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SIMONE PADOAN

SIMONE PADOAN
Associate Professor
Department of Decision Sciences

Courses a.y. 2022/2023

20517 QUANTITATIVE METHODS FOR SOCIAL SCIENCES
30457 STATISTICS - MODULE 2 (APPLIED STATISTICS)
40390 STATISTICS FOR EXTREMES

Courses previous a.y.

Biographical note

I am an Associate Professor at the department of Decision Sciences at Bocconi University. My research fellow at the Euro-Mediterranean Center on Climate Change (CMCC - Entro Euro Mediterraneo sui Cambiamenti Climatici). Previously I have been an assistant professor in the Department of Decision Sciences at Bocconi University. I received my PhD in Statistical Science in 2008 from the University of Padua, Italy. From 2008 to 2010 I was a post-doc researcher of statistics at Ecole Polytechnique Fédérale de Lausanne, in Lausanne, Switzerland. Editorial activities: Stochastic Models (since 2019) and Extremes (since 2019).


Research interests

My scientific interests are in statistics and applied probability in general, with special emphasis on extreme-value theory, statistics of extremes, nonparametric statistics, Bayesian statistics, time series, spatial statistics, computational statistics, environmental and climate analysis, financial and economic analysis, data science.


Working papers

Falk M.; Khorrami A.; Padoan S. A. (2018)
Records for some stationary dependent sequences.


Padoan, S. A. and Rizzelli, S. (2022)
Empirical Bayes inference for the block maxima method

Padoan, S. A. and Rizzelli, S. (2022)
Strong convergence of peaks over a threshold


Selected Publications

Padoan, Simone A.; Stupfler, Gilles
Joint inference on extreme expectiles for multivariate heavy-tailed distributions
Bernoulli, 28(2), 1021-1048, 2022

Padoan, Simone A.; Rizzelli, Stefano
Consistency of Bayesian inference for multivariate max-stable distributions
ANNALS OF STATISTICS, 2022

Enkelejd Hashorva; Simone A Padoan; Stefano Rizzelli
Multivariate extremes over a random number of observations
SCANDINAVIAN JOURNAL OF STATISTICS, 2021

Laurent Drouet; Valentina Bosetti; Simone A. Padoan; Lara Aleluia Reis; Christoph Bertram; Francesco Dalla Longa; Jacques Despr('(e))s; Johannes Emmerling; Florian Fosse; Kostas Fragkiadakis; Stefan Frank; Oliver Fricko; Shinichiro Fujimori; Mathijs Harmsen; Volker Krey; Ken Oshiro; Larissa P. Nogueira; Leonidas Paroussos; Franziska Piontek; Keywan Riahi; Pedro R. R. Rochedo; Roberto Schaeffer; Jun'Ya Takakura; Kaj-Ivar Van Der Wijst; Bob Van Der Zwaan; Detlef Van Vuuren; Zoi Vrontisi; Matthias Weitzel; Behnam Zakeri; Massimo Tavoni
Net zero-emission pathways reduce the physical and economic risks of climate change
NATURE CLIMATE CHANGE, 2021

Falk, Micheal; Padoan, Simone A.; Rizzelli, Stefano
Strong convergence of multivariate maxima
JOURNAL OF APPLIED PROBABILITY, 2020

Beranger, Boris; Padoan, Simone A.; Sisson, Scott A.
Estimation and uncertainty quantification for extreme quantile regions
EXTREMES, 2021

Falk, Micheal; Khorrami Chokami, Amir; Padoan, Simone A.
Records for time-dependent stationary Gaussian sequences
JOURNAL OF APPLIED PROBABILITY, 2020

Falk, Michael; Padoan, Simone A.; Wisheckel, Florian
Generalized Pareto copulas: a key to multivariate extremes
JOURNAL OF MULTIVARIATE ANALYSIS, 2019

Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A.
Extremal properties of the univariate extended skew-normal distribution, Part A
STATISTICS & PROBABILITY LETTERS, 2019

Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A.
Extremal properties of the multivariate extended skew-normal distribution, Part B
STATISTICS & PROBABILITY LETTERS, 2019

Michael Falk; Simone A. Padoan; Florian Wischeckel
Conditional tail independence in Archimedean copula models
JOURNAL OF APPLIED PROBABILITY, 2019

Guillou, Armelle; Padoan, Simone; Rizzelli, Stefano
Inference for asymptotically independent samples of extremes
JOURNAL OF MULTIVARIATE ANALYSIS, 2018

Falk, Michael; Khorrami Chokami, Amir; Padoan, Simone
Some results on joint record events
STATISTICS & PROBABILITY LETTERS, 2018

Falk, Michael; Khorrami Chokami, Amir; Padoan, Simone
On multivariate records from random vectors with independent components
JOURNAL OF APPLIED PROBABILITY, 2018

Marcon, Giulia; Naveau, Philippe; Padoan, Simone
A semi-parametric stochastic generator for bivariate extreme events
STAT, 2017

Beranger, Boris; Padoan, Simone; Sisson, Scott A.
Models for extremal dependence derived from skew-symmetric families
SCANDINAVIAN JOURNAL OF STATISTICS, 2017

Marcon, Giulia; Padoan, Simone; Naveau, Philippe; Muliere, Pietro; Segers, Johan
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017

Marcon, Giulia; Padoan, Simone; Antoniano Villalobos, Isadora
Bayesian inference for the extremal dependence
ELECTRONIC JOURNAL OF STATISTICS, 2016

Gaetan, Carlo; Padoan, Simone; Pruenster, Igor
Comment on article by Page and Quintana
BAYESIAN ANALYSIS, 2016

Genton, Marc G.; Padoan, Simone; Sang, Huiyan
Multivariate max-stable spatial processes
BIOMETRIKA, 2015

Beranger, Boris; Padoan, Simone
Extreme dependence models
Extreme value modeling and risk analysis: methods and applications, 2015

Padoan, Simone; Bevilacqua, Moreno
Analysis of random fields using CompRandFld
JOURNAL OF STATISTICAL SOFTWARE, 2015

Padoan, Simone
Extreme dependence models based on event magnitude
JOURNAL OF MULTIVARIATE ANALYSIS, 2013


Padoan, Simone
Max-stable processes
Encyclopedia of environmetrics, 2013

A. C. Davison; Padoan, Simone; M. Ribatet
Statistical Modeling of Spatial Extremes
STATISTICAL SCIENCE, 2012

Matthew P. Wand; John T. Ormerod; Padoan, Simone; Rudolf Fruhrwirth
Mean Field Variational Bayes for Elaborate Distributions
BAYESIAN ANALYSIS, 2011


S. Simoni; Padoan, Simone; D. F. Nadeau; M. Diebold; A. Porporato; G. Barrenetxea; F. Ingelrest; M. Vetterli; M. B. Parlange
Hydrologic response of an alpine watershed: Application of a meteorological wireless sensor network to understand streamflow generation
WATER RESOURCES RESEARCH, 2011

Padoan, Simone
Valori Estremi e Analisi dei Rischi Ambientali
Sis-Magazine - Online Magazine of the Italian Statistics Society (Societa` Italiana di Statistica), 2011

Padoan, Simone; Fasso, Alessandro
Multivariate and spatial extremes for the analysis of air quality data
Spatial data methods for environmental and ecological processes - 2nd edition, 2011

Padoan, Simone; M. Ribatet; S. A. Sisson
Likelihood-Based Inference for Max-Stable Processes
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010

Padoan, Simone; M. P. Wand
Mixed model-based additive models for sample extremes
STATISTICS & PROBABILITY LETTERS, 2008

Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles
Tail risk inference via expectiles in heavy-tailed time series
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022