Umberto Picchini

Umberto Picchini

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I am interested in inference for stochastic dynamical systems and computational statistics.

In particular, I am interested in statistically indentifying the parameters of complex, nonlinear, stochastic models, for example stochastic differential equations (SDEs) and state-space models.For this reason, I develop probabilistic Monte Carlo algorithms such as approximate Bayesian computation (ABC) methods, and more in general likelihood-free methods for models having "intractable likelihoods".

Applied work focuses on mathematical modelling of biomedical issues, such as mixed-effects models for pharmacokinetic/pharmacodynamic data, and other biophysical/biomedical problems, see below. 

I am the principal investigator for the interdisciplinary project entitled "Statistical Inference and Stochastic Modelling of Protein Folding" (here is an accessible description), funded by the Swedish Research Council (project id 2013-5167). The project is performed in collaboration with Professor Kresten Lindorff-Larsen (Dept. Biology, Copenhagen University), associate professor Julie Lyng Forman (Dept. Biostatistics, Copenhagen University) and PhD student Samuel Wiqvist (Centre for Mathematical Sciences, Lund University)


  • stochastic modelling
  • Bayesian inference
  • stochastic differential equations
  • state space models
  • hidden Markov models
  • biostatistics
  • Monte Carlo
  • computational statistics
  • mixed-effects hierarchical models


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