Jacopo Tarantino

I am a first-year PhD student in the Statistics CDT at the University of Warwick, working under the joint supervision of Dr. Massimiliano Tamborrino and Dr. Lyudmila Grigoryeva from the University of St. Gallen. My research interests lie at the intersection of stochastic analysis, probabilistic machine learning, and scientific computing. I focus on scalable parallel algorithms for differential equations and on randomized neural network methods for modeling, approximation, and uncertainty quantification in complex dynamical systems.

Prior to joining Warwick, I pursued a dual academic track at the University of Turin and Collegio Carlo Alberto, completing a B.Sc. and Diploma in Economics, followed by M.Sc. degrees in Stochastics and Data Science and Statistics and Applied Mathematics. My master’s thesis, titled 'Stochastic approximation of normalizing constants in genetic models with selection' and supervised by Dr. Matteo Ruggiero, focused on HMM filtering for population genetics. Specifically, I developed optimal Monte Carlo and Importance Sampling strategies (AIS, LIS) to approximate intractable transition densities in the K-allele model.

Beyond academics, I cultivate a deep appreciation for poetry, philosophy, cinema, Japanese art, and music. I am a passionate sports fan, devoted to Inter Milan and Jannik Sinner! Finally, in my spare time, I enjoy playing badminton and football!