Marco Scavino

Visiting Professor

Visiting Academic-Associate Professor​​​​​​


B1/L4 - 4204

Research Interests

  • Bayesian techniques for uncertainty quantification, statistical methods of experimental design, 
  • statistical procedures for model calibration, selection and validation, multivariate data analysis, 
  • statistical inference for stochastic processes, stochastic modeling

Selected Publications

  • A Laplace method for under-determined Bayesian optimal experimental designs, with Q. Long, R. Tempone and S. Wang. Computer Methods in Applied Mechanics and Engineering, vol.285 (2015), pp.849-876.
  • Fast Estimation of Expected Information Gains for Bayesian Experimental Designs Based on Laplace Approximations, with Q. Long, R. Tempone and S. Wang. Computer Methods in Applied Mechanics and Engineering, vol.259 No.1 (2013), pp.24-39.
  • Weak Convergence of Marked Empirical Processes for Focused Inference on AR(p) vs AR(p + 1) Stationary Time Series, with A. Cabaña and E. Cabaña. Methodology and Computing in Applied Probability, vol.14 No.3 (2012), pp.793-810.
  • Transforming processes in inference: goodness-of-fit for autoregressive models, with A. Cabaña and E. Cabaña, CD International Workshop on Applied Probability (IWAP) 2008, July 7-10, Université de Technologie de Compiègne, France.
  • An alternating motion with stops and the related planar, cyclic motion with four directions, with S. Leorato and E. Orsingher. Advances in Applied Probability, vol.35 No.4 (2003), pp.1153-1168.
  • Procesos Empíricos Transformados y Pruebas de Kolmogorov-Smirnov con un parámetro estimado. Publicaciones Matemáticas del Uruguay, vol.8 (1999), pp.179-205.


  • Ph.D. in Statistics (Dottorato in Statistica) Department of Statistical Sciences, Università degli Studi di Padova, Italy, February 1999. Thesis advisors: Enrique M. Cabaña, Fortunato Pesarin.
  • Degree in Statistics (Laurea in Scienze Statistiche e Demografiche) Department of Statistics, Probability and Applied Statistics, Università degli Studi di Roma “La Sapienza”, Italy, July 1995. Thesis advisor: Enzo Orsingher.

Professional Profile

  • He served as Visiting Faculty of the CEMSE Division in KAUST. Courses taught: AMCS 309 Computational Multivariate Statistics (Fall 2011-2012-2013-2015), seminar on Stochastic Integration (Fall 2011). AMCS 308 Stochastic Methods in Engineering (Spring 2014-2015) with Prof. Raúl Tempone, AMCS 210 Applied Probability and Biostatistics (Summer 2014), AMCS 245 Linear Models (Fall 2014), AMCS 307 Advanced Statistical Inference (Summer 2015).
  • He served as the coordinator of the Master in Mathematical Engineering, School of Engineering, Universidad de la República, Montevideo, Uruguay, (February 2009 - August 2013).
  • He developed many courses on statistics, probability and mathematics for the Degree of Statistics and for the Master in Mathematical Engineering, Universidad de la República, Montevideo, Uruguay.
  • Mathematics Consultant in the FAO project “Fishing management in Uruguay”, MGAP, General Department in Aquatic Resources, Montevideo, Uruguay (September 2008 – July 2011).
  • He served as an expert officer in statistical methods in the Ministry of Economy and Finance, State General Accounting Department, Rome, Italy.

Scientific and Professional Membership

  • Member of the Institute of Mathematical Statistics.
  • Member of the Uruguayan Statistical Society.

KAUST Affiliations

  • KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering
  • Instituto de Estadística, Facultad de Ciencias Económicas y de Administración, Universidad de la República, Montevideo, Uruguay​

Research Interests Keywords

Bayesian techniques for uncertainty quantification statistical methods of experimental design statistical procedures for model calibration selection and validation multivariate data analysis statistical inference for stochastic processes stochastic modeling