Luca Insolia

Luca Insolia

Postdoctoral Researcher

Université de Genève

Biography

I would like to think of myself as a scientist, who happens largely to specialise in the use of statistics.

David Cox

My primary research interests concern robust statistics, high-dimensional modeling and computational statistics.

I am currently part of the research group of Stéphane Guerrier and Maria-Pia Victoria-Feser at the Research Center for Statistics – Geneva School of Economics and Management – Université de Genève.

I obtained my PhD in Data Science at Scuola Normale Superiore (cum laude) in 2022, with a thesis on “Approaches for Outlier Detection in Sparse High-Dimensional Regression Models”, where I developed statistical methods for analyzing sparse regression problems affected by different forms of adversarial data contamination. The developed methodologies encompass continuous optimization methods as well as mixed-integer programming techniques. I applied these tools to analyze biomedical data and to investigate the main possible drivers of honey bee colony loss.

Between 2021 and 2022, I was a Research Fellow at Sant’Anna School for Advanced Studies, and a Research Associate at the Italian National Research Council. Between 2019 and 2020, I spent a period in the United States as a visiting scholar at Penn State University, where I worked with Runze Li and Francesca Chiaromonte. In 2017 I had a traineeship at the Joint Research Center of the European Commission, where I worked with Domenico Perrotta, and I received a M.Sc. (cum laude) from the University of Parma, where I worked with Marco Riani on a thesis entitled “A Modern Approach to Robust Regression”. I am also a developer of the FSDA MATLAB Toolbox and a member of the Robust Statistics Academy.

Interests
  • Statistical Learning
  • Computational Statistics
  • Robust Statistics
  • Sparse Estimation
Education
  • Ph.D. in Data Science, 2022

    Scuola Normale Superiore

  • M.Sc. in Trade Marketing, 2017

    Univeristy of Parma

  • B.Sc. in Business Administration, 2014

    Univeristy of Catania

Recent & Upcoming Talks

Public PhD defense
Approaches for Outlier Detection in Sparse High-Dimensional Regression Models
Public PhD defense
EMbeDS 2022 Workshop
Simultaneous feature selection and outlier detection with optimality guarantees
EMbeDS 2022 Workshop
SMAC Talk
Approaches for Robust Feature Selection in High-Dimensional Regression Models
SMAC Talk
6th AIROYoung Workshop
Discrete Optimization for Robust Feature Selection
6th AIROYoung Workshop

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