Courses a.y. 2016/2017
40008 TIME SERIES ANALYSIS
40140 BAYESIAN STATISTICAL THEORY II
40331 BAYESIAN METHODS FOR COMPLEX DATA
Laurea cum laude in Economic and Social Sciences from Università Bocconi. PhD in Statistics, Università di Trento (1989).
Sonia Petrone is Full Professor of Statistics at Bocconi University, Milano, and Director of the PhD in Statistics at Bocconi.
Member of Evaluation Committee for Human Resources (2013-2016), Bocconi Univ. Member of University Research Council (2012), Bocconi. Vice-director and curricula director, PhD in Statistics, Bocconi Univ. (2004-2011). Previously at University of Insubria (1998-2001) and University of Pavia (1991-1998). She has conducted research in several universities and research institutions abroad, including Stanford University, Cornell University, University of Washington, Duke University, Institute for Mathematics and its Applications-University of Minnesota, Indian Statistical Institute,Russian Academy of Science, Pontificia Universidad Catòlica de Chile.
Professional and editorial service.
Co-Editor, Bayesian Analysis, 2010-2014. Associate Editor, Statistical Science, 2014-2016.
President Elect (2013), President (2014), Past President (2015) of the International Society for Bayesian Analysis.
Institute of Mathematical Statistics (IMS): Elected member of the IMS Council, 2011-2014. Member (01/2011-09/2012) and Chair (10/2012-07/2014), IMS Committee on Travel Awards.
International Society for Bayesian Analysis (ISBA): Member of ISBA Board of Directors (2002-2004 and 2008-2010). Constitution and Bylaws Committee member (2012-2017); Chair (2015) and member (2009) of de Groot Prize Committee; Chair (2012) and member (2010) of Savage Award Committee.
Project evaluator and referee: National Science Foundation (USA); Netherlands Organization for Scientific Research (NWO); Conicyt (Chile); Milano Univ.; Padova Univ.
Member of the scientific and organizing committee of numerous international scientific meetings and research programs, including the series of workshops on "Bayesian Nonparametrics" (BNP) and "Bayesian Inference for Stochastic Processes" (BISP).
Prize for Excellence in Research, Bocconi University (2002, 2003 and 2009-2010; 2011-2012; 2013-2014; 2015-2016). Lindley Prize 2010, with S. Wade and S. Mongelluzzo.
Bayesian Statistics -- foundations, methods, applications. Bayesian nonparametrics. Mixtures and latent variable models. Methods and models for prediction. State space models.