Rocco Caprio

I am ProbAI Postdoctoral Research Fellow in the Department of Statistics at the University of Warwick. I am broadly interested in computational statistics, applied probability, optimization and the mathematics of machine learning.

Research

- R. Caprio, A.M. Johansen. Fast convergence of the Expectation Maximization algorithm under a logarithmic Sobolev inequality. Biometrika, in press. [journal][arxiv]
- R. Caprio, J. Kuntz, S. Power, A.M. Johansen. Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities. Journal of Machine Learning Research, 26(103):1−38, 2025. [journal][arxiv]
- R. Caprio, S. Power, A.Q. Wang. Analysis of Multiple-try Metropolis via Poincaré inequalities. arXiv 2504.18409. [arxiv]
- R. Caprio, A.M. Johansen. A calculus for Markov chain Monte Carlo: studying approximations in algorithms. arXiv 2310.03853. [arxiv]

Talks / Posters

Talk; University of Newcastle Workshop on Non-reversible Sampling, UK, upcoming Sep 2025 (invited)
Talk; Royal Statistical Society 2025 Conference - Edinburgh, UK, upcoming Sep 2025 (invited)
Talk; BayesComp 2025 - Singapore, Jun 2025 (invited)
Talk; Royal Statistical Society & Alan Turing Institute Workshop on Gradient flows, UK, Mar 2025 (invited)
Talk; Algorithms seminar - University of Warwick, Mar 2025
Talk; University of Manchester, UK, Jan 2025 (invited)
Poster; BayesAI - University of Lancaster, UK, Sep 2024
Talk; MCQMC - Waterloo, Canada, Aug 2024
Talk; Young Researchers' Meeting - University of Warwick, May 2024
Talk; Algorithms seminar - University of Warwick, Jan 2024
Talk; University of Passau, Nov 2023 (invited)
Poster; BayesComp 2023 - Levi, Finland, Mar 2023

Teaching

2021/22 (TA) ST230 Mathematical Statistics
2022/23 (TA) ST229 Probability for Mathematical Statistics
2022/23 (TA) ST227 Stochastic Processes

Email: rocco.caprio@warwick.ac.uk