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Elisa Perrone


Perrone-Elisa-800
Elisa Perrone, Ph.D.Assistant Professor

Research Interests

Mathematical and Applied Statistics, Dependence models and Copulas, Algebraic Statistics, Optimal experimental design.

My research spans from mathematical statistics to applied statistics. I am mainly interested in multivariate statistics and dependence modeling, with particular emphasis on copulas and their geometric properties. My work includes the development of copula-based approaches used in optimal experimental design and environmental sciences such as hydrology and weather forecasting. Prior to joining UMass Lowell, I was a postdoc at the Massachusetts Institute of Technology as the principal investigator of the project 'Geometry of discrete copulas for weather forecasting', funded by the Austrian Science Fund (FWF).

Education

  • Ph D: Mathematics, (2016), Johannes Kepler University Linz - Linz, Austria
  • MSc: Mathematics, (2012), University of Salento - Lecce, Italy

Selected Publications

  • Perrone, E., Solus, L., Uhler, C. (2019). Geometry of discrete copulas. Journal of Multivariate Analysis, 172 162--179.
  • Perrone, E., Rappold, A., Mueller, W.G. (2017). Ds-optimality in copula models. Statistical methods & applications, 26(3) 403--418.
  • Durante, F., Perrone, E. (2016). Asymmetric copulas and their application in design of experiments (pp. 157--172). Springer, Cham
  • Perrone, E., Mueller, W.G. (2016). Optimal designs for copula models. Statistics, 50(4) 917--929.
  • Pappada, R., Perrone, E., Durante, F., Salvadori, G. (2016). Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk. Stochastic environmental research and risk assessment, 30(1) 327--342.
  • Perrone, E. (2015). A study on robustness in the optimal design of experiments for copula models (pp. 335--342). Springer, Cham
  • Salvadori, G., Durante, F., Perrone, E. (2013). Semi-parametric approximation of the Kendall's distribution and multivariate Return Periods. Société Francaise de Statistique.

Selected Contracts, Fellowships, Grants and Sponsored Research

  • Erwin Schroedinger Fellowship (2017), Fellowship - Austrian Science Fund (FWF)
    Perrone, E. (Principal)