Giampiero Marra - Lecturer in Statistics

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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-

Main research interests

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

Click here to see some of my application areas. A list of published papers is here.

Selected talks

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 (Invited Talk, Erasmus School of Economics, Rotterdam)
08/2014: Testing the Hypothesis of Exogeneity in Regression Spline Bivariate Probit Models (Talk, COMPSTAT2014, Geneva)
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)
07/2013: Copula Sample Selection Modelling Using the R Package SemiParSampleSel (The R User Conference, Albacete, Spain)
06/2013: Binary Response Models to Control for Non-Random Sample Selection (4th Nordic-Baltic Biometric Conference, Stockholm, Sweden)
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)
05/2011: A Flexible Bivariate Probit Model to Control for Unmeasured Confounding (Talk, Conference of Applied Statistics in Ireland)
08/2010: Semiparametric Recursive Bivariate Probit Modelling in the Presence of Endogeneity (Talk, EMS, University of Piraeus, Greece)
12/2009: Generalized Additive Models: An Overview (Invited Seminar, University of Bari, Italy)
07/2009: Confidence Intervals for Generalized Additive Models (Talk, IWSM, Cornell University, New York)

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
Francesco Donat, PhD project on bivariate response ordered probit modelling, 2012 -
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 -
Guo Xiaojia, PhD project on scenario generation using copula models, 2014 -


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

STATG003: Statistical Computing (shared, 1st Term)

MATH7501: Probability and Statistics (2nd Term)

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

Short Bio, Short C.V.

Last modified: Jan 2015