I am an Associate Professor of Statistics in the School of Science and Technology at IE University. My research develops interpretable statistical and machine learning models, mostly from a Bayesian perspective, and studies their mathematical properties. My main areas of research are:

  • Probabilistic graphical models
  • Sensitivity analysis
  • Extreme value theory
  • Causal inference and causal discovery
  • Interpretable AI and its role in society
  • Applications in finance, energy markets, the environment, sport and tourism
In particular, I have been focusing on a class of models called staged trees. Together with Gherardo Varando I developed the stagedtrees R package, available on CRAN, and we have written the book Staged Tree Models: With Applications in R, forthcoming with CRC Press.

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Education

Recent News

[29/09/26] I received one of the Knowledge in the Age of AI Award from IE University.
[03/10/26] The article "Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures" has now been published in Computational Economics.
[22/09/26] New preprint "Relegation, promotion and the components of scoring in water polo" now available!
[27/08/26] New preprint "How exceptional was the Big Three era? Extremes and persistence in men's professional tennis" now available!
[01/07/26] I presented "Bayesian Causal Effect Estimation for Categorical Data Using Staged Tree Models" at the ISBA 2026 World Meeting in Nagoya, Japan.
[28/06/26] The article "Bayesian Causal Effect Estimation for Categorical Data Using Staged Tree Models" has now been published in Bayesian Analysis.
[20/06/26] New preprint "Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures" now available!
[18/06/26] New preprint "Crashing Together, Rallying Apart: Dynamic Conditional Tail Dependence in Cryptocurrency Markets" now available!
[01/06/26] New preprint "Beyond Post-hoc Explanation: Toward Glassbox AI via Probabilistic Mediation" now available!
[05/04/26] The article "Modeling psychological profiles in volleyball via mixed-type Bayesian networks" has now been published in the Journal of Big Data.
[20/03/26] I received the best professor award in the Master in Business Analytics & Big Data, IE University
[20/03/26] New preprint "Estimating staged event tree models via hierarchical clustering on the simplex" now available!
[17/03/26] The article "An analysis of factors impacting team strengths in the Australian Football League using time-variant Bradley-Terry models" has now been published in the International Journal of Sports Science & Coaching.
[15/03/26] The article "Disentangling spatial and structural drivers of housing prices through Bayesian networks: A case study of Madrid, Barcelona, and Valencia" has now been published in Cities.
[07/01/26] The article "Uncovering drivers of EU carbon futures with Bayesian networks" has now been published in Applied Energy.

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Manuele Leonelli


manuele.leonelli@ie.edu

Associate Professor of Statistics
School of Science and Technology
IE University, Madrid, Spain

       
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