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Dr Massimiliano Tamborrino

I am an Assistant Professor at the Department of Statistics at the University of Warwick since December 2019. Prior to this I was a University Research Assistant at the Institute for Stochastics, JKU Linz, Austria. Before, I was Postdoc at the Department of Mathematical Sciences, University of Copenhagen, where I obtained my PhD in Probability Theory and Statistics under the supervision of Professor Susanne Ditlevsen in 2013.

Together with other colleagues from Warwick and abroad, I am currently organising the ABC World Seminar. Full details are available on the webpage here.

Research Interests

My interest is in the study of stochastic processes and point processes from a modelling, numerical, probabilistic and statistical point of view. In particular, I am currently 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.

  • Statistical inference for (fully/partially observed) stochastic processes.
  • Statistical inference for point processes.
  • Approximate Bayesian Computation method.
  • Interface between numerics and (computational) statistics
  • Stochastic modelling in neuroscience.
  • Hitting times (also known as first passage times).
  • Dependence measures between point processes.

Teaching

Term 2: ST219 Mathematical Statistics Part B

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Publications


Office hours

Room MB 1.23
Academic year 2019/2020, Term 2:
Mondays 11.30-12.30
Fridays 10.30-11.30

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massimiliano.tamborrino@warwick.ac.uk