Umberto Picchini
upicchini.bsky.social
Umberto Picchini
@upicchini.bsky.social
Full Professor at @deptmathgothenburg.bsky.social | simulation-based inference | Bayes | stochastic dynamical systems | https://umbertopicchini.github.io/
Pinned
Want to fit challenging stochastic models with mixed-effects? Check our new paper and the thread by @henhagg.bsky.social 👇

We construct an SBI framework to obtain expressive, parsimonious approximations of the likelihood and the posterior.

The methodology is scalable and easily trainable.
New paper on SBI for stochastic nonlinear mixed-effects models!

We propose a scalable Bayesian framework for hierarchical mixed-effects models, using amortized likelihood and posterior approximations, obtained without neural networks.

🔗 arxiv.org/abs/2504.11279
We are recruiting a PhD student at Chalmers University of Technology, Gothenburg, Sweden.
The project explores Bayesian Experimental Design for real-time, risk-aware trajectory planning in autonomous driving, combining Bayesian inference and optimal control

Apply by November 30
tinyurl.com/4mr6u79y
Vacancies
www.chalmers.se
November 4, 2025 at 2:01 PM
Reposted by Umberto Picchini
The 1st OWABI talk of the Season will be given by François-Xavier Briol (University College London). who will talk about "Multilevel neural simulation-based inference".
Multilevel neural simulation-based inference
Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences...
arxiv.org
October 27, 2025 at 12:06 PM
Proud supervisor moment! Congratulations to Petar Jovanovski for successfully defending his PhD thesis "Simulation-based parameter inference methods based on data-conditional simulation of stochastic dynamical systems".

👉 interview with Petar with link to thesis (bottom) tinyurl.com/54b5bp4f 1/3
September 22, 2025 at 8:37 AM
Reposted by Umberto Picchini
New work on inference for partially observed (hypoelliptic) SDEs in frequentist/Bayesian regimes.

Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535

Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social
July 22, 2025 at 3:09 PM
Reposted by Umberto Picchini
Ladies and Gentlemen, our 2025 Wimbledon champion 👏🎾🍓
A fitting end to a truly great Grand slam ❤️🎾
July 13, 2025 at 6:27 PM
Reposted by Umberto Picchini
The latest issue of the ISBA bulletin is now available!

This issue features:

- A 𝘸𝘦𝘭𝘤𝘰𝘮𝘦 𝘮𝘦𝘴𝘴𝘢𝘨𝘦 from the ISBA President;
- The 𝘭𝘢𝘵𝘦𝘴𝘵 𝘯𝘦𝘸𝘴 from the Bayesian community
- The 𝘛𝘦𝘢𝘤𝘩𝘪𝘯𝘨 𝘉𝘢𝘺𝘦𝘴 section, full of ideas for bringing Bayes into the classroom.

isba-bulletin.github.io/ISBABulletin/
July 5, 2025 at 5:44 PM
Reposted by Umberto Picchini
Nikkei found academics had written "give a positive review only" and "do not highlight any negatives" in white text or tiny font on 17 preprints to combat AI peer reviews.

asia.nikkei.com/Business/Tec...
'Positive review only': Researchers hide AI prompts in papers
Instructions in preprints from 14 universities highlight controversy on AI in peer review
asia.nikkei.com
July 3, 2025 at 4:07 PM
a 6 pages primer on Bayesian Asymptotics

Quite nice summary, with heuristic justifications followed by sketches of more rigorous proofs:
www.adamnsmith.com/files/notes/...
June 25, 2025 at 1:44 PM
What is common knowledge in your field, but shocks outsiders?

Nicolas Metropolis did not play any scientific role in the development of what is known as the "Metropolis" (and later Metropolis-Hastings) algorithm.

(pic: the MANIAC computer that Arianna Rosenbluth used to code the algorithm)
June 19, 2025 at 6:57 AM
Reposted by Umberto Picchini
A new open-access Springer journal brand Discover, has absolute resemblance to MDPI and its strategy. A shocking new analysis by @paolocrosetto.bsky.social and other members of the Strain Team the-strain-on-scientific-publishing.github.io/website/post...
HT: @deevybee.bsky.social
Spinger Nature Discovers MDPI – The Strain on Scientific Publishing
Home page for the paper ‘The Strain on Scientific Publishing’ by Mark A Hanson, Dan Brockington, Paolo Crosetto and Pablo Gomez Barreiro
the-strain-on-scientific-publishing.github.io
June 10, 2025 at 9:10 AM
Zotero's pdf reader is becoming my go-to choice.
By hoovering the mouse on a citation, or any hyperlinked section/equation/table etc, a super handy window pops up.
So no need to scroll through the pdf and interrupt the reading flow.

Any other pdf reader (for Windows) with such feature?
May 21, 2025 at 8:15 AM
Want to fit challenging stochastic models with mixed-effects? Check our new paper and the thread by @henhagg.bsky.social 👇

We construct an SBI framework to obtain expressive, parsimonious approximations of the likelihood and the posterior.

The methodology is scalable and easily trainable.
New paper on SBI for stochastic nonlinear mixed-effects models!

We propose a scalable Bayesian framework for hierarchical mixed-effects models, using amortized likelihood and posterior approximations, obtained without neural networks.

🔗 arxiv.org/abs/2504.11279
April 28, 2025 at 1:18 PM
Reminder that the next OWABI seminar www.warwick.ac.uk/owabi is scheduled on Thursday the 24th April at 11am UK time. Our next speaker is @ayushbharti.bsky.social (Aalto University), who will talk about "Cost-aware simulation-based inference".
April 23, 2025 at 12:46 PM
Reposted by Umberto Picchini
Our new journal for #DataScience and #AI is open for submissions: academic.oup.com/rssdat?login...

Back at its launch at our conference last September, editor in chief @lawrennd.bsky.social discussed how it fits with our mission and why its needed to confront current societal challenges
Launching our new journal for data science and artificial intelligence
YouTube video by RoyalStatSoc
www.youtube.com
April 4, 2025 at 11:02 AM
there's a lot of insight and interesting discussion in the review paper "Simulation-based Bayesian inference under model
misspecification"

arxiv.org/abs/2503.123...
March 25, 2025 at 3:02 PM
Reposted by Umberto Picchini
You publish papers in statistics journals and you're proud of them? But, when your friends ask "are you coming to AISTATS with us?", you feel sad and you regret not to submit papers to conferences?

Well, this message is for you!

There is now a Journal-to-conference track at #AISTATS2025!
🚀 Excited to announce the launch of a pilot trial for the Journal-to-Conference track at #AISTATS2025, coordinated by @pierrealquier.bsky.social and me

The track considers published papers from AoS, Biometrika, JASA, JMLR & JRSS B for a poster presentation at AISTATS 2025

📅 Deadline: 15 March 2025
February 10, 2025 at 8:35 AM
Reposted by Umberto Picchini
Jeremias Knoblauch and other colleagues and friends in UCL launched a "Post-Bayes seminar series". Their will be many blocks of talks, including a series on PAC-Bayes (probably starting in September 2025).

The first talk (by Jeremias) is next week. Please have a look:

postbayes.github.io/seminar/
Post-Bayes seminar series – seminar
postbayes.github.io
February 6, 2025 at 6:46 AM
Reposted by Umberto Picchini
I created a starter pack for simulation-based inference (aka. likelihood-free inference).

Let me know if you’d like me to add you.

go.bsky.app/GVnJRoK
November 17, 2024 at 3:14 PM
a new seminar in the Approximate Bayesian Inference series is approaching
Paul Bürkner (TU Dortmund University), will give our next talk. This will be about "Amortized Mixture and Multilevel Models", and is scheduled on Thursday the 30th January at 11am. To receive the link to join, sign up at listserv.csv.warwick...
January 14, 2025 at 12:08 PM
15 PhD positions at @deptmathgothenburg.bsky.social in Gothenburg, Sweden.

Excellent working conditions, a monthly salary of ~34,000 SEK (~3,000 Euro) in a beautiful city.

Deadline to apply: 24 February

🔗https://www.chalmers.se/en/departments/mv/research/doctoral-studies/mv-phd-recruitment-2025/
January 13, 2025 at 12:58 PM
Interesting case where authors tease a reviewer by citing bits of the review (!)
From: www.jstor.org/stable/2290467

(background: a foundational paper about multicollinearity in regression)
January 9, 2025 at 10:13 AM
"Questionable practices in machine learning"
arxiv.org/pdf/2407.12220
January 9, 2025 at 7:02 AM