Sebastiano Grazzi

I am broadly interested in computational statistics and Bayesian statistics. My work has primarily involved the design of non-reversible Monte Carlo methods based on piecewise deterministic Markov processes. Specific contributions have been the development of techniques for simulating conditional diffusion processes (diffusion bridges) and applications in Bayesian variable selection, epidemic modeling and computational physics. More recently, I have been interested on parallel computations for Markov chain Monte Carlo algorithms.