Francesca Panero

Francesca Panero

Assistant Professor at Sapienza University

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

  • 🇮🇪 (Dec 26) I will attend the workshop of Bayesian Methods for the Social Sciences and talk about Bayesian fairness.

  • 📝 (Aug 26) It was good to spend some time in USI (Lugano) last year, and the result of my work there The Role of Uncertainty in Assessing the Fairness of Machine Learning Models is now on arXiv. Joint with E. Wit and M. Scutari, we reflect on the implications of using point estimates to produce fair outputs (spoiler: we you account for variability in data or model, your output can be unfair in more than half of the cases!).

  • 📝 (Aug 26) The preprint of our work Filling survey gaps in food security monitoring with spatio-temporal additive Gaussian process models is on arXiv. Joint with E. Kopp (who visited Sapienza last year), S. Ishida and R. Legonye. For the first time with World Food Programme food consumption data, we try principled spatio-temporal modelling to forecast food security levels in unseen regions. When the situation is bad, our method does a good job and gives principled uncertainty measures.

  • 🇯🇵 (Jun-Jul 26) It was great to organise BAYSM 2026 and present my work on dynamic networks at ISBA (Nagoya). Travelling with a baby to the other side of the world ✅. The baby handled it much better than me!

  • 🌍 (May 26) I became an Academic Responsible of International Mobility (RAM) in the Faculty of Economics, Sapienza.

  • 📝 (Apr 26) The preprint of our new work on dynamic sparse networks with overlapping communities is out! Joint work with X. Miscouridou and A. Laos (University of Cyprus).

  • 🇮🇹 (Mar 26) I attended SDS in Caserta and talked about GP forecasting for food security.

  • 👶 (Dec 25 - May 26) 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, Gaussian process modelling and 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. See here and here.
  • Spatio-temporal Gaussian process models to predict food insecurity at country and regional level. This project was supported by a RISF grant by LSE. See more here.
  • 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. See here and here.

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.