Sonia Petrone

Sonia Petrone is an Italian mathematical statistician, known for her use of Bernstein polynomials for nonparametric methods in Bayesian statistics.^{[RBP][BDE][CPP]} With Patrizia Campagnoli and Giovanni Petris she is the author of the book Dynamic Linear Models with R (Springer, 2009).^[DLM]

Education and career

Petrone earned a laurea in economics and social science 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.

Recognition

With Sara Wade and Silvia Mongelluzzo, Petrone won the Lindley Prize of the International Society for Bayesian Analysis in 2010. She is also a Fellow of the International Society for Bayesian Analysis.

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

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

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