SIMONE PADOAN

SIMONE PADOAN
Assistant Professor
Department of Decision Sciences

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Courses a.y. 2016/2017

20517 QUANTITATIVE METHODS FOR SOCIAL SCIENCES
30001 STATISTICA / STATISTICS
40255 MODELS FOR RISK EVALUATION


Biographical note

Simone Padoan is an assistant professor at the Bocconi University of Milan from September 2012


Academic CV

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.


Research areas

Extreme value theory, spatial data analyses, estimation methods for complex models based on Bayesian and likelihood approaches.


Selected publications

  1. Genton, M. G., Padoan, S. A. and Huiyan, S. (2014). Multivariate max-stable spatial processes. Biometrika102(1), 215–230.
  2. Padoan, S. A. (2013). Extreme Dependence Models Based on Event Magnitude. Journal of Multivariate Analysis122, 1-19.
  3. Davison, A. C., Padoan, S. A. and Ribatet, M. (2012). Statistical Modelling of Spatial Extremes, with discussion. Statistical Science27(2), 161–186.
  4. Padoan, S. A. (2011). Multivariate Extreme Models Based on Underlying Skew-t and Skew-Normal Distributions. Journal of Multivariate Analysis102, 977–991.
  5. 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.
  6. Padoan, S. A., Ribatet, M. and Sisson, S. A. (2010). Likelihood-Based Inference for Max-Stable Processes.Journal of the American Statistical Association, Theory & Methods105, 263–277.