Since 2001, I have had the courtesy appointment of “professor in residence” in the Department of Statistics at Carnegie Mellon University, which means I spend six months during each academic year doing collaborative research work with the CMU research community. The rest of the time I am a professor of statistics at the University of Rome. I have spent most of my life in Rome, working in the Deparment of Statistical Sciences. First as a student, then as a postdoc, as assistant and associate professor, and eventually as full professor. In addition, I did my Master Degree at the University College in London and my Ph.D at Carnegie Mellon University.
Many high dimensional datasets present interesting, hidden low-dimensional structures. Clusters, filaments, hyperplanes, and more complex structures are examples of low dimensional systems that need to be identified and estimated. This will help in clustering, dimension reduction, and visualization. My various research interests include Bayesian experimental design; Monte Carlo Marcov Chains simulations; hypothesis testing procedures with the Bayes factor; nonparametric inference, both Bayesian and frequentist; experimetal design for medical and engineering applications; multiple testing theory (FDR); clusters and filaments identification for complex data sets from random fields; manifolds theory and estimation; rate of convergence of manifold estimators; and identification of minimax rate of convergence.