Giampiero Marra

Senior Lecturer (Associate Professor)
UCL logo

Giampiero Department of Statistical Science
University College London
Gower Street
London WC1E 6BT

Office: Room 142
1-19 Torrington Place
London WC1E 7HB

Phone: +44 (0) 20 7679 1864
Fax:     +44 (0) 20 3108 3105
E-mail: giampiero.marra -AT- ucl.ac.uk

Profile

I am a Senior Lecturer (equivalent to an Associate Professor in the North-American academic system) at the Department of Statistical Science at University College London. After having graduated in Statistics and Economics at the University of Bologna in 2004, I worked as an econometrician and statistician for a consulting firm and a multinational company. In 2007 I was awarded an MSc in Statistics at UCL and I defended my PhD thesis at the University of Bath in November 2010. I joined UCL as a Lecturer in Statistics in September 2010 and got promoted to Senior Lecturer in 2016.


Main research interests

Penalized likelihood based inference in semiparametric simultaneous equation models, copula regression modelling, generalized additive modelling.
Keywords: endogeneity, non-random sample selection, observed and unobserved confounding, penalised regression spline, copula, generalized regression, computational statistics.

A list of published papers is here.

I am interested in taking on PhD students working on topics related to my research interests (see my publication list to get a feel about my methodological and applied work).


Editorial service

Co-Editor, Statistics and Computing, 2015 -


SemiParBIVProbit R package

This package provides functions for fitting copula bivariate regression models with various types of covariate effects (e.g., linear and non-linear) and responses (discrete, binary, continuous) for several situations (e.g., associated model equations, sample selection, partial observability). As for GAMLSS, all model's parameters can be specified as functions of additive predictors. This package was originally designed to fit semiparametric bivariate probit models (hence the name of the package). However, since then more models and options have been introduced. The fitting functions available in this package allow one to fit:

  • bivariate copula additive regression models with binary responses (where the link functions are not restricted to be probit). This is useful to fit bivariate binary models in the presence of non-random sample selection or correlated/associated responses or endogeneity or partial observability.
  • bivariate models with continuous/discrete/binary margins in the presence of correlated/associated responses.
  • bivariate sample selection models with continuous/discrete response in the presence of non-random sample selection.


  • Selected talks/seminars

    06/2016: One-Day Wokshop on Bivariate Copula Additive Models for Location, Scale and Shape (Barclays Investment Bank, London)
    05/2016: One-Day Wokshop on Bivariate Copula Additive Models for Location, Scale and Shape (Ministry of Justice, London)
    01/2016: A Copula-Based Regression Framework to Deal with Non-Compliance in RCTs (Invited Seminar, UCL Medical School, Royal Free Hospital, UK)
    01/2016: Flexible Bivariate Copula-Based Regression (Invited Seminar, University of Durham, UK)
    08/2015: Workshops on Missing Data using Selection Models (Speaker, CDC in Atlanta and Department of Global Health and Population, Harvard)
    08/2015: A Unified Modeling Approach to Estimating HIV Prevalence in Sub-Saharan African Countries (Invited Seminar, Georg-August-Universitat Gottingen, Germany)
    12/2014: Copula Regression Spline Models for Binary Outcomes (Invited Talk, CFE-ERCIM 2014, University of Pisa, Italy)
    11/2014: Statistical Analysis in Development Economics (Speaker, Erasmus School of Economics, Rotterdam)
    02/2014: Flexible Binary Response Sample Selection Models with Application to HIV Prevalence Estimation (Invited Seminar, Imperial College London and MRC Clinical Trials Unit London)
    06/2013: Binary Generalized Extreme Value Additive Modelling and Beyond (Invited Talk, CFE-ERCIM 2013, University of London)
    12/2012: Practical Variable Selection for Generalized Models (Invited Talk, Computing and Statistics ERCIM 2012, Oviedo, Spain)
    06/2012: Semiparametric Recursive Bivariate Probit Modelling with Nonparametric Mixing (Invited Seminar, University of Bologna, Italy)
    02/2012: Modelling Correlated Binary Responses within a Semiparametric Regression Framework (Invited Seminar, University of Birmingham)


    PDRA and PhD students

    Malgorzata Wojtys (PDRA), worked on an EPSRC funded project on semiparametric sample selection models, May 2012 - June 2013. She is now Lecturer in Statistics at Plymouth.
    Ken Liang, PhD project on nonparametric spatio-temporal quantile regression, 2010 - 2014, completed
    Francesco Donat, PhD project on bivariate response ordered probit modelling, 2012 - 2015, completed
    Panagiota Filippou, EPSRC PhD funded project on joint modelling of endogeneity and non-random sample selection, 2013 -
    Karol Wyszynski, PhD project on sample selection models for count data, 2012 - 2015, completed
    Guo Xiaojia, PhD project on scenario generation using copula models, 2014 -
    Robson Jose Mariano Machado, PhD project on functional forms for transition intensities in multistate models, 2014 -
    Khalim Conn-Kowlessar, PhD sponsored by MoneySuperMarket, April 2015 -


    Teaching

    Since 2011/2012
    STATG001: Statistical Models and Data Analysis (1st Term)

    2012/2013
    STATG003: Statistical Computing (shared, 1st Term)

    2011/2012
    MATH7501: Probability and Statistics (2nd Term)

    2010/2011
    STAT2001/3101/D2: Probability and Inference (tutorials, 1st Term)
    MATH7501: Probability and Statistics (2nd Term)



    UCL personal web page, Employment and Education history


    Last modified: June 2016