Gianluca graduated with an MSc in Mathematics at the University of Turin and with a concurrent MA in Statistics and Applied Mathematics from Collegio Carlo Alberto. His mathematical interests mainly focus on real-world applications of interdisciplinary maths, with a special predilection for stochastic problems. He is particularly enthusiastic about SAMBa, because its effervescent and applied essence perfectly matches what he looks for. In his spare time he enjoys playing harmonica, practicing sport and whatever represents an interesting challenge.

Research project title:
Accelerating Bayesian sampling

Supervisor(s):
Rob Scheichl

Project description:
Gianluca’s research brought together techniques from statistics, numerical analysis and applied mathematics to accelerate Bayesian sampling. In particular, he dealt with computationally expensive high-dimensional problems, trying to beat down the cost per iteration and performing algorithms that scale well in high-dimension. Gianluca developed interactions among different research fields, bringing together knowledge and experimenting with new ideas. He also tried out new potential sampling accelerations. His research involved multilevel methods, MCMC algorithms, transport maps and Bayesian inverse problems.