Alessia Caponera

Assistant Professor of Statistics at LUISS Guido Carli

About me

I am currently Assistant Professor of Statistics at the Department of Economics and Finance (DEF), LUISS Guido Carli.

My research activity focuses on the multiple intersections of functional data analysis, time series analysis, and spherical random fields. I also appreciate teaching Statistics and any form of knowledge sharing.

My complete curriculum vitae is available at this link. For more information about myself, you can also visit my ResearchGate and Google Scholar profiles.

Download curriculum vitae

Academic positions

LUISS Guido Carli

Tenure Track Assistant Professor

2024 - Present

Department of Economics and Finance (DEF) - Viale Romania 32, 00197 Rome, Italy

I am currently a Tenure Track Assistant Professor (RTT, SECS-S/01) at LUISS Guido Carli.

University of Milano-Bicocca

Assistant Professor

2023 - 2024

Department of Economics, Management and Statistics (DEMS) - Via Bicocca degli Arcimboldi 8, 20126 Milan, Italy

I have been Assistant Professor (RTD-A, SECS-S/01) at University of Milano-Bicocca.

EPFL

Postdoctoral Associate

2020 - 2023

EPFL SB MATH SMAT - Station 8, 1015 Lausanne, Switzerland

I have been Postdoctoral Associate at École Polytechnique Fédérale de Lausanne, in the Chair of Mathematical Statistics held by Prof. Victor Panaretos.

University of Rome Tor Vergata

Research Associate

2019 - 2020

Department of Mathematics - Via della Ricerca Scientifica 1, 00133 Rome, Italy

I have been Research Associate at University of Rome Tor Vergata, in the research team of Prof. Domenico Marinucci.

Education

Sapienza University of Rome

Ph.D. in Methodological Statistics

2016 - 2020

Department of Statistical Sciences - Piazzale Aldo Moro 5, 00185 Rome, Italy

I have been awarded a merit based 3-year fellowship. I worked under the joint supervision of Prof. Domenico Marinucci and Prof. Pierpaolo Brutti. Thesis title: Statistical inference for spherical functional autoregressions.

Paris Dauphine University

Master Mathématiques, Informatique, Décision et Organisation

2015 - 2016

Place du Maréchal de Lattre de Tassigny, 75016 Paris, France

Final mark: très bien. Advisor: Prof. Christian P. Robert. Thesis title: Evidence estimation of state space models: Sequential Monte Carlo^2 and Chib’s method.

Sapienza University of Rome

M.Sc. in Statistics and Decisions (double degree program)

2014 - 2016

Department of Statistical Sciences - Piazzale Aldo Moro 5, 00185 Rome, Italy

Final mark: 110/110 cum laude. Advisor: Prof. Pierpaolo Brutti. Thesis title: Adaptive smoothing splines with application to seismic data.

Sapienza University of Rome

B.Sc. in Statistics, Economics and Society

2011 - 2014

Department of Statistical Sciences - Piazzale Aldo Moro 5, 00185 Rome, Italy

Final mark: 110/110 cum laude. Advisor: Prof. Luca Tardella. Thesis title: Distribuzione di Dirichlet e applicazioni.

Awards

Academic awards

  • Bicocca Young Talents Award 2023 (University of Milano-Bicocca and Accademia Nazionale dei Lincei)
  • IMS New Researcher Travel Award to attend the 2022 IMS Annual Meeting (800USD)
  • ISBA Travel Award to attend the 2018 ISBA World Meeting (250USD)

Service to profession

Referee service

In alphabetical order: Annals of Statistics, Bayesian Analysis, Bernoulli, Computational Statistics and Data Analysis, Electronic Journal of Statistics, Environmetrics

Positions in academic societies

  • Editor of Bernoulli Society Bulletin e-Briefs (since July 2023)
  • Member of the editorial board of YoungStatS (since November 2022)
  • Elected member of the board of Young SIS (2019-2021)
  • Member of the Italian Statistical Society (SIS), Institute of Mathematical Statistics (IMS), Bernoully Society

Organization of scientific events

Publications

Articles in refereed journals

Caponera, A. (2024). Asymptotics for isotropic Hilbert-valued spherical random fields. Bernoulli, vol. 30, no. 3, pp. 1723–1745. [DOI:10.3150/23-BEJ1650]

Caponera, A., Fageot, J., Simeoni, M., Panaretos, V.M. (2022). Functional estimation of anisotropic covariance and autocovariance operators on the sphere. Electronic Journal of Statistics, vol. 16, no. 2, pp. 5080–5148. [DOI:10.1214/22-EJS2064] [GitHub Repository]

Caponera, A., Panaretos, V.M. (2022). On the rate of convergence for the autocorrelation operator in functional autoregression. Statistics & Probability Letters, vol. 189, p. 109575. [DOI:10.1016/j.spl.2022.109575]

Caponera, A., Durastanti, C. (2022). Parametric estimation for functional autoregressive processes on the sphere. Theory of Probability and Mathematical Statistics, vol. 106, pp. 63–83. [DOI:10.1090/tpms/1165]

Caponera, A. (2021). SPHARMA approximations for stationary time series on the sphere. Statistical Inference for Stochastic Processes, vol. 24, pp. 609–634. [DOI:10.1007/s11203-021-09244-6]

Caponera, A., Durastanti, C., Vidotto, A. (2021). LASSO estimation for spherical autoregressive processes. Stochastic Processes and their Applications, vol. 137, pp. 167–199. [DOI:10.1016/j.spa.2021.03.009]

Caponera, A., Marinucci, D. (2021). Asymptotics for spherical functional autoregressions. Annals of Statistics, vol. 49, no. 1, pp. 346–369. [DOI:10.1214/20-AOS1959]

Manuscripts under review and in preparation

Caponera, A., Marinucci, D., Vidotto, A. (2024+). Multiscale CUSUM tests for time-dependent spherical random fields. Manuscript submitted for publication. [arXiv]

Caponera, A., Rossi, M., Ruiz-Medina, M.D. (2024+). Sojourn functionals of time-dependent χ2-random fields on two-point homogeneous spaces. Manuscript submitted for publication. [arXiv]

Refereed conference proceedings and book chapters

Stöcker, A., Caponera, A. (2024+). Functional autoregressive processes on a spherical domain for global aircraft-based atmospheric measurements. To appear in: Book of Short Papers SDS 2024.

Caponera, A. (2024+). On the estimation of anisotropic covariance functions on compact two-point homogeneous spaces. To appear in: Book of Short Papers EYSM 2023.

Spoto, F., Caponera, A., Brutti, P. (2022). Universal change point testing for dependent data. In: Book of Short Papers SIS 2022. ISBN 9788891932310. [Link]

Spoto, F., Caponera, A., Brutti, P. (2021). Spherical autoregressive change-point detection with applications. In: Book of Short Papers SIS 2021. ISBN: 9788891927361. [Link]

Caponera, A., Denti, F., Rigon, T., Sottosanti, A., Gelfand, A. (2018). Hierarchical Spatio-Temporal Modeling of Resting State fMRI Data. In: Studies in Neural Data Science (Canale, A., Durante, D., Paci, L., Scarpa, B., editors). [Link] [GitHub Repository]

Caponera, A., Werner, M. J. (2018). How robust is the skill score of probabilistic earthquake forecasts?. In: Book of Short Papers SIS 2018. ISBN: 9788891910233. [Link]