Umberto Picchini

  • Senior Lecturer, Applied Mathematics and Statistics, Mathematical Sciences

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.