Dr 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. See my personal webpage for more information.

Research

Research articles:
- R. Caprio, A.M. Johansen. Fast convergence of the Expectation Maximization algorithm under a logarithmic Sobolev inequality. Biometrika, 112(4), 2025. [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]

Thesis:
- R. Caprio. Optimisation on Hybrid Spaces and its Application to Statistical Inference. PhD Thesis, University of Warwick. [link]

Discussions:
- R. Caprio and A.M. Johansen’s contribution to the discussion of “Statistical Exploration of the Manifold Hypothesis” by Whiteley, Gray and Rubin-Delanchy, Journal of the Royal Statistical Society B: Statistical Methodology, to appear.

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
Office: MSB 2.13