SONIA PETRONE

Laurea  in Economic and Social Sciences from Università Bocconi. PhD in Statistics, Università di Trento (1989).

She had a qualification (idoneità) as full Professor in 2002. Previously she taught at  Università di Pavia and  Università dell'Insubria. She is a member of the Institute of Mathematical Statistics, the American Statistical Association, the Società Italiana di Statistica. She is member of the Board of Directors of the International Society for Bayesian Analysis. She has conducted research in various universities and research Institutes, including Stanford University, Cornell University, the University of Washington, the Institute for Mathematics and its Applications - University of Minnesota, the  Indian Statistical Institute, the Russian Academy of Science.

She has been in the scientific and organizing committee of several international conferences, including the series of workshops on Bayesian nonparametrics and  Bayesian Inference for Stochastic Processes (BISP).

She obtained the award Indennità di eccellenza nella ricerca, Bocconi University, for 2002 and 2003, and 2008.

Bayesian inference (foundations, methodology, as well as more applied issues). Bayesian nonparametric inference. Mixtures and latent variable models. State space models. Stochastic simulation techniques.

Petrone, S., Guindani, M. and Gelfand, A.E. (2009) "Hybrid Dirichlet mixture models for functional data", Journal Royal Statistical Society, Ser. B, 71, 755-782.
Petris, G., Petrone, S. and Campagnoli, P. (2009) Dynamic linear models with R, Springer, N.Y.  Trippa, L., Bulla, P. and Petrone, S. (2009) "Extended Bernstein prior via reinforced urn processes" (Annals of the Institute of Statistical Mathematics, to appear). Petrone, S. and Veronese, P. (2008) "Feller operators and mixture priors in Bayesian nonparametrics", Statistica Sinica, to appear. N.L.Hjort and Petrone, S. (2007) "Nonparametric quantile inference with Dirichlet processes", in: Advances in Statistical Modeling and Inference. Essays in Honor of Kjell A Doksum,  V. Nair Ed., 463-492.  A.E. Gelfand, M. Guindani and Petrone, S. (2007) "Bayesian nonparametric modelling for spatial data using Dirichlet processes" (with discussion), in:Bayesian Statistics 8, J.M. Bernardo, J.O. Berger, Dawid, A.P. and A.F.M. Smith Eds, Oxford University Press. Petrone, S. (2007) Discussion on "Approximating interval hypothesis: p-values and Bayes factors", by J. Russeau; in: Bayesian Statistics 8, J.M. Bernardo, J.O.Berger, Dawid, A.P. and A.F.M. Smith Eds., Oxford University Press. Petrone, S. (2003) "A predictive point of view  on Bayesian nonparametrics"; in: Highly Structured Stochastic Systems, P. Green, N. Hjort and S. Richardson Eds, Oxford University Press. Petrone, S. and Wasserman, L. (2002) Consistency of Bernstein Polynomial Density Estimators, Journal of the Royal Statistical Society, Ser. B, 64, 79-100; Petrone, S. and Veronese, P. (2002) Non Parametric Mixture Priors Based on an Exponential Random Scheme, Statistical Methods and Applications, 11, 1-20. Campagnoli, P., Muliere,P. and Petrone, S. (2001) Generalized Dynamic Linear Models for Financial Time Series, Applied Stochastic Models in Business and Industry, 17, 27-39; Petrone, S. and Corielli, F. (2005) Dynamic Regression Using Bernstein Polynomials with Application to Estimation of the Term Structure of Interest Rates Studi Statistici 61, IMQ, Università Bocconi;  Petrone, S. (1999) Random Bernstein Polynomials, Scandinavian Journal of Statistics , 26, 373-393; Petrone, S. (1999)  Bayesian Density Estimation Using Bernstein Polynomials, Canadian Journal of Statistics, 27, 105-126; Petrone, S. (1999) Discussion on "Bayesian nonparametric inference for random distributions and related functions", by Walker, S.G., Damien, P., Laud, P.W., Smith, A.F.M., Journal of the Royal  Statistics Society, Ser. B, 61, 522-523. Petrone, S., Roberts, G.O. and Rosenthal, J.S. (1999) A Note on Convergence Rates of Gibbs Sampling for Nonparametric Mixtures, Far East Journal of Theoretical Statistics, 3, 213-225; Petrone, S. and Raftery, A.E. (1997) A Note on the Dirichlet Process Prior in Bayesian Nonparametric Inference with Partial Exchangeability, Statistics and Probability Letters, 36, 69-83. Mira, A. and Petrone, S. (1996) Bayesian Hierarchical Nonparametric Inference for Change-point Problems; in: J.M. Bernardo, J.O. Berger, A.P. Dawid, A.F.M. Smith (eds.), Bayesian Statistics 5, Oxford University Press, 693-703. Muliere, P. and Petrone, S. (1993) A Bayesian predictive approach to sequential searching for  an optimal dose: parametric and nonparametric models, Journal of the  Italian Statistical Society, 3, 349-364. Muliere, P. and Petrone, S. (1992) Generalized Lorenz curve and monotone  dependence orderings, Metron, L, 19-38.