Dr Luciana Dalla Valle
Lecturer in Statistics
School of Computing, Electronics and Mathematics (Faculty of Science & Engineering)
Lecturer in Statistics at the School of Computing, Electronics and Mathematics, Plymouth University, since January 2012.
Programme Manager of the MSc Data Science and Business Analytics.
Internationalisation and Admission Tutor for Mathematics, Statistics and Data Science.
Exchange Coordinator of the Erasmus Programme for Statistics and Data Science.
2002 - BSc (Hons) in Economics from the University of Pavia (Italy).
2007 - PhD in Statistics from the University of Milano-Bicocca (Italy).
2012 - Postgraduate Certificate in Academic Practice (PgCAP), Plymouth University.
Previous appointments2007-2011 - Post Doctoral Fellow at the Department of Economics, Business and Statistics of the University of Milan (Italy).
2011 - Lecturer in Applied Statistics at the Centre for Health & Environmental Statistics, Plymouth University.
Research visits2005-2006 - Visiting PhD student at the Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics (DPMMS), Faculty of Mathematics, University of Cambridge (UK).
2009, 2013, 2014 and 2015 - Visiting researcher at the Technische Universitat Munchen, Zentrum Mathematik (Germany).
2010 - Visiting researcher at the Universidad de Navarra, Facultad de Ciencias Econòmicas y Empresariales, Departamento de Métodos Cuantitativos, Pamplona (Spain).
Roles on external bodies
Secretary of the South West Local Group of the Royal Statistical Society (RSS), since 2012.
- MATH1608PP Understanding Big Data from Social Networks (module leader)
- MATH3613 Data Modelling (module leader)
- MATH019 Mathematics and Statistics for Science
- R short course, Graduate School
Design of new programmes
- BSc (Hons) Data Modelling and Analytics
- MSc Data Science and Business Analytics
Design of new modules
- MATH1608PP Understanding Big Data from Social Networks (UG)
- MATH3613 Data Modelling (UG)
- MATH3621 Analytics Project (UG)
- MATH3622 Analytics in Context (UG)
- MATH500 Big Data and Social Network Visualization (PG)
- MATH501 Modelling and Analytics for Data Science (PG)
Staff serving as external examiners
(2017) External PhD Examiner, "Essays on Asymmetric Risks in Finance and Insurance", PhD thesis, 'La Sapienza' University of Rome, Italy.
(2016) External Peer Reviewer, Massive Open Online Courses (MOOCs) "Quantitative Foundations for International Business" and "Statistics for International Business", University of London International Programmes.
- (2016) External PhD Examiner, "Bayesian Analysis of AR Copula Models with Tree Structural Representation", PhD thesis, University of Pavia, Italy.
- Copula Dependence Modelling,
- Bayesian Statistics and Markov Chain Monte Carlo Methods,
- Social Media Sentiment Analysis,
- Probabilistic Graphical Models.
Grants & contracts
PI - Royal Society International Exchanges, High-Dimensional Bayesian Dependence Modelling with Conditional Copulas, (2017-2019).
PI - Global Challenges for Women in Math Science, TUM Munich (Germany), Bayesian Modelling and Selection of High-Dimensional Vine Copulas (2015).
- Centre for Mathematical Sciences (CMS)
Papers in Refereed International Journals
(2017) (with F. Leisen and L. Rossini) Bayesian Nonparametric Conditional Copula Estimation of Twin Data. Journal of the Royal Statistical Society - Series C, in press.
(2017) (with J. Stander and M. Cortina Borja) A Bayesian Survival Analysis of an Historical Dataset: How Long Do Popes Live? The American Statistician, in press.
(2017) (with J. Stander) On Enthusing Students about Big Data and Social Media Visualization and Analysis using R, RStudio and RMarkdown, Journal of Statistics Education, Vol. 25, No. 2.
(2016) (with R. Jane, B. Gouldby, D. Simmonds, J. Simm and A. Raby) Understanding the Role of Fragility in Flood Risk Analysis: A Justification for Multivariate Fragility, Shore & Beach, Fall 2016, Vol. 84, No. 4, pp. 10-22.
(2016) The Use of Official Statistics in Self-selection Bias Modeling, Journal of Official Statistics, Vol. 32, No. 4, pp. 887-905.
(2016) (with R. Jane, D. Simmonds and A. Raby) A Copula Based Approach for the Estimation of Wave Records Through Spatial Correlation, Coastal Engineering, Vol. 117, pp. 1-18.
(2016) (with M.E. De Giuli, C. Tarantola and C. Manelli) Default Probability Estimation via Pair Copula Constructions, European Journal of Operational Research, Vol. 249, No. 1, pp. 298-311.
(2015) (with R. Kenett) Official Statistics Data Integration for Enhanced Information Quality, Quality and Reliability Engineering International, Vol. 31, No. 7, pp. 1281-1300.
(2015) (with A. D'Angelo and A. Majocchi) Internationalisation, cultural distance and country characteristics: A Bayesian analysis of SMEs financial performance. Journal of Business Economics and Management, Vol. 16, No. 2, pp. 307-324.
(2014) Official Statistics Data Integration Using Copulas. Quality Technology and Quantitative Management, Vol. 11, No. 1, pp. 111-131.
(2012) (with R. Casarin and F. Leisen) Bayesian Model Selection for Beta Autoregressive Processes. Bayesian Analysis, Vol. 7, No. 2, pp. 385-410.
(2011) (with G. Nicolini) Errors in Customer Satisfaction Surveys and Methods to Correct Self-Selection Bias. Quality Technology and Quantitative Management, Vol. 8, No. 2, pp. 167-181.
(2010) (with F. Leisen) A new multinomial model and a zero variance estimation. Communications in Statistics-Simulation and Computation, vol. 39, n. 4, pp. 846-859.
(2009) (with G. Nicolini) Statistical Analysis of the Internationalisation of Italian Small and Medium sized Enterprises, Statistica & Applicazioni, Vol.7, n. 2, pp. 173-189.
(2009) Bayesian Copulae Distributions, with Application to Operational Risk Management, Methodology and Computing in Applied Probability, vol.11, No.1, pp. 95-115.
(2008) (with P. Giudici) A Bayesian approach to estimate the marginal loss distributions in operational risk management, Computational Statistics and Data Analysis, vol.52, pp. 3107-3127.
(2008) (with D. Fantazzini and P. Giudici) Copulae and Operational Risks, International Journal of Risk Assessment and Management, Vol. 9, No. 3, pp. 238-257.
Public Awareness Papers
(2016) (with J. Stander and M. Cortina Borja) Sentiments, surnames and so long EU. Communicator, Special Supplement: Science Communication, Autumn 2016, pp. 19-23.
(2016) (with M. Cortina Borja and J. Stander) The EU referendum: surname diversity and voting patterns. Significance Magazine, Vol. 13, No. 4, pp. 8-9, available on-line here.
(2016) (with J. Stander, J. Eales, A. Baldino and M. Cortina Borja) The EU referendum: extracting insights from Facebook using R. Significance Magazine, available on-line here.
(2016) (with J. Stander and M. Cortina Borja) Statistically, how long can Pope Francis expect to live? Significance Magazine, Vol. 13, No. 1, pp. 9-10, available on-line here.
Refereed Book Chapters
(2017) Data Integration, in: Wiley StatsRef: Statistics Reference Online, ed. N. Balakrishnan, P. Brandimarte, B. Everitt, G. Molenberghs, W. Piegorsch and F. Ruggeri, John Wiley & Sons.
(2017) Copula and Vine Modeling for Finance, in: Wiley StatsRef: Statistics Reference Online, ed. N. Balakrishnan, P. Brandimarte, B. Everitt, G. Molenberghs, W. Piegorsch and F. Ruggeri, John Wiley & Sons.
(2017) Copulas and Vines, in: Wiley StatsRef: Statistics Reference Online, ed. N. Balakrishnan, P. Brandimarte, B. Everitt, G. Molenberghs, W. Piegorsch and F. Ruggeri, John Wiley & Sons.
(2012) (with G. Nicolini) Census and sample surveys, in: Modern Analysis of Customer Surveys, with Applications Using R, ed. Ron S. Kenett and Silvia Salini, Statistics in Practice Series, John Wiley & Sons, chap. 3, pp. 37-53.
(2010) Measuring Operational Risk in a Bayesian Framework, in: Rethinking Risk Measurement and Reporting. Uncertainty, Bayesian Analysis and Expert Judgement, ed. Klaus Boecker, Risk Books, London, chap. 14, pp. 395-422.
(2009) Data Mining for Internationalization, in: Encyclopedia of Data Warehousing and Mining, ed. J. Wang, pp. 424-430.
(2007) (with D. Fantazzini and P. Giudici) Empirical studies with operational loss data: Dalla Valle, Fantazzini and Giudici study, in: Operational risk: a guide to Basel II capital requirements, models, and analysis, A. S. Chernobai, S. T. Rachev, F. J. Fabozzi, John Wiley & Sons, pp. 274-277.
Review and Discussion Papers
(2017) (with J. Stander) Discussion on "Random-projection ensemble classification" by T.I. Cannings and R.J. Samworth. Journal of the Royal Statistical Society - Series B, Vol. 79, No. 4, pp. 1023.
(2014) Book review on "Bayesian Analysis Made Simple: An Excel GUI for WinBUGS", by P.Woodward, Journal of Agricultural, Biological and Environmental Statistics, Vol. 19, No. 1, pp. 156-157.
Reports & invited lectures
Session organiser at the CMStatistics 2015 Conference (London, December 2015).
Session organiser at the International Conference of the Royal Statistical Society 2015 (Exeter, September 2015).
Communications at seminars
"Bayesian Model Selection for Beta Autoregressive Processes", Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (June 2014).
"Default Probability Estimation with D-Vines", RSS South West Local Group, Plymouth University (October 2013).
"Beta Autoregressive Processes: Bayesian Parameter Estimation and Model Selection", RSS South WestLocal Group, Plymouth University (December 2011).
"Copula functions and their application in the financial field", University of Pavia, Department of Political Economics and Quantitative Methods (May 2011).
"Copula functions to model self-selection bias: a Bayesian approach", University of Brescia, Department of Economics (October 2010).
"Measuring Operational Risk in a Bayesian Framework", Universidad Publica de Navarra, Departamento de Estadistica e Investigacion Operativa, Pamplona, Spain (April 2010).
"A New Multinomial Model and a Zero Variance Estimation", Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (June 2009).
"Bayesian Copulae: Application to Operational Risk Management", Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (November 2008).
"Bayesian Copulae for Operational Risk", University of Milan, Department of Economics, Business and Statistics (November 2006).
"MCMC Copulae for Operational Risk", University of Pavia, Department of Political Economics and Quantitative Methods (May 2006).
Invited presentations at congresses
"Extracting Insights from Social Media using R", Bristol Data Scientists Meeting, Bristol, July 2016.
"Enhancing Information Quality via Official Statistics Data Integration", 8th International Conference of the ERCIM w.g. on Computational and Methodological Statistics (CMStatistics 2015), University of London, December 2015.
"Vines and Their Application to Default Probability Estimation", 3rd Meeting on Statistics, Athens University Museum, Greece, June 2015.
"Sample Surveys and Official Statistics Data Calibration", EQ(CS)^2-2014 Italian conference on excellence in quality, statistical control and customer satisfaction, Turin, Italy, September 2014.
"Official Statistics Data Integration Using Copulas", ENBIS-SFdS 2014 Spring Meeting on Graphical causality models: Trees, Bayesian Networks and Big Data, Paris, France, April 2014.
"Model selection for beta autoregressive processes", 5th CSDA International Conference on Computationaland Financial Econometrics (CFE'11), University of London, UK, December 2011.
"Copula Functions to Model Self-selection Bias: a Bayesian Approach", ITAlian COnference on Survey Methodology (ITACOSM 2011), Pisa, Italy, June 2011.
"Bayesian Model Selection for Beta Autoregressive Processes", Yeditepe International Research Conference on Bayesian Learning (YIRCoBL'11), Istanbul, Turkey, June 2011.
"Copulae and Operational Risk". International Workshop ENBIS5 (European Network of Business and Industry Statistics), Newcastle upon Tyne, UK, September 2005.
"Multivariate Models for Operational Risk Management: the Copulae Approach", workshop "Operational Risk Management", Pavia, April 2005.