Ettore Fincato


Before joining Compass, I graduated from the University of Bologna with a First-Class BSc in Mathematical Statistics, with a final thesis on asymptotic theory and estimation for linear stochastic processes. During my BSc I also worked as data scientist intern for Ammagamma s.r.l., an engineering consultant firm based in Modena. I then obtained a MSc with Distinction in Stochastics and Data Science from the University of Turin, with a final dissertation written at Stockholm University during an Erasmus Exchange and presenting a new regression estimation method for Stable sub-Gaussian distributions, a broad class of heavy-tailed distributions.

I am currently supervised by Prof. Christophe Andrieu and Dr. Mathieu Gerber; my research includes MCMC, Sequential Monte Carlo methods and their intersection. I am also interested in the application of Physics-based methods to the study of Markov Chains.

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