Alessia Caponera

Postdoctoral Researcher at École Polytechnique Fédérale de Lausanne

About me

I am Postdoctoral Researcher at École Polytechnique Fédérale de Lausanne, in the research team of Prof. Victor Panaretos.

My research activity revolves around functional time series topics, with a special attention to 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

EPFL

Postdoctoral Associate

2020 - Present

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

I am currently a 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

  • 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

Electronic Journal of Statistics, Bernoulli, Computational Statistics and Data Analysis, Bayesian Analysis, Environmetrics

Positions in academic societies

  • Elected member of the board (2019-2021) of the young group (ySIS) of the Italian Statistical Society
  • Member of the Italian Statistical Society (SIS), Institute of Mathematical Statistics (IMS)

Organization of scientific events

Publications

Articles in refereed journals

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. (2022+). Asymptotics for spherically indexed functional data. Manuscript in preparation.

Caponera, A., Marinucci, D., Vidotto, A. (2022+). Harmonic domain CUSUM tests for time-dependent spherical random fields. Manuscript in preparation.

Refereed conference proceedings and book chapters

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]