The Bayesian Learning Laboratory (BayesLab) is a research unit of the Bocconi Institute for Data Science and Analytics (BIDSA) that aims to foster and develop modern and innovative research in Bayesian Statistics with emphasis on Machine Learning and Nonparametrics. The Lab comprises a large and active group of researchers, including Faculty, Postdocs and PhD students, whose interests range from theoretical and computational ones to more methodological and applied ones. The Lab is proud to build on and consolidate the world-leading tradition of research in Bayesian Statistics at Bocconi, initiated in the '70s with the pioneering work of Donato Michele Cifarelli and Eugenio Regazzini.
The philosophy of the unit is that maximum long-term impact is best achieved by enhancing research and training in the methodological core of Statistics and Machine Learning, as well as constantly exposing researchers to interactions with a variety of applied domains, including both the social and natural sciences. Research areas of particular focus in the Lab include Bayesian Nonparametrics, Probabilistic Machine Learning, Bayesian Computation and more generally models and algorithms for high-dimensional datasets and complex phenomena.