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Dr Sebastiano Grazzi

I am a Postdoctoral research associate at the Department of Statistics at the University of Warwick, working with Gareth Roberts under the grant CoSInES. Previously, I obtained my PhD in mathematics at Delft Institute of Applied Mathematics.

Research interests

I am broadly interested in computational statistics and Bayesian statistics. My work has primarily involved the design of non-reversible Monte Carlo methods based on piecewise deterministic Markov processes. Specific contributions have been the development of techniques for simulating conditional diffusion processes (diffusion bridges) and applications in Bayesian variable selection, epidemic modelling and computational physics.

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