Dr Luciana Dalla Valle
Lecturer in Statistics
School of Computing, Electronics and Mathematics (Faculty of Science and Engineering)
Lecturer in Statistics at the School of Computing, Electronics and Mathematics, University of Plymouth, since January 2012.
Programme Manager of the MSc Data Science and Business Analytics.
Internationalisation and Admission Tutor for Mathematics, Statistics and Data Science.
Exchange Coordinator of the Erasmus Programme for Statistics and Data Science.
2002 - BSc (Hons) in Economics from the University of Pavia (Italy).
2007 - PhD in Statistics from the University of Milano-Bicocca (Italy).
2012 - Postgraduate Certificate in Academic Practice (PgCAP), Plymouth University.
Previous appointments2007-2011 - Post Doctoral Fellow at the Department of Economics, Business and Statistics of the University of Milan (Italy).
2011 - Lecturer in Applied Statistics at the Centre for Health & Environmental Statistics, University of Plymouth.
Research visits2005-2006 - Visiting PhD student at the Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics (DPMMS), Faculty of Mathematics, University of Cambridge (UK).
2009, 2013, 2014 2015, 2018 and 2019 - Visiting researcher at the Technische Universitat Munchen, Zentrum Mathematik (Germany).
2010 - Visiting researcher at the Universidad de Navarra, Facultad de Ciencias Econòmicas y Empresariales, Departamento de Métodos Cuantitativos, Pamplona (Spain).
2017, 2018 and 2019 - Visiting researcher at La Sapienza Università di Roma, Dipartimento di Metodi e Modelli per il Territorio, l'Economia e la Finanza (Italy).
Roles on external bodies
- Applied Energy
- Canadian Journal of Statistics
- European Journal of Operational Research
- Expert Systems with Applications
- Journal of Applied Statistics
- Journal of Business Economics and Management
- Journal of Multivariate Analysis
- Journal of Official Statistics
- Methodology and Computing in Applied Probability
- Quality and Quantity
- Quality Technology and Quantitative Management
- Quantitative Finance
- Risk Analysis
- Statistical Methods and Applications
- MATH500 Big Data and Social Network Visualization (Module Leader)
- MATH501 Modelling and Analytics for Data Science (Module Leader)
- PROJ516 MSc Project (Supervisor)
Design of new programmes
- BSc (Hons) Data Modelling and Analytics
- MSc Data Science and Business Analytics
Staff serving as external examiners
(2017) External PhD Examiner, "Essays on Asymmetric Risks in Finance and Insurance", PhD thesis, 'La Sapienza' University of Rome, Italy.
(2016) External Peer Reviewer, Massive Open Online Courses (MOOCs) "Quantitative Foundations for International Business" and "Statistics for International Business", University of London International Programmes.
- (2016) External PhD Examiner, "Bayesian Analysis of AR Copula Models with Tree Structural Representation", PhD thesis, University of Pavia, Italy.
- Copula Dependence Modelling,
- Bayesian Statistics and Markov Chain Monte Carlo Methods,
- Social Media Sentiment Analysis,
- Probabilistic Graphical Models.
Research degrees awarded to supervised students
2018 - Dr Robert Jane, Understanding the Failure Mechanisms of Seawalls in a Load Dependent Way.
Grants & contracts
2019 - International Visiting Research Grant Global Challenges for Women in Math Science Entrepreneurial Programme, TUM Munich (Germany): "Bayesian Nonlinear State Space Copula Models" - L. Dalla Valle PI.
2018-2020 - Knowledge Transfer Partnership (KTP) with Software Solved Ltd., I. Howard PI and L. Dalla Valle Co-I.
2018-2021 - European Regional Development Fund (ERDF): "Environmental Futures & Big Data Impact Lab", Lead: University of Exeter; Partner: University of Plymouth - I. Stewart PI and L. Dalla Valle, M. Phillips, A. Rago, G. Corino Co-I.
2018 - International Visiting Research Grant Global Challenges for Women in Math Science Entrepreneurial Award, TUM Munich (Germany): "Bayesian Analysis of State Space Factor Copula Models" - L. Dalla Valle PI.
2017-2019 - International Visiting Research Grant Royal Society International Exchanges: "High-Dimensional Bayesian Dependence Modelling with Conditional Copulas" - L. Dalla Valle PI and J. Stander, B. Liseo (University of Rome) Co-I.
2015 - International Visiting Research Grant Global Challenges for Women in Math Science, TUM Munich (Germany): "Bayesian Modelling and Selection of High-Dimensional Vine Copulas" - L. Dalla Valle PI.
- Centre for Mathematical Sciences (CMS)
Papers in Refereed International Journals
(2019) (with J. Stander, C. Taglioni, B. Liseo, A. Wade and M. Cortina Borja) Analysis of Paediatric Visual Acuity Using Bayesian Copula Model with Sinh-Arcsinh Marginal Densities. Statistics in Medicine. (accepted for publication).
(2018) (with D.R.E. Cotton, J. Winter and W. Miller) Is Students' Energy Literacy Related to their University's Position in a Sustainability Ranking? Environmental Education Research, Vol. 24, No. 11, pp. 1611-1626.
(2018) (with J. Stander and M. Cortina Borja) A Bayesian Survival Analysis of an Historical Dataset: How Long Do Popes Live? The American Statistician, Vol. 72, No. 4, pp. 368-375.
(2018) (with R. Jane, D. Simmonds, B. Gouldby, J. Simm and A. Raby) Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates. Risk Analysis, Vol. 38, No. 9, pp. 1847-1870.
(2018) (with J. Stander, K. Gresty, J. Eales and Y. Wei) Stakeholder Perspectives on Graphical Tools for Visualising Student Assessment and Feedback Data. Research in Learning Technology, Vol. 26, No. 1997.
(2018) (with R. Kenett) Social Media Big Data Integration: a New Approach Based on Calibration. Expert Systems with Applications, Vol. 111, pp. 76-90.
(2018) (with F. Leisen and L. Rossini) Bayesian Nonparametric Conditional Copula Estimation of Twin Data. Journal of the Royal Statistical Society - Series C, Vol. 67, No. 3, pp. 523-548.
(2017) (with J. Stander) On Enthusing Students about Big Data and Social Media Visualization and Analysis using R, RStudio and RMarkdown, Journal of Statistics Education, Vol. 25, No. 2, pp. 60-67.
(2016) (with R. Jane, B. Gouldby, D. Simmonds, J. Simm and A. Raby) Understanding the Role of Fragility in Flood Risk Analysis: A Justification for Multivariate Fragility, Shore & Beach, Fall 2016, Vol. 84, No. 4, pp. 10-22.
(2016) The Use of Official Statistics in Self-selection Bias Modeling, Journal of Official Statistics, Vol. 32, No. 4, pp. 887-905.
(2016) (with R. Jane, D. Simmonds and A. Raby) A Copula Based Approach for the Estimation of Wave Records Through Spatial Correlation, Coastal Engineering, Vol. 117, pp. 1-18.
(2016) (with M.E. De Giuli, C. Tarantola and C. Manelli) Default Probability Estimation via Pair Copula Constructions, European Journal of Operational Research, Vol. 249, No. 1, pp. 298-311.
(2015) (with R. Kenett) Official Statistics Data Integration for Enhanced Information Quality, Quality and Reliability Engineering International, Vol. 31, No. 7, pp. 1281-1300.
(2015) (with A. D'Angelo and A. Majocchi) Internationalisation, cultural distance and country characteristics: A Bayesian analysis of SMEs financial performance. Journal of Business Economics and Management, Vol. 16, No. 2, pp. 307-324.
(2014) Official Statistics Data Integration Using Copulas. Quality Technology and Quantitative Management, Vol. 11, No. 1, pp. 111-131.
(2012) (with R. Casarin and F. Leisen) Bayesian Model Selection for Beta Autoregressive Processes. Bayesian Analysis, Vol. 7, No. 2, pp. 385-410.
(2011) (with G. Nicolini) Errors in Customer Satisfaction Surveys and Methods to Correct Self-Selection Bias. Quality Technology and Quantitative Management, Vol. 8, No. 2, pp. 167-181.
(2010) (with F. Leisen) A new multinomial model and a zero variance estimation. Communications in Statistics-Simulation and Computation, vol. 39, n. 4, pp. 846-859.
(2009) (with G. Nicolini) Statistical Analysis of the Internationalisation of Italian Small and Medium sized Enterprises, Statistica & Applicazioni, Vol.7, n. 2, pp. 173-189.
(2009) Bayesian Copulae Distributions, with Application to Operational Risk Management, Methodology and Computing in Applied Probability, vol.11, No.1, pp. 95-115.
(2008) (with P. Giudici) A Bayesian approach to estimate the marginal loss distributions in operational risk management, Computational Statistics and Data Analysis, vol.52, pp. 3107-3127.
(2008) (with D. Fantazzini and P. Giudici) Copulae and Operational Risks, International Journal of Risk Assessment and Management, Vol. 9, No. 3, pp. 238-257.
Refereed Book Chapters
(2017) Data Integration, in: Wiley StatsRef: Statistics Reference Online, ed. M. Davidian, B. Everitt, R. Kenett, G. Molenberghs, W. Piegorsch and F. Ruggeri, John Wiley & Sons, pp. 1-6.
(2017) Copula and Vine Modeling for Finance, in: Wiley StatsRef: Statistics Reference Online, ed. M. Davidian, B. Everitt, R. Kenett, G. Molenberghs, W. Piegorsch and F. Ruggeri, John Wiley & Sons, pp. 1-5.
(2017) Copulas and Vines, in: Wiley StatsRef: Statistics Reference Online, ed. M. Davidian, B. Everitt, R. Kenett, G. Molenberghs, W. Piegorsch and F. Ruggeri, John Wiley & Sons, pp.1-5.
(2012) (with G. Nicolini) Census and sample surveys, in: Modern Analysis of Customer Surveys, with Applications Using R, ed. Ron S. Kenett and Silvia Salini, Statistics in Practice Series, John Wiley & Sons, chap. 3, pp. 37-53.
(2010) Measuring Operational Risk in a Bayesian Framework, in: Rethinking Risk Measurement and Reporting. Uncertainty, Bayesian Analysis and Expert Judgement, ed. Klaus Boecker, Risk Books, London, chap. 14, pp. 395-422.
(2009) Data Mining for Internationalization, in: Encyclopedia of Data Warehousing and Mining, ed. J. Wang, pp. 424-430.
(2007) (with D. Fantazzini and P. Giudici) Empirical studies with operational loss data: Dalla Valle, Fantazzini and Giudici study, in: Operational risk: a guide to Basel II capital requirements, models, and analysis, A. S. Chernobai, S. T. Rachev, F. J. Fabozzi, John Wiley & Sons, pp. 274-277.
Public Awareness Papers
(2017) (with S. Cangelosi and J. Stander) Visualising Regional Data Using the geofacet R Package. Significance Magazine, Vol. 14, No. 5, pp. 48, available on-line here.
(2016) (with J. Stander and M. Cortina Borja) Sentiments, surnames and so long EU. Communicator, Special Supplement: Science Communication, Autumn 2016, pp. 19-23.
(2016) (with M. Cortina Borja and J. Stander) The EU referendum: surname diversity and voting patterns. Significance Magazine, Vol. 13, No. 4, pp. 8-9, available on-line here.
(2016) (with J. Stander, J. Eales, A. Baldino and M. Cortina Borja) The EU referendum: extracting insights from Facebook using R. Significance Magazine, available on-line here.
(2016) (with J. Stander and M. Cortina Borja) Statistically, how long can Pope Francis expect to live? Significance Magazine, Vol. 13, No. 1, pp. 9-10, available on-line here.
Review and Discussion Papers
(2017) (with J. Stander) Discussion on "Random-projection ensemble classification" by T.I. Cannings and R.J. Samworth. Journal of the Royal Statistical Society - Series B, Vol. 79, No. 4, pp. 1023.
(2014) Book review on "Bayesian Analysis Made Simple: An Excel GUI for WinBUGS", by P.Woodward, Journal of Agricultural, Biological and Environmental Statistics, Vol. 19, No. 1, pp. 156-157.
Reports & invited lectures
Organiser of the workshop Analysing Sentiments Expressed on Social Media by Political Audiences, Research Festival 2018 (Plymouth, January 2018).
Organiser of the session Copula Models and Applications, CMStatistics 2015 Conference (London, December 2015).
Organiser and Chair of the session Copula Modelling and Applications, International Conference of the Royal Statistical Society 2015 (Exeter, September 2015).
Analysis of Twin Data via Bayesian Non-parametric Conditional Copula, Seminar held at Queen Mary University of London, UK (December 2018).
Bayesian Non-parametric Conditional Copula Estimation, with Application to Twin Data, Seminar held at the Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (July 2018).
Discussion on the Analysis of Social Media: Brexit and US Election, Research Festival 2018, University of Plymouth (January 2018).
Extracting Insights from Social Media using R, Bristol Data Scientists Meeting, Bristol (July 2016).
Enhancing Information Quality via Official Statistics Data Integration, 8th International Conference of the ERCIM w.g. on Computational and Methodological Statistics (CMStatistics 2015), University of London (December 2015).
Vines and Their Application to Default Probability Estimation, 3rd Meeting on Statistics, Athens University Museum, Greece (June 2015).
Bayesian Model Selection of High-Dimensional Vine Copulas, 8th International Conference of the ERCIM w.g. on Computational and Methodological Statistics (ERCIM 2014), University of Pisa, Italy (December 2014).
Bayesian Inference and Model Selection for Sparse Vine Copulas, Seminar held at the University of Kent, Canterbury (December 2014).
Sample Surveys and Official Statistics Data Calibration, EQ(CS)^2-2014 Italian conference on excellence in quality, statistical control and customer satisfaction, Turin, Italy (September 2014).
Bayesian Model Selection for Beta Autoregressive Processes, seminar held at the Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (June 2014).
Official Statistics Data Integration Using Copulas, ENBIS-SFdS 2014 Spring Meeting on Graphical causality models: Trees, Bayesian Networks and Big Data, Paris, France (April 2014).
Default Probability Estimation with D-Vines, seminar held at the RSS South West Local Group, Plymouth University (October 2013).
Beta Autoregressive Processes: Bayesian Parameter Estimation and Model Selection, seminar held at the RSS South West Local Group, Plymouth University (December 2011).
Model selection for beta autoregressive processes, 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London, UK (December 2011).
Copula Functions to Model Self-selection Bias: a Bayesian Approach, ITAlian COnference on Survey Methodology (ITACOSM 2011), Pisa, Italy (June 2011).
Bayesian Model Selection for Beta Autoregressive Processes, Yeditepe International Research Conference on Bayesian Learning (YIRCoBL'11), Istanbul, Turkey (June 2011).
Copula functions and their application in the financial field, seminar held at the University of Pavia, Department of Political Economics and Quantitative Methods (May 2011).
Copula functions to model self-selection bias: a Bayesian approach, seminar held at the University of Brescia, Department of Economics (October 2010).
Measuring Operational Risk in a Bayesian Framework, seminar held at the Universidad Publica de Navarra, Departamento de Estadistica e Investigacion Operativa, Pamplona, Spain (April 2010).
A New Multinomial Model and a Zero Variance Estimation, seminar held at the Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (June 2009).
Bayesian Copulae: Application to Operational Risk Management, seminar held at the Technische Universitaet Muenchen, Zentrum Mathematik, Munich, Germany (November 2008).
Bayesian Copulae for Operational Risk, seminar held at the University of Milan, Department of Economics, Business and Statistics (November 2006).
MCMC Copulae for Operational Risk, seminar held at the University of Pavia, Department of Political Economics and Quantitative Methods (May 2006).
Copulae and Operational Risk, International Workshop ENBIS5 (European Network of Business and Industry Statistics), Newcastle upon Tyne, UK (September 2005).
Multivariate Models for Operational Risk Management: the Copulae Approach, workshop "Operational Risk Management", Pavia (April 2005).