Umberto Picchini

Full Professor In Mathematical Statistics

Gothenburg, Sweden
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Summary

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Umberto Picchini is a Full Professor in Mathematical Statistics based in Gothenburg, combining over a decade of academic leadership with deep expertise in simulation-based inference for intractable stochastic models. He develops and applies advanced Bayesian and Monte Carlo methods—especially for stochastic differential equations, state-space models, and hierarchical mixed-effects systems—with a strong focus on biomedical applications such as tumor growth and systems biology. A two-time recipient of Swedish Research Council grants and a Chalmers AI Research Council award, he routinely leads funded interdisciplinary projects that bridge methodology and real-world data. He directs postgraduate studies and has a sustained track record of teaching and organizing advanced courses and workshops on likelihood-free inference. Known for turning computational ideas into practical estimation tools, he often tackles problems that standard methodologies cannot address by leveraging likelihood-free and simulation-heavy approaches. Trained with a PhD from Sapienza University of Rome, he blends rigorous theory with hands-on computational solutions in applied science.
code10 years of coding experience
job15 years of employment as a software developer
bookDoctor of Philosophy (Ph.D.), Mathematical Statistics and Probability, Doctor of Philosophy (Ph.D.), Mathematical Statistics and Probability at Sapienza Università di Roma
languagesEnglish, Italian
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Github Skills (37)

arxiv8
bootstrapping8
abc8
crossword7
monte-carlo7
markov-model7
state-space6
markov5
bayesian5
mcmc5
statistical-inference5
stochastic5
simulator5
prediction-model4
r-package4

Programming languages (3)

RMATLABPython

Github contributions (5)

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umbertopicchini/stratABC

Jan 2020 - Jul 2021

ABC-MCMC using stratified Monte Carlo and bootstrapping: supporting code for arXiv:1905.07976
Contributions:38 commits, 1 PR, 36 pushes in 1 year 6 months
crosswordarxivbootstrappingabcmonte-carlo
umbertopicchini/abc_g-and-k

Jun 2016 - Jan 2018

Contributions:9 commits, 8 pushes, 1 branch in 1 year 7 months
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Umberto Picchini - Full Professor In Mathematical Statistics