Domenico Marinucci (MSc, PhD)
Current Position
Director of the Department
of Mathematics
Full Professor of Probability and Mathematical Statistics (MAT06)
University of Rome “Tor Vergata”
Via della Ricerca Scientifica, 1
00133 Roma, Italy
Tel. +39-0672594105
Fax +39-0672594699
Personal
Data
Date and Place of Birth:
19/9/1968, Roma
Marital Status: married
with two sons
Email address: marinucc "at" mat "dot" uniroma2 "dot" it
Main
Academic Activities
1) Component of the Tor Vergata Cosmology Group
and Associate to the ESA mission Planck
2) Component of the PhD Board in Mathematics
3) Associate Editor of the IMS Lecture Notes –
Monograph Series
4) Associate Editor of
the Electronic Journal of Statistics (IMS)
5) Associate Editor of
the Journal of Multivariate Analysis
6) INFN Associate at Rome Tor Vergata
Ph.D.
Thesis
Semiparametric Frequency
Domain Analysis of Fractionally Integrated and Cointegrated Time Series
(Supervisor: P.M.Robinson)
Awards
1.
Berardo Foundation Young Statistician Prize,
Bernoulli Society – European Meeting of Statisticians, Madeira (Portugal), 2001
2.
Ely Devon's Prize for the best performance in the
Master of Science, LSE, 1994
Main
Research Interests: Mathematical Statistics and Probability
Harmonic analysis for
spherical random fields, higher order angular power spectra, spherical
wavelets. Tensor-valued random fields, spin wavelets, spin needlets. Weak
convergence and asymptotic theory. Characterization of isotropic random fields,
connections with group representation theory. Applications to cosmological
data. Statistical inference on stochastic processes: spectral analysis for
stationary and nonstationary processes, long memory, cointegration and
fractional cointegration.
Books
Random
Fields on the Sphere: Representations, Limit Theorems and Cosmological
Applications, with G.Peccati, Cambridge University
Press 2011
Publications on Peer-Reviewed International
Journals (updated May 2011)
1. On the
Excursion Sets of Spherical Gaussian Eigenfunctions (with I.Wigman), under
revision for the Journal of Mathematical Physics, (2011)
2. Adaptive Nonparametric Regression on Spin
Fiber Bundles (with
C.Durastanti and D.Geller), Journal of Multivariate Analysis, in press (2011)
3. Mixed Needlets (with
D.Geller), Journal of Mathematical
analysis and its Applications, Vol. 375, pp. 610-630 (2011)
4. Introducing Mexican needlets for
CMB analysis: Issues for practical applications and comparison with standard
needlets (with S.Scodeller, O. Rujord, D.Geller, F.Hansen, A.Mayeli), Astrophysical Journal, (2011)
5. Ergodicity and
Gaussianity for Spherical Random Fields (with G.Peccati), Journal of Mathematical Physics, in
press, (2010)
6. Spin Wavelets on the
Sphere
(with D. Geller), Journal of Fourier Analysis
and its Applications, Vol. 6,
pp.840/884, arxiv: 0811.2935 (2010)
7. A statistical procedure for the
identification of positrons in the PAMELA experiment (with the PAMELA collaboration), under revision
for Astroparticle Physics, arXiv
1001.3522 (2010)
8. Directional Variations of
the Non-Gaussianity Parameter f_NL, (with O. Rudjord, F.K.Hansen, X.Lan, M. Liguori,
S.Matarrese), Astrophysical Journal, 708:1321-1325,
arXiv:
0906.3232 (2010)
9. Representations
of SO(3) and Angular Polyspectra (with G.Peccati), Journal of Multivariate Analysis, Vol. 101, pp.77-100, arxiv:
0807.0687 (2010)
10. Group Representations and High-Resolution Asymptotics for Subordinated
Isotropic Fields on the Sphere (with G.Peccati), Bernoulli, in
press, arxiv: 0706.2851 (2010)
11.
Spin Needlets Spectral Estimation
(with D. Geller and X. Lan), Electronic
Journal of Statistics, Vol. 3, 1497-1530, arXiv 0907.3369 (2009)
12.
An Estimate of the Primordial Non-Gaussianity Parameter
f_NL Using the Needlet Bispectrum from WMAP (with O. Rudjord, F.K.Hansen,
X.Lan, M. Liguori, S.Matarrese), Astrophysical Journal, 701:369-376, arxiv: 0901.3154 (2009)
13.
On the Dependence Structure of Wavelet
Coefficients for Spherical Random Fields (with X.Lan), Stochastic Processes and their Applications, Vol. 119, pp.
3749-3766, arxiv: 0805.4154, (2009)
14. Adaptive Density Estimation for Directional
Data Using Needlets (with P.Baldi, G.Kerkyacharian, D. Picard), Annals of Statistics, Vol.37,
pp.3362-3395, arxiv: 0807.5059 (2009)
15.
Subsampling Needlet Coefficients on the
Sphere (with P.Baldi, G.Kerkyacharian, D.Picard), Bernoulli, Vol. 15, 438-463, arxiv: 0706.4169, (2009)
16.
Statistical Challenges in the Analysis of
Cosmic Microwave Background Radiation (with P. Cabella), Annals of Applied Statistics, Vol.3,
N.1, pp. 61-95, arxiv:0807.1816, (2009)
17.
Asymptotics for Spherical Needlets (with P.Baldi, G.Kerkyacharian,
D.Picard), Annals of Statistics, Vol. 37, No. 3, 1150-1171, math.st/0606599, (2009)
18.
Spin Wavelets for Polarization Data
Analysis, (with D. Geller, F.Hansen, G.Kerkyacharian, D. Picard), Physical Review D, D78:123533, arxiv:
0811.2881, (2008)
19.
Needlet Detection of Features in CMB Sky
and the Impact on Anisotropies and Hemispherical Asymmetries, (with
D.Pietrobon et al.), Physical Review D,
D78:103504,2008, arxiv: 0809.0010, (2008)
20.
The Needlet Bispectrum (with X. Lan),
Electronic Journal of Statistics, Vol.
2, pp.332-367, (2008)
21. A Central Limit Theorem and Higher
Order Results for the Angular Bispectrum, Probability Theory and Related Fields, Vol. 141, N.3-4, pp. 389-409, math.pr/0509430, (2008)
22. High-Frequency Asymptotics for Subordinated Isotropic Fields on an Abelian
Compact Group (with
G.Peccati), Stochastic Processes and
their Applications, Vol. 118, pp.
585-613, math.pr/0607044, (2008)
23. Spherical Needlets for CMB Data Analysis (with D.Pietrobon et al.), Monthly Notices of the Royal
Astronomical Society, Vol. 383, pp.539-545, (2008)
24. High-Frequency Asymptotics for
Wavelet-Based Tests for Gaussianity and Isotropy on the Torus (with
P.Baldi, G.Kerkyacharian, D.Picard), Journal
of Multivariate Analysis, Vol. 99, pp. 606-636, math.st/0606154, (2008)
25. Polynomial
Cointegration among Stationary Processes with Long Memory (with M.Avarucci), Journal of
Time Series Analysis, Vol.28,
pp.923-942, math.st/0607150,
(2007)
26. On the Characterization of Isotropic Gaussian Fields on Homogeneous Spaces
of Compact Groups, (with
P.Baldi e V.S.Varadarajan), Electronic
Communications in Probability, 12, pp.291-302, (2007)
27. Some Characterization of the
Spherical Harmonics Coefficients for Isotropic Random Fields, (with P.Baldi), Statistics and
Probability Letters, Vol. 77, pp. 490-496, (2007)
28. High Resolution Asymptotics for the
Angular Bispectrum of Spherical Random Fields, Annals of Statistics, Vol.34, N.1, pp. 1-41 (2006)
29. Integrated Sachs-Wolfe effect from the
cross correlation of WMAP3 year and the NRAO VLA sky survey data: New results
and constraints on dark energy, (with A.Balbi e D.Pietrobon), Physical Review D, 74, 043524, (2006)
30. The integrated bispectrum as a test of cosmic
microwave background non-Gaussianity: detection power and limits on fNL
with WMAP data, (with
P. Cabella et al.), Monthly Notices of the Royal Astronomical Society,
Volume 369, n.1, pp. 819-824 (2006)
31. Regression Methods for Testing Non-Gaussianity
on a Sphere, Random
Operator and Stochastic Equations, Vol.13, N.4, 313-324 (2005)
32. Unbiased estimation of Angular Power Spectra (with G.Polenta et al.), Journal
of Cosmology and Astroparticle Physics, Issue 11, n.1, (2005)
33. Primordial non-Gaussianity: local curvature
method and statistical significance of constraints on fNL from WMAP
data, (with P.
Cabella et al.), Monthly Notices of the Royal Astronomical Society,
Volume 358, Issue 2, pp. 684-692 (2005)
34. The
Empirical process for Bivariate Sequences with Long Memory, Statistical Inference on Stochastic
Processes, Volume 8, Issue 2, pp.205-223 (2005)
35. Asymmetries in the Local Curvature of the WMAP
Data (with
F.K.Hansen et al.), Astrophysical Journal Letters, p.L67-L70, (2004)
36. The
Empirical Process on Gaussian Spherical Harmonics (with M.Piccioni), Annals of Statistics, vol. 32,
pp.1261-1288 (2004)
37. Search for non-Gaussianity in Pixel, Harmonic
and Wavelet Space: Compared and Combined (with P. Cabella et al.), Physical Review D,
vol.69, 063007, (2004)
38. Testing
for non-Gaussianity on Cosmic Microwave Background
Radiation: a Review,
Statistical Science, Vol. 19, Issue
2, pp. 294-307 (2004)
39. The Extended Empirical Process Test for
Non-Gaussianity, with an Application to Nonstandard Inflationary Models
(with F.K. Hansen and N.Vittorio), Physical
Review D, vol. 67, 123004, (2003)
40. Gaussian Semiparametric Estimation for
Random Fields with Singular Spectrum, Probability
and Mathematical Statistics, vol. 23, 1, pp.105-138 (2003)
41. The empirical process approach for detection of
non-Gaussianity in the CMB (with F.Hansen et al.), New Astronomy Reviews, Volume 47, Issue
8-10, p. 811-814 (2003)
42. Testing for Non-Gaussianity in
Harmonic Space: an Empirical Process Approach (with F.Hansen et al. ), Physical Review D, vol. 66, id. 3006, (2002)
43. Non-Iterative Methods to Estimate the
In-Flight Noise Properties of CMB Detectors, (with P.Natoli et al.), Astronomy and
Astrophysics, 383, 1100-1112, (2002)
44. Cyclical Behaviour of Bone Remodelling and
Bone Loss in Healthy Women after Menopause: Results of a Prospective Study, (with G.Mazzuoli et al.), Bone, vol.31,
6, pp.718-724 (2002)
45. Narrow Band Analysis of Nonstationary
Processes, (with
P.M.Robinson), Annals of Statistics, Vol. 29, no 4, 947-86,
(2001)
46. Bayesian Semiparametric Analysis of Long
Range Dependence,
(with B.Liseo and L.Petrella), Biometrika, Vol. 88, pp. 1089-1104, (2001)
47. Asymptotics for Linear Random Fields, (with S.Poghosyan), Statistics
and Probability Letters, , Vol.51, n.2, pp.131-141 (2001)
48. Semiparametric Analysis of Fractional
Cointegration,
(with P.M.Robinson), Journal of Econometrics, Vol. 105, pp. 225-247, (2001)
49. Finite Sample Improvements in Statistical
Inference with I(1) Processes, (with P.M.Robinson), Journal of Applied Econometrics, Vol.16, pp.
431-444 (2001)
50. Weak Convergence of Multivariate Fractional
Processes, (with
P.M.Robinson), Stochastic Processes and their Applications, (2000),
vol.86, pp.103-120
51.
Spectral Regression for Cointegrated Time Series with Long Memory
Innovations, Journal
of Time Series Analysis, Vol. 21, n.6, pp. 685-705 (2000)
52. The Averaged
Periodogram for Nonstationary Vector Stochastic Processes, (with P.M.Robinson) Statistical
Inference on Stochastic Processes, Vol.3, n.1/2, pp.149-160 (2000)
53. Alternative
Forms of Fractional Brownian Motion, (with P.M.Robinson), Journal of
Statistical Inference and Planning, Vol.80, 111-122, (1999)
Book Chapters
1) Semiparametric
Frequency Domain Analysis of Fractional Cointegration, (with P.M.Robinson),
Time Series with Long Memory, P.M.Robinson ed., Oxford University Press,
pp.334-373, (2003)
2)
A Bayesian Proposal for the Analysis of Stationary and Nonstationary AR(1)
Time Series, (with L.Petrella), Bayesian Statistics 6, J.M.Bernardo,
J.O.Berger, A.P.Dawid and A.F.M.Smith eds., Oxford University Press,
pp.821-828, (1999)
Quotations:
See
http://klymene.mpim-bonn.mpg.de/mathscinet
Invited
Seminars and Lectures
1)
Seminars on Probabilità and Mathematical Statistics, Università Roma 1,
9/2/1998
2)
Meeting CIDE on Time Series, Bologna, 27/2/1998
3)
LSE Workshop in Econometrics and Statistics, Londra, 25/2/1998
4)
XXXIX SIS Meeting, Sorrento, 16/4/1998
5)
PhD Seminars on Theoretical Statistics, Università Roma 1, 14/7/1998
6)
National Meeting: Stochastic Processes and their Applications, Padova,
16/9/1998
7)
French-Belgian Meeting of Statisticians, Luminy, Marsiglia, 26/11/1998
8) Probability and Statistics Seminars, Università “Gabriele d’Annunzio”, Pescara, 10/12/1998
9)
Workshop on MCMC methods and applications, Università Roma 3, 15/12/1998
10)
III Ukrainian-Skandinavian Conference on Mathematical Statistics and
Probability, Kiev, 10/6/1999
11)
Summer School on Empirical Processes, University of Aarhus (DK), 11/8/1999
12)
National Meeting on Computational Statistics and Applications, Venezia, 27/9/1999
13) Workshop “Empirical Processes”, Università “La Sapienza”, 26/11/1999
14)
National Meeting MURST on Time Series Analysis, Portici (Napoli) 24/1/2000
15)
XXXX SIS Meeting, Firenze, 27/4/2000
16)III
International Conference on Mathematical Problems of Statistical Physics, Nor
Amberd, Armenia, 31/4/ 2000
17)Conference
on Nonparametric, Semiparametric and Resampling Methods, Universitad Carlos
III, Madrid, 4/10/2000
18)
LSE Workshop in Econometrics and Statistics, Londra, 11/1/2001
19)
National Meeting MURST on Time Series Analysis, L’Aquila, 5/4/2001
20) Seminari Probabilità e Statistica Matematica, Università di Pavia, 24/5/2001
21)
European Meeting of Statisticians, Funchal (Portogallo), 16/8/ 2001
22) Seminars on Probabilità and Mathematical Statistics, Politecnico di Milano, 15/11/2001
23)
Meeting National Institute for Nuclear Physics PD51, “Inflation, dark matter
and large scale structure of the Universe”, Ferrara, 9/5/2002
24) Invited Speaker, XXXXI
SIS meeting, Milano, giugno 2002
25) Invited Speaker,
Scientific Meeting of the Italian Sociaty for Operational Research, L’Aquila,
13/9/2002
26) National Meeting MURST
on Probabilità and its applications to Filtering, Finance, Statistics and
Simulations, Università di Roma La Sapienza, 19/9/2002
27) Seminars on Mathematical Physics, Università di Roma Tor Vergata, 11/11/2002
28) European Meeting
CMBNET, Oxford, 20/2/2003
29) Statistics Seminars,
Università di Venezia, 20/6/2003
30) Invited Speaker, Joint Meeting University of New York / University of Florence
“Stochastic Models in the Continuum”, Florence, 15/6/2004
31) Workshop on Precision Cosmology, Department of
Physics, University of Rome “La Sapienza”, 2/7/2004
32) 6th World Congress of the Bernoulli
Society for Mathematical Statistics and Probability, Barcellona (ES), 26/7/2004
33) Adamis Cosmology Group - University Paris VI,
6/7/2005
34) European Meeting of Statisticians, Oslo (NK),
28/7/2005
35) Workshop “Stochastic Methods in Mathematical
Finance”, Department of Mathematics, University of Rome “La Sapienza”,
16/9/2005
36) Planck-ESA WG Meeting, Institute of Physics of
Cantabria, Santander (ES), 26/9/2005
37) Department of Mathematics, University of Rome
“La Sapienza”, 14/11/2005
38) Invited Speaker, IMS World Meeting, Rio de
Janeiro, 2/8/2006
39) Plenary Speaker, CLAPEM Bernoulli Meeting,
Lima, 2/3/2007
40) Department of
Statistics and Probability, University of Rome “La Sapienza”, 3/5/2007
41) Meeting on Random
Fields and Interacting Particle Systems, Department of Mathematics, Bologna,
26/6/2007
42) DAC2007 – Data Analysis
in Cosmology, Santander (ES), 10/07/2007
43) Invited Speaker and
Session Organizer, Bernoulli-ISI meeting on Probability and Statistics in
Science and Technology, Porto (PT), 2/9/2007
44) Department of
Mathematics, University of Rome III, 6/11/2007
45) Invited Speaker,
Conference on Limit Theorems and their Applications, Paris-Sorbonne, 14/1/2008
45) Invited Speaker, Joint
Bernoulli Society – IMS World meeting, Singapore, 18/7/2008
46) Invited Speaker,
Workshop on Stochastic Geometry, Banff, Canada, 24/2/2009
47) Cosmostat Meeting,
Ascona (Switzerland), 28/7/2009
48)
Invited Speaker, SFOA Meeting, Institute for the Mathematics and Physics of the
Universe, Tokyo, 30/9/2009
49)
IMS Conference, Gothenburg, 9/8/2010
50)
Rome International Conference on Cosmic Rays Astrophysics, Rome, 25/5/2011
51)Invite
Speaker, Workshop Cosmology and Sparsity, Nice, 1/6/2011
52)
Plenary Speaker, Applied Stochastic Models and Data Analysis, Rome, 8/6/2011
53)
Plenary Speaker, Statistical Challenges in Modern Astrophysics, Penn State, 13/6/2011
54)
Invited Speaker, Joint IMS/China Conference, Xian, 8/7/2011
Reviewer for Mathematical Reviews and Referee for:
Annals of Statistics, Stochastic
Processes and their Applications, Bernoulli, Journal of Mathematical Analysis
and Applications, Journal of the Australian Mathematical Society, Statistical
Inference on Stochastic Processes, Journal of Applied Mathematics and
Stochastic Analysis, Journal of the American Statistical Association,
Statistica Sinica, Statistics and Computing, Journal of Time Series Analysis,
Journal of Statistical Inference and Planning, Journal of Statistical
Computation and Simulation, Econometrica, Econometric Theory, Econometrics
Journal, Journal of Econometrics, Journal of Financial Econometrics, Journal of
Business and Economic Statistics, Journal of Statistical Computation and
Simulation, Computational Statistics and Data Analysis, International Economic
Review, Journal of the Italian Statistical Society, Metron
Teaching
2010-2011: Statistica (LT Matematica) and Introduzione ai Processi Aleatori (LM
Matematica):
http://www.mat.uniroma2.it/~marinucc/PS3.htm
My Math Genealogy can be found here
Mathematics
according to E. De Giorgi:
“...cette
oeuvre millénaire de l’humanité, qui est un signe remarquable de la dignité de
l’homme, de sa soif de connaisance qui je crois être le signe d’un désir secret
de voir quelques rayons de la gloire de Dieu’’ , Lectio Magistralis, Paris –
Sorbonne, 1983