Dr Massimiliano Tamborrino

I am Reader (Associate Professor) at the Department of Statistics at the University of Warwick since August 2024.

I am currently co-organising:

The European Meeting of Statisticians (EMS) 2027 at Warwick
The workshop "Data-driven modeling, simulation and inference for neurobiological problemsLink opens in a new window", NITMB, Chicago (28 September - 2 October 2026).
BioInference2026Link opens in a new window at St Andrews (10-12 June 2026) [I've been co-organising BioInferenceLink opens in a new window since 2023]
The One World Approximate Bayesian Inference (OWABI) SeminarLink opens in a new window, launched to connect colleagues working in ABI, simulation-based inference during the pandemic back in 2020.

More about me:

I am a SFHEA, and a WIHEA FellowLink opens in a new window (Warwick International Higher Education Academy) for 2023-2026, co-leading the WIHEA Internationalisation Learning CircleLink opens in a new window since 2024/2025.
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. More recently, I got interested on parallel-in-time (PinT) numerical schemes.

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.

Appointments held:

Reader, Department of Statistics, University of Warwick (August 2024 - ongoing)
Associate Professor, Department of Statistics, University of Warwick (Dec. 2022- July 2024)
Assistant Professor, Department of Statistics, University of Warwick (Dec. 2019 - Nov 2022)
University Research Assistant, Institute for Stochastics, JKU Linz, Austria (Sep 2014 - Nov 2019)
Postdoc, Department of Mathematical Sciences, University of Copenhagen (Dec 2012 - Aug 2014)
PhD in Probability Theory and Statistics, Department of Mathematical Sciences, University of Copenhagen (Dec 2009 - Nov 2012). PhD awarded in March 2013 under the supervision of Prof. Susanne Ditlevsen. PhD thesis: Neural network connectivity and response latency modelled by stochastic 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

2025-2026 Teaching

Term 1: ST232/ST233 - Introduction to Mathematical Statistics (for 2nd year/3rd year and finalist non-statistics students).
Term 2: ST923 - Graduate Topics in Computational Statistics and Machine learning (for PhD students) - 10h lectures on Simulation and Inference for Stochastic processes

MT_2024

Publications

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Office hours MB1.23
Tuesdays, 2-3pm
Wednesdays 11.00-12.00am

Contact me massimiliano.tamborrino@warwick.ac.uk

Further links