Nicola Gnecco

I am a visiting postdoctoral researcher in the Gatsby Computational Neuroscience Unit working with Arthur Gretton and supported by a research grant (210976) from the Swiss National Science Foundation. In January 2025, I will join the Statistics section within the Mathematics Department at Imperial College as a Lecturer (Assistant Professor). I will also be a faculty member at I-X, an Imperial’s cross-department initiative in AI.

My vision is to develop statistical models that are flexible enough to account for recent advances in machine learning while benefiting from causality and extreme value theory for better robustness and extrapolation. My research spans two directions: distribution generalization from a causal perspective and causal inference for extremes.

Previously, I was a postdoctoral researcher @ Yu Group, UC Berkeley working with Bin Yu, and a postdoctoral researcher @ Copenhagen Causality Lab, University of Copenhagen, working with Jonas Peters and Niklas Pfister. I obtained a PhD supervised by Sebastian Engelke @ Research Center for Statistics, University of Geneva, and a master’s thesis in Statistics supervised by Nicolai Meinshausen @ Seminar for Statistics, ETH Zurich.

Keywords: causal inference, distribution generalization, extreme value theory.