This is the personal page of Umberto Picchini, a Full 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.
I am also:
- an Associate Editor for the Scandinavian Journal of Statistics.
- a faculty member of the Chalmers AI Research Centre.
Let’s get in touch to talk about statistical inference (especially Bayesian), likelihood-free/simulation-based methods for models with intractable likelihoods, computational 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
- June 2025: Giving a talk at Maths dept in Oslo on “Scalable Bayesian inference in stochastic nonlinear mixed-effects models using semi-amortised likelihood and posterior approximations”.
- May 2025: participated to the very enjoyable BioInference 2025 conference in Bardonecchia, where Henrik Häggström and Petar Jovanovski presented our works.
- April 2025: New paper: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology.
- February 2025: an interview on the occasion of my promotion to Full Professor.
- January 2025: I have been promoted to Full Professor! (Inauguration Lecture on 21st February).
- January 2025: I am now an Associate Editor for the Scandinavian Journal of Statistics.
- January 2025: Henrik Häggström has started a PhD with Marija Cvijovic and myself. He will work on stochastic modeling and inference for Systems Biology.
- Sept 2024: accepted in Bayesian Analysis, Towards Data-Conditional Simulation for ABC Inference in Stochastic Differential Equations.
- June 2024: accepted in Transactions on Machine Learning Research, Fast, accurate and lightweight sequential simulation-based inference using Gaussian locally linear mappings.
- May 2024: accepted in Bayesian Analysis, Guided sequential ABC schemes for intractable Bayesian models.
- March 2024: New paper: Fast, accurate and lightweight sequential simulation-based inference using Gaussian locally linear mappings.
- Oct 2023: New paper: Towards Data-Conditional Simulation for ABC Inference in Stochastic Differential Equations.
- July 2023: Accepted in Statistics in Medicine, Statistical modeling of diabetic neuropathy: Exploring the dynamics of nerve mortality.