About Me
I am a PhD student in the Statistics (STAT) group at the University of Twente since 2019, but I have started my PhD career at Leiden Unversity in 2017. My research focuses on non-parametric regression problems, mostly from a Bayesian point of view.
Expertise
Mathematics
# Contraction
# Partial Information
# Regression Function
# Simultaneous Inference
# Sparsity
# Square Root
# Standard Deviation
# Variance Estimation
Publications
Recent
Finocchio, G. (2021).
Two perspectives on high-dimensional estimation problems: posterior contraction and median-of-means. University of Twente.
https://doi.org/10.3990/1.9789036552356
Finocchio, G.
, & Schmidt-Hieber, A. J. (2021).
Posterior contraction for deep Gaussian process priors.
https://arxiv.org/abs/2105.07410
Finocchio, G.
, Derumigny, A.
, & Proksch, K. (2021).
Robust-to-outliers square-root LASSO, simultaneous inference with a MOM approach. arXiv.org.
Finocchio, G.
, & Schmidt-Hieber, J. (2020).
Bayesian variance estimation in the Gaussian sequence model with partial information on the means.
Electronic Journal of Statistics,
14(1), 239-271.
https://doi.org/10.1214/19-EJS1671
Babic, A., Bansal, H.
, Finocchio, G., Golak, J., Peletier, M., Portegies, J.
, Stegehuis, C., Tyagi, A., Vincze, R., & Yoo, W. W. (2018).
SciSports: Learning football kinematics through two-dimensional tracking data.
https://arxiv.org/abs/1808.04550
Contact Details
Visiting Address
University of Twente
Drienerlolaan 5
7522 NB Enschede
The Netherlands
Mailing Address
University of Twente
P.O. Box 217
7500 AE Enschede
The Netherlands