I am a third year PhD student at the Warwick Mathematics and Statistics CDT program, under the supervision of Adam Johansen and Andi Wang. I am mainly interested in the theoretical aspects of Monte Carlo methods.

Research
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 "A calculus for Markov chain Monte Carlo" - University of Warwick, Jan 2024
Talk "A calculus for Markov chain Monte Carlo" - University of Passau, Nov 2023
Poster "A calculus for Markov chain Monte Carlo" - BayesComp 2023, 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