R. Fontana: Industrial statistics (design and analysis of physical and computer experiments, robust design, Voice of the Customer). Business intelligence (tourism sector). Algebraic statistics (Design Of Experiments).
M. Gasparini: Statistics for clinical trials. Bayesian methods in optimal dose finding. Statistics for gene expression and population genetics. Bayesian nonparametrics. Risk and reliability applications in engineering.
F. Pellerey: Stochastic orders and stochastic dominances: properties, mutual relationships and applications in reliability, insurance and economics. Non-parametric lifetime distributions and aging notions: properties and applications in reliability. Multivariate positive dependence orders and notions: properties and applications in insurance.
G. Pistone : Stochastic analysis, mainly Hilbert-valued martingales and Stochastic PDE, is not currently an area of active research, but casual incursions reference could be caused by problems in Mathematical Statistics, Mathematical Finance, and Mathematical Models. Information geometry of non-parametric exponential families is an active and promising research area, in particular in the direction of approximation of statistical models. Algebraic statistics is the most active research area, both in the direction of toric model (i.e. exponential lattice models) and in the area of Design of Experiments. Also, a wide range of applications of statistics to industrial problems is considered.
M. Santacroce: Mathematical Finance, mainly pricing of financial derivatives in incomplete markets. In such a framework, the set of martingale measures solving the problem is not a singleton and and the pricing measures depends on a utility function to optimize. Solutions are studied both by considering the original problem or, via comvex duality, by deriving a semimartingale backward stochastic differential equation BSDE.
P. Siri: Stochastic homogenization. Interacting particles systems. Random walks in random environments. Large deviations for densities. Stochastic models for Biology. Stochastic algorithms for fractal images compression.
B. Trivellato: Insider Trading in continuous time. Shortfall Risk Minimization in discrete markets. Stochastic Control and applications to Economics and Finance. Pricing under stochastic volatility.
G. Vicario: Reliability and Design of Experiment. Currently her active research areas are: Analysis and Design of Experiments, Statistical Process Control, Computer vs Physical Experiments, Simultaneous Parameter and Tolerance Design, Customer Satisfaction, Voice of the Customer, Quality Function Deployment. In those research areas there are active collaborations with IVECO and ENBIS. Reliability. Design of experiment. Statistical quality control. Computer experiments. Simultaneous parameter and tolerance design.
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