I am a fourth year PhD student at the Warwick Mathematics and Statistics CDT program, under the supervision of Adam Johansen and Andi Wang. 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, arXiv 2407.17949 [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, arXiv 2403.02004 [arxiv]
R. Caprio, A.M. Johansen - A calculus for Markov chain Monte Carlo: studying approximations in algorithms, arXiv 2310.03853 [arxiv]


Talks / Posters
Talk; BayesComp 2025 - Singapore, upcoming Jun 2025 (invited)
Talk; Royal Statistical Society & Alan Turing Institute Workshop on Gradient flows, UK, upcoming Mar 2025 (invited)
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) ST219 Mathematical Statistics B
2022/23 (TA) ST218 Mathematical Statistics A
2022/23 (TA) ST202 Stochastic Processes

Contact: rocco.caprio@warwick.ac.uk