Publications

Submitted

• Anceschi N., Castiglione C., Rigon T., Zanella G., Durante D. (2025+).
  Optimal and computationally tractable lower bounds for logistic log-likelihoods.
  (arXiv)

• Romanò G., Castiglione C., Durante D. (2025+).
  Dependent stochastic block models for age-indexed sequences of directed causes-of-death networks.
  (arXiv)

• Castiglione C., Segers A., Clement L., Risso D. (2025+).
  Stochastic gradient descent estimation of generalized matrix factorization models with application to single-cell RNA sequencing data.
  (arXiv, code)

• Segers A., Castiglione C., Vanderaa C., De Baere E., Martens L., Risso D., Clement L. (2025+).
  omicsGMF: a multi-tool for dimensionality reduction, batch correction and imputation applied to bulk- and single cell proteomics data.
  (bioRXiv)

Journals

• Di Battista I., De Sanctis M.F., Arnone E., Castiglione C., Palummo A., Sangalli L.M. (2025).
  A semiparametric space-time quantile regression model.
  Journal of Nonparametric Statistics (Accepted, in press). (pdf, report)

• Castiglione C., Bernardi M. (2025).
  Non-conjugate variational Bayes for pseudo-likelihood mixed effect models.
  journal Computational and Graphical Statistics (Accepted, in press). (pdf, arXiv, code).

• De Sanctis M.F., Di Battista I., Arnone E., Castiglione C., Palummo A., Bernardi M., Ieva F., Sangalli L.M. (2025).
  Exploring nitrogen dioxide spatial concentration via physics-informed multiple quantile regression.
  Environmental and Ecological Statistics, 32: 855–892. (pdf).

• Castiglione C., Arnone E., Bernardi M., Farcomeni A., Sangalli L.M. (2024).
  PDE-regularised spatial quantile regression.
  Journal of Multivariate Analysis, 205: 105381. (pdf).

Proceedings and Discussions

• Castiglione C., Romanò G. (2025).
  Age-dependent analysis of mortality patterns in Italy: a network perspective via dynamic stochastic block models.
  Statistics for Innovation I, SIS 2025, Short Papers, Plenary, Specialized, and Solicited Sessions (di Bella, E., Gioia, V., Lagazio, C., Zaccarin, S.), pp. 271–276.

• De Sanctis M.F., Di Battista I., Arnone E., Castiglione C., Bernardi M., Palummo A., Sangalli, L.M. (2024).
  Penalised spatial quantile regression: application to air quality data.
  Book of Short Papers 2024, Proceedings of the 53rd Scientific Meeting of the Italian Statistical Society (Pollice, A., Mariani, P.), pp. 532–537.

• Castiglione C., Arnone E., Bernardi M., Farcomeni A., Sangalli L. M. (2023).
  Penalized quantile regression for spatially distributed data.
  Book of Short Papers GRASPA 2023, Proceedings of the GRASPA 2023 Conference (Adelfio, G. and Abbruzzo, A.), pp. 124–129.

• Sottosanti A., Risso D., Castiglione C. (2022).
  Contributed discussion: “Bayesian nonstationary and nonparametric covariance estimation for large spatial data”
  by B. Kidd and M. Katzfuss. Bayesian Analysis, 17(1): 337–339.

• Castiglione C., Bernardi M. (2022).
  Probabilistic load forecasting via dynamic quantile regression.
  Book of Short Papers IWSM 2022, Proceedings of the 36th International Workshop on Statistical Modeling (Torelli, N., Bellio, R. and Muggeo, V.), pp. 400–405.

• Castiglione C., Bernardi M. (2022).
  Sparse signal extraction via variational SVM.
  Book of Short Papers SIS 2022, Proceedings of the 51th Scientific Meeting of the Italian Statistical Society (Balzanella, A., Bini, M., Cavicchia, C. and Verde, R.), pp. 864–870.

• Castiglione C., Bernardi M. (2021).
  Semiparametric variational inference for Bayesian quantile regression.
  Book of Short Papers SIS 2021, Proceedings of the 50th Scientific Meeting of the Italian Statistical Society (Perna, C., Salvati, N. and Schirripa Spagnolo, F.), pp. 683–688.

Ongoing projects

• Castiglione C., Maestrini L., Bernardi M. (2025+).
  On frequentist variational inference for generalized additive models.
  Working paper.

• Bianco N., Castiglione C. (2025+).
  Improving Bayesian semiparametric regression via increasing shrinkage priors.
  Working paper.