Guglielmo Gattiglio
I am a third-year PhD student in the Warwick Mathematics and Statistics CDT under the joint supervision of Prof. Lyudmila Grigoryeva and Prof. Massimiliano Tamborrino. My current research direction combines machine learning and parallel-in-time algorithms to solve differential equations numerically (Parareal). In the past, I have worked on the generation of stochastic processes and learning of dynamical systems, and computational methods for Bayesian inference.
The most recent version of my CV is available here.
Contact: Guglielmo [dot] Gattiglio [at] warwick [dot] ac [dot] uk
Education
| 2019 - 2021 | MSc in Statistics, major in Data Science - Bocconi University Thesis: Tempered Stochastic Search of Bayesian CART Models. Supervisor: Prof. Giacomo Zanella |
| 2016 - 2019 | BSc in Economics and Computer Science - Bocconi University Thesis: Machine Learning for Imbalanced Data. An Application to Customers Complaints. Supervisor: Prof. Daniele Durante |
| 2019 - 2019 | Exchange semester - Carnegie Mellon University, CMU |
Presentations
- NN-GParareal: Improving Scalability of GParareal Using Nearest Neighbors - 21 November 2023 - St. Gallen University.
- Nearest Neighbor GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 23 January 2024 - Young Researchers Meeting (YRM), University of Warwick.
- Nearest Neighbor GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 31 January 2024 - ExCALIBUR Workshop: Data Driven Algorithms, University of Exeter.
- Nearest Neighbor GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 8 February 2024 - Algorithms & Computationally Intensive Inference seminar, University of Warwick.
- Nearest Neighbor GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 20 February 2024 - International Conference: Differential Equations for Data Science 2024 (DEDS2024).
Posters
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Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 13 April 2023 - annual conference of the statistics Warwick department.
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Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 14 December 2022 - AS&RU Partnership Day, University of Warwick.
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Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 25 October 2022 - Young Researchers Meeting (YRM), University of Warwick.
Teaching
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ST227: Stochastic Processes - 2024 - University of Warwick, Department of Statistics - bachelor level.
- ST228: Mathematical Methods for Statistics and Probability - 2023 - University of Warwick, Department of Statistics - bachelor level.
- ST420: Statistical Learning and Big Data - 2023 - University of Warwick, Department of Statistics - master level.
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ST202: Stochastic Processes - 2023 - University of Warwick, Department of Statistics - bachelor level.
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EC140: Mathematical Techniques B - 2022 - University of Warwick, Department of Economics - bachelor level.
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ST111: Probability A - 2022 - University of Warwick, Department of Statistics - bachelor level.
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ST112: Probability B - 2022 - University of Warwick, Department of Statistics - bachelor level.
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IB9CS: Big Data Analytics - 2022 - University of Warwick, Warwick Business School (WBS) - master level.
- Python Programming for Economics, Management and Finance - 2020 - Bocconi University - bachelor level.