Bio
Gianluca is an Italian PhD student at the University of Bath. He obtained a two-year MSc in Mathematics at the University of Turin (Italy), in parallel with a honour program at the Collegio Carlo Alberto rewarding a MA in Statistics and Applied Mathematics. He started an integrated PhD program at the University of Bath, obtaining a MSc in Statistical Applied Mathematics from the first year, then moving into research. He is currently in the third year of his PhD program. Very active person, he enjoys keeping himself busy and pursuing activities with passion. He loves sports, travelling, food and sticking around with smiling people.
Research interests
Gianluca's research aims to bring together techniques from statistics, numerical analysis and applied mathematics to accelerate Bayesian sampling. In particular, he deals with computationally expensive high-dimensional problems, trying to beat down the cost per iteration and performing algorithms that scale well in high-dimension. Gianluca's interests are very broad: he loves interactions among different research fields, bringing together knowledge and experimenting new ideas. He is always keen on trying out new potential sampling accelerations, or to apply his machinery to other topics. Some keywords of his current research are multilevel methods, MCMC algorithms, transport maps and Bayesian inverse problems.