Guglielmo Gattiglio
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I am a last-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). Recently, I have been working to extend this methods under the probabilistic numerics umbrella. 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
| 2021 - 2025 | PhD in Statistics - University of Warwick (UK) Supervisors: Prof. Massimiliano Tamborrino and Lyudmila Grigoryeva |
| 2019 - 2021 | MSc in Statistics, major in Data Science - Bocconi University (Italy) Thesis: Tempered Stochastic Search of Bayesian CART Models. Supervisor: Prof. Giacomo Zanella |
| 2016 - 2019 | BSc in Economics and Computer Science - Bocconi University (Italy) Thesis: Machine Learning for Imbalanced Data. An Application to Customers Complaints. Supervisor: Prof. Daniele Durante |
| 2019 - 2019 | Exchange semester - Carnegie Mellon University, CMU (USA) |
Publications
Please note that only the papers containing a Publication link have undergone peer-review.
- G. Gattiglio and L. Grigoryeva and M. Tamborrino. RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks, 2024. 38th Conference on Neural Information Processing Systems (NeurIPS 22024). (ArXiv, NeuriPS)
- G. Gattiglio and L. Grigoryeva and M. Tamborrino. Nearest Neighbors GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers, 2024. (ArXiv, In review)
Awards
- Reproducibility award at the Third BioInference Conference, for Nearest Neighbors GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers.
- Travel funding awarrd at the 38th Conference on Neural Information Processing Systems (NeurIPS 22024)
Presentations
- Nearest Neighbors GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 7 June 2024 - Third BioInference Conference, hosted by the University of Warwick.
- RWParareal: a time-parallel PDE solver using Random Weights Neural Networks - 1 May 2024 - Met Office, Exeter, UK.
- 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), online.
- 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 - 31 January 2024 - ExCALIBUR Workshop: Data Driven Algorithms, University of Exeter.
- Nearest Neighbor GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 23 January 2024 - Young Researchers Meeting (YRM), University of Warwick.
- NN-GParareal: Improving Scalability of GParareal Using Nearest Neighbors - 21 November 2023 - St. Gallen University.
Posters
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RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks - 13 December 2024 - 38th Conference on Neural Information Processing Systems, Vancouver, Canada.
- Nearest Neighbor GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers - 24 April 2024 - Probabilistic Numerics Spring School, Southampton.
- Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 13 April 2023 - annual conference of the statistics Warwick department.
- Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 14 December 2022 - AS&RU Partnership Day, University of Warwick.
- 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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ST346: Generalised Linear Models for Regression and Classification - 2024 - University of Warwick, Department of Statistics - bachelor level.
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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.