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.
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
- Organizer of the session Statistical inference in infinite-dimensional spaces at 4th Italian Meeting on Probability and Mathematical Statistics
- Organizer of the session Functional data analysis in action at SDS 2024
- Member of the scientific committee of EcoSta 2023 and organizer of the session To stationarity and beyond: statistical inference for nonstationary data structures
- Organizer of the session Probabilistic and statistical properties of sphere-cross-time random fields at 3rd Italian Meeting on Probability and Mathematical Statistics
- Organizer of the session On the second-order dynamics of intricate functional data at EcoSta 2022
- Organizer of the y-SIS session y-SIS: From methodology to applications at CMStatistics 2019
- Member of the scientific committee of the 50th Scientific Meeting of the Italian Statistical Society (SIS2020)
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]