Umberto Picchini

Studierektor at Applied Mathematics and Statistics

I am Associate Professor in Mathematical Statistics at the Department of Mathematical Sciences, Gothenburg University and Chalmers University of Technology. My research is mainly devoted to statistical inference for dynamical systems and stochastic processes, especially stochastic differential equations (SDEs). Applied work focuses on stochastic mathematical modelling of biomedical issues. My research topics are: Monte Carlo methods in Statistics, Bayesian inference, approximate Bayesian computation (ABC); methods for intractable likelihoods; inference for hierarchical (mixed-effects) models defined by SDEs.

Source: orcid.org
gravatar.com image

Showing 12 publications

2024

Fast, accurate and lightweight sequential simulation-based inference using Gaussian locally linear mappings

Henrik Häggström, Pedro Rodrigues, Geoffroy Oudoumanessah et al
Transactions on Machine Learning Research
Journal article
2024

Towards data-conditional simulation for ABC inference in stochastic differential equations

Petar Jovanovski, Andrew Golightly, Umberto Picchini
Bayesian Analysis
Journal article
2024

Guided sequential ABC schemes for intractable Bayesian models

Umberto Picchini, Massimiliano Tamborrino
Bayesian Analysis
Journal article
2023

JANA: Jointly Amortized Neural Approximation of Complex Bayesian Models

Stefan T. Radev, Marvin Schmitt, Valentin Pratz et al
Proceedings of Machine Learning Research. Vol. 216, p. 1695-1706
Paper in proceeding
2023

Sequentially Guided MCMC Proposals for Synthetic Likelihoods and Correlated Synthetic Likelihoods

Umberto Picchini, Umberto Simola, Jukka Corander
Bayesian Analysis. Vol. 18 (4), p. 1099-1129
Journal article
2023

Statistical modeling of diabetic neuropathy: Exploring the dynamics of nerve mortality

Konstantinos Konstantinou, Farnaz Ghorbanpour, Umberto Picchini et al
Statistics in Medicine. Vol. 42 (23), p. 4128-4146
Journal article
2022

Scalable and flexible inference framework for stochastic dynamic single-cell models

Sebastian Persson, Niek Welkenhuysen, Sviatlana Shashkova et al
PLoS Computational Biology. Vol. 18
Journal article
2021

Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms

Samuel Wiqvist, Andrew Golightly, Ashleigh T. McLean et al
Computational Statistics and Data Analysis. Vol. 157
Journal article
2021

Sequential Neural Posterior and Likelihood Approximation

Samuel Wiqvist, Jes Frellsen, Umberto Picchini
Preprint
2019

Bayesian inference for stochastic differential equation mixed effects models of a tumor xenography study

Umberto Picchini, Julie Lyng Forman
Journal of the Royal Statistical Society. Series C: Applied Statistics. Vol. 68 (4), p. 887-913
Journal article
2019

Partially exchangeable networks and architectures for learning summary statistics in approximate Bayesian computation

Samuel Wiqvist, Pierre Alexandre Mattei, Umberto Picchini et al
36th International Conference on Machine Learning, ICML 2019. Vol. 2019-June, p. 11795-11804
Paper in proceeding
2019

Accelerating delayed-acceptance Markov chain Monte Carlo algorithms

Umberto Picchini, Samuel Wiqvist, Julie Lyng Forman et al
Preprint

Download publication list

You can download this list to your computer.

Filter and download publication list

As logged in user (Chalmers employee) you find more export functions in MyResearch.

You may also import these directly to Zotero or Mendeley by using a browser plugin. These are found herer:

Zotero Connector
Mendeley Web Importer

The service SwePub offers export of contents from Research in other formats, such as Harvard and Oxford in .RIS, BibTex and RefWorks format.

There are no projects.
There might be more projects where Umberto Picchini participates, but you have to be logged in as a Chalmers employee to see them.