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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 One World ABC Seminar, fortnightly seminars on approximate Bayesian computation (ABC), inference and methods.

Preprints and Publications

Preprints and publications are available 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.


Term 2: ST219 Mathematical Statistics Part B



Office hours

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