Courses a.y. 2016/2017
30001 STATISTICA / STATISTICS
40255 MODELS FOR RISK EVALUATION
Simone Padoan is an assistant professor at the Bocconi University of Milan from September 2012
I received my PhD in Statistics in 2008 and my Degree in Statistics in 2004 from the University of Padua.
During my PhD he spent about two years at the school of mathematics and statistics at the University of New South Wales
I have carried out research as: a post-doc at Ecole Poytechnique Fédérale de Lausanne from February 2008 to December 2010, a research fellow at the University of Bergamo from January 2011 to September 2011 and a senior research fellow at theUniversity of Padua from October 2011 to August 2012.
Extreme value theory, spatial data analyses, estimation methods for complex models based on Bayesian and likelihood approaches.
- Genton, M. G., Padoan, S. A. and Huiyan, S. (2014). Multivariate max-stable spatial processes. Biometrika, 102(1), 215–230.
- Padoan, S. A. (2013). Extreme Dependence Models Based on Event Magnitude. Journal of Multivariate Analysis, 122, 1-19.
- Davison, A. C., Padoan, S. A. and Ribatet, M. (2012). Statistical Modelling of Spatial Extremes, with discussion. Statistical Science, 27(2), 161–186.
- Padoan, S. A. (2011). Multivariate Extreme Models Based on Underlying Skew-t and Skew-Normal Distributions. Journal of Multivariate Analysis, 102, 977–991.
- Wand, M. P., Ormerod, J. T., Padoan, S. A. and Fruhrwirth, R. (2011). Mean Field Variational Bayes for Elaborate Distributions. Bayesian Analysis, 6(4), 847–900.
- Padoan, S. A., Ribatet, M. and Sisson, S. A. (2010). Likelihood-Based Inference for Max-Stable Processes.Journal of the American Statistical Association, Theory & Methods, 105, 263–277.