossed random effects models

Biometrika

Omiros Papaspiliopoulos

Gareth O Roberts

Giacomo Zanella

2020/3/1

See List of Professors in Giacomo Zanella University(Università Commerciale Luigi Bocconi)

Co-Authors

H-index: 17
Daniele Durante

Daniele Durante

Università Commerciale Luigi Bocconi

H-index: 16
Rebecca Steorts

Rebecca Steorts

Duke University

H-index: 16
Jeffrey W Miller

Jeffrey W Miller

Harvard University

H-index: 10
Samuel Livingstone

Samuel Livingstone

University College London

H-index: 7
Brenda Betancourt

Brenda Betancourt

University of Florida

H-index: 6
Augusto Fasano

Augusto Fasano

Università degli Studi di Torino

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