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Dr Francesca Romana Crucinio

I am a Post-Doctoral Research Assistant working within the CoSInES project with Gareth Roberts and Adam Johansen.

My recent work focusses on interacting particle methods and sequential Monte Carlo, with applications in applied maths and engineering.

I did my PhD in Warwick, under the supervision of Adam Johansen and Arnaud DoucetLink opens in a new window (more details on my student webpageLink opens in a new window).

Publications & Pre-prints

F. R. Crucinio, V. De Bortoli, A. Doucet, A. M. Johansen. Solving Fredholm Integral equations of the first kind via Wasserstein Gradient Flows. arXiv pre-print 2209.09936

J. Kuntz, F. R. Crucinio, A. M. Johansen. Divide-and-conquer Sequential Monte Carlo: Properties and limit theorems. arXiv pre-print 2110.15782

J. Kuntz, F. R. Crucinio, A. M. Johansen. Product-form estimators: exploiting independence to scale up Monte Carlo. Statistics and Computing, In press, 2021 [arxiv][journal]

Crucinio F.R., Doucet A., Johansen, A.M. A Particle Method for Solving Fredholm Equations of the First Kind. Journal of the American Statistical Association, In press, 2021 [arxiv][journal]

Fontana R., Crucinio F. R. Orbit-based conditional tests. A link between permutations and Markov bases. Journal of Statistical Planning and Inference 205:(23-33), 2020. [.pdf]

Other

Crucinio F. R. Microthesis: A Novel Algorithm for Solving Fredholm Integral Equations, LMS Newsletter (493), 2021. link

Crucinio F. R. Some Interacting Particle Methods with Non-Standard Interactions, PhD thesis, 2021. link

Upcoming Talks

  • Optimal scaling of proximal MCMC, Algorithms & Computationally Intensive Inference seminar, 7th October 2022, University of Warwick, UK

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Email: francesca.crucinio at warwick.ac.uk

Office: MSB 3.13