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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. Before I was a University Research Assistant at the Institute for Stochastics, JKU Linz, Austria (2014-2019) and 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 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. For my latest publications, see also Google Scholar and ResearchGate

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 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 (ABC) method.
  • Interface between numerics and (computational) statistics
  • Stochastic modelling in neuroscience.
  • Hitting times (also known as first passage times).
  • Dependence measures between point processes.

Supervision

Students interested in working in one of the above topics are encouraged to contact me. A list of supervised PhD projects, BSc and MSc dissertations is available here.

2021-2021 Teaching

Term 2: ST219 Mathematical Statistics Part B

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Publications

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Office hours MB1.23
Wednesday, 9.30-10.30 am
Fridays, 10.30-11.30 pm

Visitors to the office are expected to wear a mask. If they are uncomfortable with that then I am happy to meet them online on MS Teams.

Contact me massimiliano.tamborrino@warwick.ac.uk

Further links