Dr Massimiliano Tamborrino
I am currently a Reader (Associate Professor) at the Department of Statistics at the University of Warwick since August 2024.
- I am a WIHEA FellowLink opens in a new window (Warwick International Higher Education Academy) for 2023-2026.
- Since April 2020, I have been organising (with Warwick and abroad colleagues) the One World ABC SeminarLink opens in a new window, monthly webinars on approximate Bayesian computation (ABC). This year, we launched the One World Approximate Bayesian Inference (OWABI) SeminarLink opens in a new window to better reflect the broader interest and scope of this series, e,g, simulation-based inference and ML related techniques.
- Since 2023, I co-organise BioInferenceLink opens in a new window, a 2/3-day conference on mathematical modeling and inference for (broadly intended) biological system. After hosting BioInference2024Link opens in a new window at Warwick and at Oxford in 2022 and 2023, BioInference will go overseas in 2025, in BardonecchiaLink opens in a new window, a village in the Italian Alps near Turin, in Piedmont, 28-30th May 2025.
- I was the PI of "AI-informed decision making based on decision field theoryLink opens in a new window" funded by EPSRC, having Lyudmila GrigoryevaLink opens in a new window and Shweta SinghLink opens in a new window as Co-I. Our goal was to perform AI-informed decision making driven by Decision Field Theory (DFT), proposing a new set of what we call AI-informed DFT-driven decision-making models. Such models integrate human behaviour with AI by combining stochastic processes coming from DFT with ML tools and have the unique feature of having interpretable parameters. A broad summary can be found hereLink opens in a new window.
Preprints and Publications
Preprints and publications are available here. For my latest publications, see also Google ScholarLink opens in a new window and ResearchGateLink opens in a new window
Research Interests
My interest is in the study of stochastic processes (mostly diffusions) and point processes from a modelling, numerical, probabilistic and statistical point of view. In particular, I am interested in the interface between numerics and statistics when considering simulation-based methods applied to problems arising mainly, but not exclusively, in neuroscience, physiology, cognitive psychology and biology. More recently, I got interested on parallel-in-time (PinT) numerical schemes.
- Statistical inference for (fully/partially observed) stochastic processes.
- Approximate Bayesian Computation (ABC) method.
- Interface between stochastic numerics and (computational) statistics.
- (Probabilistics) parallel-in-time (PinT) numerical schemes.
- Stochastic modelling in neuroscience.
- Mathematical and computational neuroscience
- Hitting times (also known as first passage times).
- Statistical inference for point processes.
- Dependence measures between point processes.
Appointments held:
- Reader, Department of Statistics, University of Warwick (August 2024 - ongoing)
- Associate Professor, Department of Statistics, University of Warwick (Dec. 2022- July 2024)
- Assistant Professor, Department of Statistics, University of Warwick (Dec. 2019 - Nov 2022)
- University Research Assistant, Institute for Stochastics, JKU Linz, Austria (Sep 2014 - Nov 2019)
- Postdoc, Department of Mathematical Sciences, University of Copenhagen (Dec 2012 - Aug 2014)
- PhD in Probability Theory and Statistics, Department of Mathematical Sciences, University of Copenhagen (Dec 2009 - Nov 2012). PhD awarded in March 2013 under the supervision of Prof. Susanne Ditlevsen. PhD thesis: Neural network connectivity and response latency modelled by stochastic processes.
Supervision
Students interested in working in one of the above topics are encouraged to contact me. A list of possible PhD projects and ongoing/supervised PhD projects, BSc and MSc dissertations is available here.Link opens in a new window
2024-2025 Teaching
Term 1: ST232/ST233: Introduction to Mathematical Statistics (for 2nd year/3rd year and finalist non-statistics students).
Publications
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Office hours MB1.23
Mondays, 4-5pm
Tuesday, 9.30-10.30am
Contact me massimiliano.tamborrino@warwick.ac.uk