Researcher in Statistics · University of Naples Federico II
Agostino Gnasso|
Explaining the Unexplainable Machine Learning meets Statistical Interpretation
I work at the intersection of statistics and machine learning, developing methods
to make complex models genuinely understandable. Most of my research revolves around
ensemble models and the question of what they actually do.
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Publications
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One forest, three lenses · 500 loans
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AboutMe
I am a researcher in Statistics (S.S.D. STAT-01/A) at the Department of
Economics and Statistics (DiSES) of the University of Naples Federico II. My research is in
statistical methodology and machine learning, with a focus on
Explainable Machine Learning — developing frameworks that make powerful
black-box models transparent and interpretable, in ways that are meaningful for researchers and
decision-makers alike.
The main thread of my work is the interpretability of tree ensembles: what a
random forest or a boosting model has actually learned, how to make it readable, and how far an
explanation can be trusted. Out of this come methods and three R packages on CRAN:
e2tree, which distils an ensemble into a single readable tree;
rankimp, which turns competing variable-importance rankings into a consensus
with its uncertainty; and Proximum, which treats the proximity structure a
forest builds as a statistical object. Several papers from this line of work have appeared in
leading statistical journals.
Beyond interpretability, I work on applied problems in health economics and social science —
predicting depression from national survey data, evaluating hospital quality, and studying the
relationship between scientific output and patient outcomes. I am part of the K-Synth
Research Lab and contribute to Bibliometrix, an R package used by
thousands of researchers worldwide for systematic literature reviews and science mapping. I trained as a
statistician, with economics as a second discipline running alongside: my doctorate is from the
Naples School of Economics at Federico II.
My main line of research, currently focused on tree-based models and
ensembles. I work on global surrogates (E2Tree), on the uncertainty of variable-importance
rankings, on what a forest's proximities reveal, and on how faithful an explanation really is to
the model.
Machine Learning & Ensembles
Random Forests, XGBoost, and other ensemble methods, studied both for their
predictive properties and their interpretability. Part of this work focuses on how to measure
whether an explanation actually captures what a model does.
Bibliometrics & Science Mapping
Quantitative analysis of scientific literature, citation networks, and research
trends. I contribute to bibliometrix and Biblioshiny, open-source R tools used by researchers
worldwide for systematic literature reviews and science mapping.
Applied Health Analytics
Applying machine learning to health and clinical data: depression prediction from
national survey data, hospital service quality evaluation, and the relationship between research
output and patient outcomes. Part of two PRIN-funded national projects.
Applied Economics
Statistical and machine learning methods applied to economic questions — composite
indicators, stochastic evaluation frameworks, and public sector performance analysis. The common
thread is bringing methodological rigour to problems that matter for policy.
Applied Quantitative Methods
Applying quantitative methods across disciplines — from social surveys and
bibliographic databases to environmental and geophysical data. Some of the most interesting
problems sit at the boundary between fields, and that is where I find myself most often.
Live · Currently in Progress
What I'm working onnow
A live snapshot of the work currently moving forward — papers under review, methods in preparation, and projects in the pipeline.
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Under Reviewsince 2024
A Family of Divergence Measures for Evaluating the Reconstruction Quality of Explainable Ensemble Trees
Defining a principled way to measure how faithfully a global surrogate (E2Tree) reconstructs the predictive behaviour of the underlying ensemble — across classification and regression.
With Massimo Aria & Carmela Iorio
Under Reviewsince 2025
Evaluating the Quality of Hospital Services: A Matched, Precision-Weighted Comparison of Italian Academic Health Centres and Non-Academic Public Hospitals
Comparing Italian Academic Health Centres with matched non-academic public hospitals of the same region on ten years of risk-adjusted indicators, using a precision-weighted multilevel model. The crude academic advantage disappears once hospital structure is held fixed.
With Massimo Aria, Sergio Beraldo & Michela Collaro
Under Reviewsince 2025
Spatial cross-validation and sampling-requirement curves for mapping pyroclastic cover thickness
Spatial cross-validation, calibrated prediction intervals and a sampling-requirement curve for machine-learning maps of pyroclastic cover thickness in Campania, built on 7,293 clustered field measurements. The random split proves strongly optimistic: operational accuracy requires in-area data.
With Fabio Matano, Pooria Ebrahimi & Germana Scepi
Under Reviewsince 2026
What within-country variation can say about public health financing and life expectancy
What annual within-country variation can and cannot say about the effect of the public share of health financing on life expectancy: 138 countries over 2000–2024, with the financing mix treated as a composition and a ladder of estimators from fixed effects to dynamic GMM panels.
With Girolamo Franchetti, Carmela Iorio & Massimiliano Politano
Working Papersince 2026
Disentangling the Causal Income–Longevity Gradient via Bayesian Functional Effect-Modification
A Bayesian panel hierarchy that lets each country's income–longevity slope depend on its 1960–1999 life-expectancy trajectory through a scalar-on-function term, accounting for about a third of the cross-country slope heterogeneity over 144 countries.
With Carmela Iorio & Bruno Damásio
Working Papersince 2026
Predict, Explain, Identify: A Framework for Assessing Predictive–Causal Divergence in Policy Analysis
A Predict–Explain–Identify (PEI) framework that treats predictive, explanatory, and interventionist importance as separate estimands, equipping each ranking with rank confidence sets so that reading a predictive ordering as a policy ordering can be tested variable by variable.
With Michelangelo Misuraca
Working Papersince 2025
An Explainable Decision-Support Framework for Longitudinal Machine-Learning Models
Extending E2Tree to panel data by separating between-unit from within-unit variation, proving that above an explicit intraclass-correlation (ICC) threshold no single greedy surrogate can be both interpretable and informative about within-unit dynamics.
With Massimo Aria & Carmela Iorio
Working Papersince 2024
Extending Explainable Ensemble Trees to Boosting-Based Ensembles: A Unified Framework for the Interpretation of Tree Ensembles
Extending the E2Tree explainability framework to gradient boosting ensembles (XGBoost, LightGBM), working towards a unified interpretation approach across bagging and boosting paradigms.
With Massimo Aria
Working Papersince 2025
Asymptotic Theory for the Normalized Loss of Interpretability (nLoI): U-Statistic Representation, Limit Distributions, and Two-Stage Consistency
Establishing formal statistical foundations for the nLoI index, deriving its asymptotic properties and limit distributions as both sample size and ensemble size grow.
Statistical Theory · E2Tree Framework
Working Papersince 2024
Inference for Conditional Shapley Values via Vine Copulas
Developing inference tools for conditional Shapley-based feature importance, enabling asymptotically valid confidence intervals without resampling.
XAI · Statistical Inference
Working Papersince 2026
Turning Regularization into Inference: A Cross-Fitted Test for Pairwise Interactions in Gradient Boosting
Connecting regularization mechanisms in gradient boosting to formal hypothesis testing for pairwise feature interactions, yielding calibrated p-values.
Gradient Boosting · Hypothesis Testing
Working Papersince 2026
e2tree: Explainable Ensemble Trees in R
An R package that generates a single human-readable tree explaining the latent similarity structure learned by a tree ensemble. Dissimilarity between observations is derived from terminal-node co-occurrence frequencies — not a competing predictor, but a faithful reconstruction of the ensemble's grouping logic.
R Package · XAI · CRAN
Working Papersince 2025
Mapping 25 Years of Random Forest: A Triangulation Framework for Bibliometric Reviews of Seminal Algorithms
A bibliometric study of the 99,502 articles citing Breiman (2001) on OpenAlex, introducing a triangulation framework that combines topic taxonomy, semantic abstract clustering (SPECTER2 + HDBSCAN), and bibliographic-coupling networks to map Random Forest's cross-disciplinary footprint.
With Luca D'Aniello
Open to Collaboration
Think you can contribute? Let's talk.
Do you see a point of contact, or have an idea worth developing together? Let's find out.
If any of these threads intersect with your own work — methodological (interpretability, ensembles, statistical frameworks) or applied (health, policy, science mapping) — I'd be glad to explore a joint paper, exchange data, or simply trade ideas over a coffee.
total citations to my work, from OpenAlex. The current year is hatched.
2026
Bayesian modelling of salinity profiles in the Volturno River mouth under depth dependence
Gnasso, A., Pacifico, L. R., Mattera, R., D'Adamo, R., Matano, F., & Scepi, G.
Stochastic Environmental Research and Risk Assessment, 40, 254
Fascia A · Area 13 / STAT-01/A
In shortWhich water properties track salinity at the Volturno mouth? A Bayesian model that accounts for measurement uncertainty and depth shows temperature matters in both seasons, with opposite signs.
Abstract
Saltwater intrusion is a recurrent environmental hazard for Mediterranean coastal systems, and identifying which physico-chemical variables track salinity is central to monitoring design. Estimating such associations from depth-resolved profiles requires two features of the data to be addressed: the uncertainty of each depth-bin summary, arising from pooling readings taken at several stations along a steep longitudinal gradient, and the residual vertical dependence left after conditioning on the covariates. This paper proposes a Bayesian errors-in-variables-like model with a Gaussian process component for residual depth structure, applied to two synoptic campaigns in the Volturno River mouth (Italy) under contrasting winter and summer hydrological conditions. The results show that temperature is consistently associated with salinity, but the sign of the association differs between the two seasonal conditions during sampling: it is positive in winter and negative in summer within the reach occupied by the salt wedge. Dissolved oxygen is important in winter only. The residual depth amplitude is small in both campaigns, while the complementary full river reach analysis for the summer campaign yields a substantially larger residual depth component, showing that the fitted relationship is sensitive to the sampled river reach. Under near-perfect collinearity the ordering of the covariates is better identified than any individual coefficient, and is reported through posterior rank probabilities. A simulation study shows that the specification maintains nominal credible-interval coverage where a naive regression collapses to a few per cent and reverses a tracer coefficient’s sign in up to 45 per cent of replicates. Cross-validation on held-out depth bins supports predictive adequacy within each campaign, while over comparable river reaches the estimated relationships are specific to the contrasting hydrological regimes represented by the two campaigns and do not transfer between them.
@article{gnasso2026bayesian,
title = {Bayesian modelling of salinity profiles in the {Volturno} River mouth under depth dependence},
author = {Gnasso, Agostino and Pacifico, Lucia Rita and Mattera, Raffaele and D'Adamo, Raffaele and Matano, Fabio and Scepi, Germana},
journal = {Stochastic Environmental Research and Risk Assessment},
volume = {40},
pages = {254},
year = {2026},
publisher = {Springer},
doi = {10.1007/s00477-026-03390-0}
}
2025
Extending Explainable Ensemble Trees to Regression Contexts
Aria, M., Gnasso, A., Iorio, C., & Fokkema, M.
Applied Stochastic Models in Business and Industry, 42(1), e70064
Fascia A · Area 13 / STAT-01/A
In shortE2Tree, first built for classification forests, now explains regression forests too: one readable tree, with a Mantel test checking that it matches the forest.
Abstract
The advent of ensemble methods, such as Random Forest (RF), has led to a paradigm shift in supervised learning. These methods have achieved remarkable levels of prediction accuracy by aggregating multiple weak learners. However, a drawback of these methods is their lack of transparency, which often prevents users from understanding their prediction processes. In light of these challenges, Explainable Ensemble Trees (E2Tree) has recently been proposed, providing a graphical representation of the relationships between response variables and predictors in RFs for classification. E2Tree constructs a single decision tree based on (dis)similarities between observations. By summarizing both distances in terms of predictors and a forest as a single decision tree, E2Tree merges the strengths of both decision trees and decision tree ensembles. In this paper, we propose to extend the E2Tree methodology to regression contexts. We investigate the performance of E2Tree for regression using real‐world datasets. We use the Mantel test to test the correlation between similarities of the RF and E2Tree.
@article{aria2025extending,
title = {Extending Explainable Ensemble Trees to Regression Contexts},
author = {Aria, Massimo and Gnasso, Agostino and Iorio, Carmela and Fokkema, Marjolein},
journal = {Applied Stochastic Models in Business and Industry},
volume = {42},
number = {1},
pages = {e70064},
year = {2025},
publisher = {Wiley},
doi = {10.1002/asmb.70064}
}
2025
Predicting depression in Italy using random forest through the E2Tree
methodology
Aria, M., Gnasso, A., Rivieccio, R., & Siciliano, R.
Annals of Operations Research
Fascia A · Area 13 / STAT-01/A
In shortA random forest finds risk factors for depression in Italy's national health survey (Istat EHIS); E2Tree turns the forest into rules that public-health policy can act on.
Abstract
Machine Learning techniques are celebrated for their predictive accuracy, uncovering subtle patterns beyond human perception. Among these, Random Forest is a widely adopted ensemble method, valued for its robust performance and ease of use, especially in scenarios where the cost of errors is significant. However, the inherent opacity of such models raises concerns about their interpretability and trustworthiness. In this study, we apply the Random Forest algorithm to analyze data from the Italian National Institute of Statistics (Istituto Nazionale di Statistica, Istat), specifically the European Health Interview Survey (EHIS), to identify risk factors associated with depression in Italy. To enhance transparency and interpretability, we subsequently employ the Explainable Ensemble Trees methodology to explore and understand the decision-making processes of the Random Forest model. The goal is to demonstrate how E2Tree can provide actionable insights for targeted interventions, supporting public health efforts in addressing mental health challenges.
@article{aria2025predicting,
title = {Predicting depression in Italy using random forest through the {E2Tree} methodology},
author = {Aria, Massimo and Gnasso, Agostino and Rivieccio, Roberta and Siciliano, Roberta},
journal = {Annals of Operations Research},
year = {2025},
publisher = {Springer},
doi = {10.1007/s10479-025-06758-7}
}
2024
Explainable ensemble trees
Aria, M., Gnasso, A., Iorio, C., & Pandolfo, G.
Computational Statistics, 39(1), 3–19
Fascia A · Area 13 / STAT-01/A
In shortIntroduces E2Tree: a single tree that explains a random forest by reconstructing how the ensemble groups observations together.
@article{aria2024explainable,
title = {Explainable ensemble trees},
author = {Aria, Massimo and Gnasso, Agostino and Iorio, Carmela and Pandolfo, Giuseppe},
journal = {Computational Statistics},
volume = {39},
number = {1},
pages = {3--19},
year = {2024},
publisher = {Springer},
doi = {10.1007/s00180-022-01312-6}
}
2021
A comparison among interpretative proposals for Random Forests
Aria M., Cuccurullo C., Gnasso A.
Machine Learning with Applications
In shortA survey of ways to interpret random forests, plus a head-to-head test of two rule-extraction methods (inTrees and NodeHarvest) on six datasets.
Abstract
The growing success of Machine Learning (ML) is making significant improvements to predictive models, facilitating their integration in various application fields. Despite its growing success, there are some limitations and disadvantages: the most significant is the lack of interpretability that does not allow users to understand how particular decisions are made. Our study focus on one of the best performing and most used models in the Machine Learning framework, the Random Forest model. It is known as an efficient model of ensemble learning, as it ensures high predictive precision, flexibility, and immediacy; it is recognized as an intuitive and understandable approach to the construction process, but it is also considered a Black Box model due to the large number of deep decision trees produced within it. The aim of this research is twofold. We present a survey about interpretative proposal for Random Forest and then we perform a machine learning experiment providing a comparison between two methodologies, inTrees, and NodeHarvest, that represent the main approaches in the rule extraction framework. The proposed experiment compares methods performance on six real datasets covering different data characteristics: n. of observations, balanced/unbalanced response, the presence of categorical and numerical predictors. This study contributes to picture a review of the methods and tools proposed for ensemble tree interpretation, and identify, in the class of rule extraction approaches, the best proposal.
@article{aria2021comparison,
title = {A comparison among interpretative proposals for {Random Forests}},
author = {Aria, Massimo and Cuccurullo, Corrado and Gnasso, Agostino},
journal = {Machine Learning with Applications},
volume = {6},
pages = {100094},
year = {2021},
publisher = {Elsevier},
doi = {10.1016/j.mlwa.2021.100094}
}
2021
Assessment of Sleep Disturbance in Oral Lichen Planus and Validation of PSQI:
a case-control multicenter study from the SIPMO
Adamo D., Gnasso A., et al.
Journal of Oral Pathology & Medicine
In shortPatients with oral lichen planus sleep worse than controls, in step with anxiety, depression and pain; the study also validates the PSQI sleep questionnaire for these patients.
Abstract
BACKGROUND: The wellbeing of oral lichen planus patients (OLPs) may be strongly influenced by a poor quality of sleep (QoS) and psychological impairment. The aims were to analyze the prevalence of sleep disturbance, anxiety, and depression in OLPs and to validate the Pittsburgh Sleep Quality Index (PSQI) in OLPs. METHODS: Three hundred keratotic OLPs (K-OLPs), 300 with predominant non-keratotic OLP (nK-OLPs), and 300 controls were recruited in 15 Italian universities. The PSQI, Epworth Sleepiness Scale (ESS), Hamilton Rating Scales for Depression and Anxiety (HAM-D and HAM-A), Numeric Rating Scale (NRS), and Total Pain Rating Index (T-PRI) were administered. RESULTS: Oral lichen planus patients had statistically higher scores than the controls in the majority of the PSQI sub-items (p-values < 0.001**). Moreover, OLPs had higher scores in the HAM-D, HAM-A, NRS, and T-PRI (p-values < 0.001**). No differences in the PSQI sub-items' scores were found between the K-OLPs and nK-OLPs, although nK-OLPs suffered from higher levels of anxiety, depression, and pain (p-values: HAM-A, 0.007**, HAM-D, 0.009**, NRS, <0.001**, T-PRI, <0.001**). The female gender, anxiety, depression (p-value: 0.007**, 0.001**, 0.020*) and the intensity of pain, anxiety, and depression (p-value: 0.006**, <0.001**, 0.014*) were independent predictors of poor sleep (PSQI > 5) in K-OLPs and nK-OLPs, respectively. The PSQI's validation demonstrated good internal consistency and reliability of both the total and subscale of the PSQI. CONCLUSIONS: The OLPs reported an overall impaired QoS, which seemed to be an independent parameter according to the regression analysis. Hence, clinicians should assess QoS in OLPs and treat sleep disturbances in order to improve OLPs management.
@article{adamo2021assessment,
title = {Assessment of Sleep Disturbance in Oral Lichen Planus and Validation of {PSQI}: a case-control multicenter study from the {SIPMO}},
author = {Adamo, Daniela and Gnasso, Agostino and others},
journal = {Journal of Oral Pathology \& Medicine},
year = {2021},
doi = {10.1111/jop.13255}
}
WP
A Family of Divergence Measures for Evaluating the Reconstruction Quality of Explainable Ensemble Trees
Aria M., Gnasso A., Iorio C.
Under Review
WP
Evaluating the Quality of Hospital Services: A Matched, Precision-Weighted Comparison of Italian Academic Health Centres and Non-Academic Public Hospitals
Gnasso A., Aria M., Beraldo S., Collaro M.
Under Review
WP
Spatial cross-validation and sampling-requirement curves for mapping pyroclastic cover thickness
Gnasso A., Matano F., Ebrahimi P., Scepi G.
Under Review
WP
What within-country variation can say about public health financing and life expectancy
Gnasso A., Franchetti G., Iorio C., Politano M.
Under Review
WP
Disentangling the Causal Income–Longevity Gradient via Bayesian Functional Effect-Modification
Gnasso A., Iorio C., Damásio B.
Working Paper
WP
Predict, Explain, Identify: A Framework for Assessing Predictive–Causal Divergence in Policy Analysis
Gnasso A., Misuraca M.
Working Paper
WP
An Explainable Decision-Support Framework for Longitudinal Machine-Learning Models
Gnasso A., Aria M., Iorio C.
Working Paper
WP
Extending Explainable Ensemble Trees to Boosting-Based Ensembles: A Unified Framework for the Interpretation of Tree Ensembles
Aria, M., Gnasso, A.
Working Paper
WP
Asymptotic Theory for the Normalized Loss of Interpretability (nLoI): U-Statistic Representation, Limit Distributions, and Two-Stage Consistency
Gnasso, A.
Working Paper
WP
Inference for Conditional Shapley Values via Vine Copulas
Gnasso, A.
Working Paper
WP
Turning Regularization into Inference: A Cross-Fitted Test for Pairwise Interactions in Gradient Boosting
Gnasso, A.
Working Paper
WP
e2tree: Explainable Ensemble Trees in R
Aria, M., Gnasso, A.
Working Paper
WP
Mapping 25 Years of Random Forest: A Triangulation Framework for Bibliometric Reviews of Seminal Algorithms
Gnasso, A., D'Aniello L.
Working Paper
2026
A statistical approach on environmental data towards a Digital Twin of
Volturno river transitional water system
Pacifico L., D'Adamo R., Matano F., Gnasso A., Scepi G.
SDS 2026 – Statistics and Data Science Conference Proceedings, Caserta
2025
"Can You Explain That?" E2Tree, SHAP, and LIME for Interpretable Random
Forests
Gnasso, A., Aria, M.
CLADAG-VOC 2025 · Studies in Classification, Data Analysis, and Knowledge
Organization. Springer, Cham.
@inproceedings{gnasso2025canyou,
title = {``{Can You Explain That?}'' {E2Tree}, {SHAP}, and {LIME} for Interpretable {Random Forests}},
author = {Gnasso, Agostino and Aria, Massimo},
booktitle = {CLADAG-VOC 2025 -- Studies in Classification, Data Analysis, and Knowledge Organization},
publisher = {Springer, Cham},
year = {2025},
doi = {10.1007/978-3-032-03042-9_20}
}
2025
From Prediction to Explanation: Interpreting Risk Factors in Health Survey
Analytics
Gnasso, A., Aria, M., Siciliano, R.
CLADAG-VOC 2025 · Studies in Classification, Data Analysis, and Knowledge
Organization. Springer, Cham.
@inproceedings{gnasso2025fromprediction,
title = {From Prediction to Explanation: Interpreting Risk Factors in Health Survey Analytics},
author = {Gnasso, Agostino and Aria, Massimo and Siciliano, Roberta},
booktitle = {CLADAG-VOC 2025 -- Studies in Classification, Data Analysis, and Knowledge Organization},
publisher = {Springer, Cham},
year = {2025},
doi = {10.1007/978-3-032-03042-9_21}
}
2025
Research excellence and patient perception: investigating the impact of
AHSCs' scientific output
Gnasso, A., Sacco, D., Celardo, L., Smecca, M.A., Alabiso,
C., & Spano, M.
IES 2025 – Innovation & Society · Invited Session IPS40
2025
From research to care: measuring the impact of AHSC on patient experience
Gnasso, A., Aria, M.
RC33 2025 – 9th International Conference on Social Science Methodology,
Naples, Italy · Session 44: Sustainability and High-dimensional Data Analysis
2025
Explainable Decision Tree Ensembles
Gnasso, A., Aria, M., Iorio, C., & Fokkema, M.
SIS 2024 · Italian Statistical Society Series on Advances in Statistics.
Springer, Cham.
@inproceedings{gnasso2025explainable,
title = {Explainable Decision Tree Ensembles},
author = {Gnasso, Agostino and Aria, Massimo and Iorio, Carmela and Fokkema, Marjolein},
booktitle = {SIS 2024 -- Italian Statistical Society Series on Advances in Statistics},
publisher = {Springer, Cham},
year = {2025},
doi = {10.1007/978-3-031-64447-4_21}
}
2024
The evolution of Explainable Artificial Intelligence (XAI): a preliminary
systematic literature review
Gnasso, A., Aria, M.
Book of Short Papers – ASA Conference 2024
2024
Inside the black-box models through explainable decision tree ensembles
Iorio, C., Gnasso, A., Aria, M.
Programme & Abstracts – COMPSTAT 2024
2023
Unlocking explainability in ensemble trees
Aria, M., Gnasso, A., Iorio, C., Pandolfo, G.
Programme & Abstracts – CMStatistics 2023 and CFE 2023, ECOSTA
2022
Twenty Years of Random Forest: preliminary results of a systematic literature
review
Aria M., Gnasso A., D'Aniello L.
IES 2022, pp. 225–230
2022
AI and ML in accounting and finance: a bibliometric review
Belfiore, A., Gnasso A., Cuccurullo, C., Aria, M.
JADT 2022 – 16th International Conference on Statistical Analysis of Textual
Data, Vol. 1, pp. 95–101
2021
Supporting decision-makers in healthcare domain. A comparative study of two
interpretative proposals for Random Forests
Aria M., Cuccurullo C., Gnasso A.
ASA 2021 – Book of Short Papers, Vol. 132, pp. 179–184. Firenze University
Press
No publications match
04
Talks &Conferences
Invited Seminars
Invited Seminar
"E2Tree: Explaining Decision Tree Ensembles"
Leiden University · Institute of Psychology, Methodology and Statistics
STAT-TALK Colloquium — February 2024
PhD Seminar
"Explainable Ensemble Trees (E2Tree)"
University of Naples Federico II · Department of Economics and Statistics
October 2024
PhD Seminar
"Applying E2Tree to Economic Contexts"
University of Naples Federico II · Department of Economics and Statistics
April 2025
Where I've presented
Conference Talks
2026
▾
ENBIS-26
Florence, Italy · Sep. 2026
InvitedISBIS Session — Advances in Statistical Analysis for Large-Scale
Dynamic Networks, Labour Market Outcomes, and Interpretable Ensemble Methods
Agreement over Association in Explainable Ensemble Trees.
IFCS 2026
Milan, Italy · Jul. 2026
InvitedISBIS Session — Advances in Clustering and Classification for
Business and Industrial Data
A Dissimilarity-Based Approach to Explaining Regression
Ensembles.
SDS 2026
Caserta, Italy · Mar. 2026
SpecialisedS3 — Environmental Data Science
A statistical approach on environmental data towards a Digital
Twin of Volturno river transitional water system.
2025
▾
Future of Sustainability
Bari, Italy · Sep. 2025
InvitedC3 — Mapping and Measuring the Impact of Academic Health Science
Research on Patient Care
Does clinical research improve the quality of care? Evidence from
Italy.
RC33 2025
Naples, Italy · Sep. 2025
InvitedSession 4B — Sustainability and High-dimensional Data Analysis
From research to care: measuring the impact of AHSC on patient
experience.
CLADAG 2025
Naples, Italy · Sep. 2025
ContributedRecursive Partitioning and Related Methods
"Can You Explain That?" E2Tree, SHAP, and LIME for Interpretable
Random Forests.
CLADAG 2025
Naples, Italy · Sep. 2025
ContributedInnovative Approaches in Machine Learning and Clustering
From Prediction to Explanation: Interpreting Risk Factors in
Health Survey Analytics.
IES 2025
Brixen, Italy · Jun. 2025
InvitedIPS40 — Advancing Sustainability in Healthcare
Research excellence and patient perception: investigating the
impact of AHSCs' scientific output.
2024
▾
ASA 2024
Rome, Italy · Sep. 2024
ContributedAI and Machine Learning
The evolution of Explainable Artificial Intelligence (XAI): a
preliminary systematic literature review.
COMPSTAT 2024
Giessen, Germany · Aug. 2024
InvitedCO104 — High-dimensional Data Analysis for Social Sciences
Inside the black-box models through explainable decision tree
ensembles.
SIS 2024
Bari, Italy · Jun. 2024
ContributedAdvanced statistical methods
Explainable Decision Tree Ensembles.
DSSR 2024
Naples, Italy · Mar. 2024
ContributedUnstructured Data
The spread of Random Forest across scientific research fields: a
comprehensive bibliometric analysis.
2023
▾
CMStatistics 2023
Berlin, Germany · Dec. 2023
InvitedEO207 — Explainability in Machine Learning
Unlocking explainability in ensemble trees.
ICDS 2023
Santiago, Chile · Nov. 2023
InvitedMultiblock Methods and Supervised Learning Algorithms
Exploring the Applications of Explainable Ensemble Trees:
Real-World Scenarios.
PhD Workshop
Naples, Italy · Sep. 2023
2nd Economics and Finance Workshop for PhD Researchers
Explainable Ensemble Trees.
2022
▾
ECDA 2022
Naples, Italy · Sep. 2022
SolicitedAdvances in Supervised Modeling and Applications
A new way to explain a random forest model.
JADT 2022
Naples, Italy · Jul. 2022
Contributed
AI and ML in accounting and finance: a bibliometric review.
IES 2022
Caserta, Italy · Jan. 2022
ContributedSCL6 — Statistical Learning
Twenty Years of Random Forest: preliminary results of a systematic
literature review.
2021
▾
ASA 2021
Florence, Italy · Sep. 2021
Contributed
Supporting decision-makers in healthcare domain: a comparative
study of two interpretative proposals for Random Forests.
Summer Schools & Workshops
Summer School in Science Mapping — Organizing Committee Member · International Edition · 3rd Edition, May 2025
Summer School in Science Mapping — Organizing Committee Member · Italian Edition · 4th Edition, May 2026 · 3rd Edition, May 2025 · 2nd Edition, May 2024 · 1st Edition, June 2023
Naples Summer School in Economics and Finance — Participant · Naples School of Economics · Naples, Italy
Conference Committee Roles
Local Committee Member — 16th International Conference on Statistical Analysis of Textual Data (JADT 2022) · Naples, Italy
Organizing Committee Member — Naples School of Economics: 2nd PhD and Post-Doctoral Workshop · Naples, Italy · September 2023
Local Committee Member — 15th Scientific Meeting Classification and Data Analysis Group (CLADAG 2025) · Naples, Italy
05
Teaching
Quantitative Methods
Metodi Quantitativi
Statistical Inference
Inferenza Statistica
Statistical Methods for Evaluation
Metodi Statistici per la Valutazione
Data Analysis
Analisi dei Dati
Statistics & Time Series Analysis
Statistica e Analisi delle Serie Storiche
Survey Methods
Indagini Campionarie
Statistics for Finance
Statistica per la Finanza
Discussant at Master's Defences
Discussant
"Feature-Combination States for Short-Horizon Prediction in Cryptocurrency Market Microstructure"
NOVA IMS, Universidade NOVA de Lisboa · MSc in Information Management
3 November 2026 · Master's Project · Student: Marco Salzer
Discussant
"Forecasting unit sales in the pharmaceutical industry: A Comparative Study of SKU-Level Pharmaceutical Demand Forecasting Using Classical, Machine Learning and Count-Based Models"
NOVA IMS, Universidade NOVA de Lisboa · MSc in Data Science and Advanced Analytics
28 October 2026 · Master's Dissertation · Student: Gonçalo Pimenta Fernandes Peres
Discussant
"AI-Assisted Decision Support for Player Substitutions in Professional Football"
NOVA IMS, Universidade NOVA de Lisboa · MSc in Information Management
How do you explain what a tree ensemble has learned, and how far can you trust the
explanation? Each of the three packages below answers one part of that question. Their demos work
on the same object: one random forest of 500 trees fitted to 500 consumer loans,
from the loans portfolio that ships with Proximum (synthetic, so the right answers are
known). Every number is computed by the packages themselves.
The e2tree package implements the Explainable Ensemble Trees
(E2Tree) methodology. Rather than fitting a CART tree on the raw data, E2Tree
reconstructs the relational structure the ensemble has already learned: it derives a dissimilarity
between observations from how often the trees place them together, and grows a single readable
tree that reproduces that structure. Ensembles trained with randomForest, ranger, xgboost,
lightgbm, gbm or catboost are supported through a common adapter layer, and the fidelity of the
reconstruction is measured by the normalized Loss of Interpretability and a family of divergence
measures.
Key Features
Global interpretability: converts ensemble models into a single explanatory
tree
Classification and regression: frequency-based and weighted connectivity
modes
Visual output: dendrogram-like visualisations with decision rules for each
cluster
Many engines: randomForest, ranger, xgboost, lightgbm, gbm and catboost
through one adapter layer
Fidelity you can test: normalized Loss of Interpretability and
complementary divergence measures, with permutation tests
rpart integration: outputs compatible with rpart objects
Live demo · credit
One readable tree that reconstructs the forest. Click a node: on the right you see its loans and the thresholds that separate them.
Fidelity of the tree to the forest, measured with E2Tree's divergence measures. Reproducible withdata/credit-lab.R.
# Stable version from CRANinstall.packages("e2tree")
# Development version from GitHub
devtools::install_github("agostinognasso/e2tree")
Aria, M., Gnasso, A., Iorio, C., & Pandolfo, G. (2024). Explainable ensemble
trees. Computational Statistics, 39(1), 3–19. DOI ↗
Aria, M., Gnasso, A., Iorio, C., & Fokkema, M. (2025). Extending Explainable
Ensemble Trees to Regression Contexts. Applied Stochastic Models in Business and Industry.
DOI ↗
Consensus Ranking of Variable Importance with Uncertainty
A variable importance ranking is an estimate, but it is almost always reported as
a fact. The rankimp package treats every combination of importance method, model,
random seed and resample as a judge casting a ranking over the predictors,
synthesises that panel into a Kemeny median ranking with ties, and surrounds the
consensus with bootstrap confidence sets. The ties the panel cannot break stay ties, and a claim
about which variables matter becomes something that can be falsified rather than merely stated.
Key Features
Four importance sources: permutation, mean decrease in impurity, LOCO and
SHAP, assembled into a single panel of judges
Kemeny median with ties: consensus aggregation built on ConsRank,
with per-judge agreement and judge weighting
Bootstrap rank confidence sets: interval estimates for the position of
each predictor, together with top-k inclusion probabilities
Judge clustering: identifies subgroups of methods that systematically
disagree, instead of averaging the disagreement away
Selection as a decision: rank_select() turns the uncertainty into an
explicit choice of predictors, with ggplot2 output throughout
Live demo · credit
24 judges rank the predictors of default: two forest implementations × two importance methods × three folds × two seeds. Each row is one judge; darker means more important. On the right, the consensus with its 95% rank intervals.
Computed with the R package on the same forest. Reproducible withdata/credit-lab.R.
# Stable version from CRANinstall.packages("rankimp")
# Development version from GitHub
devtools::install_github("agostinognasso/rankimp")
Methodological foundation: Emond, E. J., & Mason, D. W. (2002). A new rank correlation
coefficient with application to the consensus ranking problem. Journal of Multi-Criteria
Decision Analysis, 11(1), 17–28.
Amodio, S., D'Ambrosio, A., & Siciliano, R. (2016). Accurate algorithms for identifying the
median ranking when dealing with weak and partial rankings under the Kemeny axiomatic approach.
European Journal of Operational Research, 249(2).
Statistical Analysis of Ensemble Proximity Matrices
Every tree ensemble answers a question nobody asks it: which observations does the
model consider to be the same kind of thing? That answer is the proximity matrix,
the only part of a forest that describes the observations rather than the variables.
Proximum treats it as a first-class statistical object instead of a model
by-product — something to test, compare, correct and approximate, rather than something to plot
once and set aside.
Key Features
One extractor across engines: randomForest, ranger and e2tree, with
both in-bag and out-of-bag definitions
Permutation inference: Mantel test, PERMANOVA and Procrustes to compare
two proximity matrices, or to partition one across the terms of a design
Usable kernels: transformations to dissimilarities with metric
diagnostics, and corrections that make an indefinite out-of-bag proximity positive
semi-definite
Large samples: Nyström approximation, thresholded sparse storage, and a
streaming form that never allocates the n × n matrix at all
Stability and visualisation: how far the proximity moves between
replicates of the ensemble, plus seriated matrix, configuration and community-graph plots
in ggplot2
Live demo · credit
The same forest, seen from the borrowers' side: 500 loans placed so that loans the forest treats alike sit close together. Hover over a loan to see its eight nearest neighbours in the forest's eyes; click a segment to find it on the map.
Segments = communities of the proximity graph (threshold 0.2), as in the package's credit vignette. Nobody told the forest what they were: segment 1 combines a low credit score with high credit utilisation, an interaction.
Computed with the R package on the same forest. Reproducible withdata/credit-lab.R.
# Stable version from CRANinstall.packages("Proximum")
# Development version from GitHub
devtools::install_github("agostinognasso/Proximum")
Methodological foundation: Breiman, L. (2001). Random forests. Machine Learning, 45(1),
5–32.
Anderson, M. J. (2001). A new method for non-parametric multivariate analysis of variance.
Austral Ecology, 26(1), 32–46.
An R package for quantitative research in scientometrics and bibliometrics.
Provides a comprehensive workflow for science mapping analysis, supporting data import from major
bibliographic databases including Scopus, Web of Science, Dimensions, OpenAlex, PubMed, Cochrane
Library, and Lens. As a core developer team member, I contribute to development,
maintenance, and the web interface Biblioshiny.
Key Features
Import and convert data from 7+ bibliographic databases
Mapping Scientific Knowledge about Health for Decision-Making.
24-month PRIN project at the intersection of bibliometrics, knowledge synthesis, and health
policy (Code: 2022825Y5E, PI: Prof. Massimo Aria). Junior Researcher.
2023 – 2026
PRIN 2022 PNRR · MUR National Research
AHS Centres
The value of scientific production for patient care in Academic Health
Science Centres. A study on the relationship between research output and clinical
outcomes across Italian public hospitals (PI: Prof. Corrado Cuccurullo). Junior Researcher.
2023 – 2026
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Network &Affiliations
I work with researchers across several institutions in Italy and abroad,
with shared interests in statistics, machine learning, and the methodological problems that sit between
them.
The PhD program I completed, with a strong international dimension in
economics and finance.
Co-authorship Network
Built automatically from the papers listed on this site. Hover over a node to see shared work; click to open the colleague's page.
Co-authored with meCo-authors with each other
Where collaborators are based
One dot per city; click for institutions and people. A filled dot ● marks a co-author of a work listed here. Co-authors not yet placed appear in the network but not on the map.
PhD in Economics · University of Naples Federico II
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Consulting
Statistical Modeling
Regression analysis, hypothesis testing, survey design, and advanced
multivariate methods tailored to your research or business questions.
Machine Learning & Predictive Analytics
Development of classification and regression models using Random Forests,
XGBoost, and ensemble methods with a focus on interpretability and robustness.
Explainable AI (XAI)
Making black-box models transparent through interpretable tree structures,
SHAP values, LIME, and custom XAI solutions for high-stakes applications.
Bibliometrics & Science Mapping
Systematic literature reviews, citation analysis, research trend mapping,
and science mapping using Bibliometrix and Biblioshiny.
R & Python Development
Custom scripts, data pipelines, dashboards (Shiny, Streamlit), and R/Python
package development for reproducible data analysis workflows.
Data Visualisation & Reporting
Publication-quality charts, interactive visualisations, and comprehensive
analytical reports to communicate your findings effectively.
How It Works
1
Initial Consultation
We discuss your project goals, data availability, and expected outcomes. This
first meeting is free and without commitment.
2
Proposal & Planning
I prepare a tailored proposal outlining the methodology, timeline, and
deliverables for your project.
3
Analysis & Development
I carry out the analytical work, keeping you updated with regular progress
reports and intermediate results.
4
Delivery & Support
You receive the final output — reports, code, models — with documentation and
follow-up support as needed.
Who Can Benefit
Businesses & Startups looking to leverage data for strategic decisions
Research Groups & Universities needing advanced statistical support for
publications
Healthcare Professionals interested in clinical data analysis and predictive
modeling
PhD Students & Researchers seeking methodological guidance for their projects
Public Institutions requiring evidence-based analysis for policy evaluation
Let's Work Together
If you have a project in mind, feel free to reach out.