Umberto Picchini

SENIOR LECTURER

Applied Mathematics and

Statistics

Telephone

+46 31-772 64 14

Mail

picchini@chalmers.se

Visiting address

Chalmers Tvärgata 3

412 96 Göteborg

Room number

H3030

Postal address

Matematiska vetenskaper, Chalmers tekniska högskola och Göteborgs universitet

412 96 Göteborg

About Umberto Picchini

I am interested in statistical inference for stochastic modelling, and especially Bayesian computational methods. For example, I am interested in MCMC, sequential Monte Carlo (particle filters) and especially “likelihood-free” methods, such as approximate Bayesian computation (ABC). I have special interest in stochastic modelling (e.g. stochastic differential equations) and applications in biomedicine.

Publications

Partially Exchangeable Networks and architectures for learning summary statistics in Approximate Bayesian
Computation

Samuel Wiqvist, Pierre-Alexandre Mattei, Umberto Picchini, Jes Frellsen
Proceedings of the 36th International Conference on Machine Learning - 2019-01-01
Bayesian inference for stochastic differential equation mixed effects models of a tumor xenography
study

Umberto Picchini, Julie Lyng Forman
Journal of the Royal Statistic Society, Series C: Applied Statistics - 2019-01-01
Accelerating delayed-acceptance Markov chain Monte Carlo
algorithms

Samuel Wiqvist, Umberto Picchini, Julie Lyng Forman, Kresten Lindorff-Larsen, Wouter Boomsma
- 2019-01-01