This is the personal page of Umberto Picchini, an Associate Professor in Mathematical Statistics at the Department of Mathematical Sciences at Chalmers University of Technology and University of Gothenburg, Sweden. Here is my official university profile.
Let’s get in touch to talk about statistical inference (especially Bayesian), likelihood-free methods for models with intractable likelihoods, and Monte Carlo statistical methods such as MCMC and sequential Monte Carlo, and the application of statistical inference in applied problems.
Interested in Bayesian methods? Check out this page!
News
- July 2019: New paper “Efficient inference for stochastic differential mixed-effects models using correlated particle pseudo-marginal algorithms.”, arXiv:1907.09851.
- May 2019: New revision of our accelerated MCMC paper.
- May 2019: New paper “Stratified sampling and resampling for approximate Bayesian computation.”, arXiv:1905.07976.
- April 2019: Paper accepted for the Proceedings of ICML, the International Conference on Machine Learning.
- February 2019: paper with Julie Forman accepted on JRSS series C!