Statistics Book Wins Prestigious Award

The latest edition of the DeGroot Prize, awarded by the International Society for Bayesian Analysis, has been assigned to the book An Introduction to Sequential Monte Carlo, by Omiros Papaspiliopoulos of Bocconi's Department of Decision Sciences and Nicolas Chopin (ENSAE, Paris).

The prize, first awarded in 2001, goes each year to a book concerned with fundamental issues of statistical inference, decision theory and/or statistical applications, chosen by the award committee for their novelty, thoroughness, timeliness, and importance of their intellectual scope. The book by Papaspiliopoulos and Chopin offers a general introduction to all aspects of particle filtering: the algorithms, their uses in different areas, their computer implementation and the supporting theory. It covers both the basics and more advanced, cutting-edge developments.

Omiros Papaspiliopoulos joined Bocconi as a Full Professor in 2021. Previous to that, he was ICREA Research Professor based at Universitat Pompeu Fabra in Barcelona. In 2010 he was awarded the Royal Statistical Society's Guy Medal. In 2013 he founded the first Master in Data Science in Europe, at Barcelona Graduate School of Economics.