Dr Massimiliano Tamborrino
I am an Associate Professor (Reader) at the Department of Statistics at the University of Warwick since December 2022 (and Assistant professor before, December 2019 - November 2022). 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.
- I am a WIHEA FellowLink opens in a new window (Warwick International Higher Education Academy) for 2023-2026.
- Together with other colleagues from Warwick and abroad, I have been organising the One World ABC SeminarLink opens in a new window since April 2020, monthly seminar series on approximate Bayesian computation (ABC) and approximate Bayesian inference.
- I co-organised BioInference2024Link opens in a new window, a 3-day conference on mathematical modeling and inference for (broadly intended) biological system to be held at Warwick, from the 5th to the 7th June 2024. More info hereLink opens in a new window.
- 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.
- 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.
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
2023-2024 Teaching
Term 2: ST923: Graduate Topics in Computational Stochastics and Machine Learning (in particular, Simulation and inference for Stochastic Processes)
Publications
-----------------
Office hours MB1.23
Thursdays, 1-2pm
Fridays, 3.30-4.30pm
Contact me massimiliano.tamborrino@warwick.ac.uk