Sonia Petrone is an Italian mathematical statistician, known for her work in Bayesian statistics, including use of Bernstein polynomials for nonparametric methods in Bayesian statistics. With Patrizia Campagnoli and Giovanni Petris she is the author of the book Dynamic Linear Models with R (Springer, 2009).
Education and career
Petrone earned a laurea in economic and social sciences from Bocconi University. She completed her Ph.D. in 1989 at the University of Trento. After working at the University of Pavia from 1991 to 1998, and at the University of Insubria from 1998 to 2001, she became a full professor of statistics at Bocconi University.
Petrone was the president of the International Society for Bayesian Analysis for the 2014 term. She was a co-editor of the journal Bayesian Analysis (2010–2014) and the editor of the journal Statistical Science for 2020–2022.
Recognition
With Sara Wade and Silvia Mongelluzzo, Petrone won the Lindley Prize of the International Society for Bayesian Analysis in 2010. She was a Medallion Lecturer of the Institute of Mathematical Statistics for 2018. She is also a Fellow of the International Society for Bayesian Analysis, and an Elected Member of the International Statistical Institute. She was named to the 2022 class of Fellows of the Institute of Mathematical Statistics, for "significant and impacting contributions to the foundations of Bayesian statistics and Bayesian nonparametric inference and prediction, as well as long-standing professional service and dedicated mentoring throughout her career".
Selected publications
Articles
RBP. | Petrone, Sonia (1999), "Random Bernstein polynomials", Scandinavian Journal of Statistics, 26 (3): 373–393, doi:10.1111/1467-9469.00155, MR 1712051, S2CID 122387975 |
BDE. | Petrone, Sonia (1999), "Bayesian density estimation using Bernstein polynomials", The Canadian Journal of Statistics, 27 (1): 105–126, doi:10.2307/3315494, JSTOR 3315494, MR 1703623, S2CID 122104079 |
CPP. | Petrone, Sonia; Wasserman, Larry (2002), "Consistency of Bernstein polynomial posteriors", Journal of the Royal Statistical Society, 64 (1): 79–100, doi:10.1111/1467-9868.00326, MR 1881846 |
Book
DLM. | Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia (2009), Dynamic Linear Models with R, Use R!, New York: Springer, p. xiv+251, doi:10.1007/b135794, ISBN 978-0-387-77237-0, MR 2730074 |
References
- Sonia Petrone, Bocconi University, retrieved 2018-02-26
- Past Officers, Board Members, and Appointments, International Society for Bayesian Analysis, retrieved 2018-02-26
- Statistical Science, Institute of Mathematical Statistics, retrieved 2021-07-08
- Lindley Prize, International Society for Bayesian Analysis, retrieved 2018-02-26
- "Medallion Lectures", Honored Special Lecturers Recipient List, Institute of Mathematical Statistics, retrieved 2021-07-08
- ISBA Fellows, International Society for Bayesian Analysis, retrieved 2018-02-26
- Individual members, International Statistical Institute, retrieved 2021-07-08
- 2022 IMS Fellows Announced, Institute of Mathematical Statistics, April 22, 2022, retrieved 2022-05-08
- Reviews of Dynamic Linear Models with R:
- O'Brien, Carl M. (April 2010), International Statistical Review, 78 (1): 157, doi:10.1111/j.1751-5823.2010.00109_26.x, JSTOR 27919824
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: CS1 maint: untitled periodical (link) - Niemi, Jarad B. (August 2010), The American Statistician, 64 (3): 268, doi:10.1198/tast.2010.br643, JSTOR 20799924, S2CID 219596736
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: CS1 maint: untitled periodical (link) - Migon, Helio S. (December 2010), Biometrics, 66 (4): 1311–1312, doi:10.1111/j.1541-0420.2010.01512.x, JSTOR 40962532
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: CS1 maint: untitled periodical (link) - Shang, Han Lin (October 2011), Journal of Applied Statistics, 38 (10): 2369–2370, doi:10.1080/02664763.2010.517938
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: CS1 maint: untitled periodical (link)
- O'Brien, Carl M. (April 2010), International Statistical Review, 78 (1): 157, doi:10.1111/j.1751-5823.2010.00109_26.x, JSTOR 27919824
- Living people
- Italian statisticians
- Women statisticians
- Bocconi University alumni
- University of Trento alumni
- Academic staff of the University of Pavia
- Academic staff of Bocconi University
- Elected Members of the International Statistical Institute
- Fellows of the Institute of Mathematical Statistics
- Fellows of the International Society for Bayesian Analysis
- Bayesian statisticians