About me
Hello! I am Francesca Panero, Assistant Professor (RTT) in Statistics at the Department of Methods and Models for Economics, Territory and Finance (MEMOTEF) at Sapienza University, Rome, and a Visiting Fellow at the Department of Statistics of the London School of Economics and Political Science where, up until May 2024, I was an Assistant Professor.
In 2022 I obtained a PhD in Statistics from the University of Oxford. Before the PhD, I spent quite some time (BSc and MSc) at the Department of Mathematics of the University of Turin and at Collegio Carlo Alberto.
I live in Rome 🤌, but you might find me in London too 💂♀️!
You can contact me at francesca [dot] panero [at] uniroma1.it or f [dot] panero [at] lse.ac.uk
News
🇮🇹🇯🇵 (Mar-Jun 2026) Looking forward to attending SDS (Caserta) and the Italian Meeting on Probability and Mathematical Statistics (Palermo) to talk about how to use ANOVA kernels to perform food security predictions, and ISBA (Nagoya) to show my work on Bayesian fairness.
👶 (Dec 25 - present) I am on maternity leave until summer 2026 and therefore slower with replies. For questions about the exam of Probability and Stochastic Processes, please refer to andrea.tancredi@uniroma1.it; for Computational Tools for Finance: marco.geraci@uniroma1.it
🇺🇸 (Jun 25) It was great to speak at BNP!
🇨🇭 (2025) Very proud to share that I am the 2025 Visiting Lecturer of the Faculty of Informatics at the University of the Italian Switzerland (USI), Lugano. I’ll spend some time in the department, collaborating with Ernst Wit, Marco Scutari and Deborah Sulem.
🥳 (Jan 25) I have been elected as j-ISBA Chair Elect for 2025-2026! This is extremely exciting and I am looking forward to start working with the other board members to make our Bayesian word an even more inclusive place where to foster collaborations and meet great people. Thanks for voting me!
🇫🇷🇬🇧 (Dec 24, Jan 25) Dec 24: contributed talk about quantifying uncertainty in fair ML models at ICSDS 2024 in December in Nice (I am thankful to IMS for the junior research travel grant, without whom I would not be able to attend). Jan 25: Lancaster at the STOR-i CDT annual workshop talking about Gaussian processes and food insecurity.
🎤 (Nov 24) It was cool to be a discussant at the LSE Public Lecture: “Data visualisation: alive visual words”. You can read more about it in my blog post (I am writing something there! Incredible!) or watch the YouTube recording.
Projects
In terms of research, I mostly work on Bayesian models in the following directions: complex networks, disclosure risk assessment (privacy stuff) and Gaussian process modelling. I am also exploring fair machine learning. At the moment, I am working on the following projects:
- Bayesian nonparametric models for sparse networks, in particular networks embedded in a latent space or with dynamic communities. The theorethical framework of these is the graphex, which was introduced (under a different name) by Caron and Fox (2014). I am working on these with F. Caron, J. Rousseau and X. Miscouridou.
- Spatio-temporal Gaussian process models to predict food insecurity at country and regional level. This is joint work with S. Ishida and the UN World Food Programme Hunger Monitoring Unit. This project is supported by a RISF grant by LSE.
- Fair machine learning, in particular models with a ridge penalty to enforce some fairness constraints and how to quantify the uncertainty of the estimators. I am currently working on this with M. Scutari and E. Wit.
On the educational side, I was part of the core team of GENIAL, a focus group at LSE that aims at understanding how students use GenAI tools for learning.
If you are interested in doing a PhD with me, please do get in touch specifying which of my areas of research would be of interest to you.