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/
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
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
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
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
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
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
I wasn't aware of this (fairly recent) book of fiction. Did anyone read it?
December 1, 2024 at 1:50 PM
subscribe the Bayes Nordics email list, for Bayes-related events & jobs in the (European) Nordic countries.
sites.google.com/site/bayesno...

(scope and etiquette at sites.google.com/site/bayesno...)
November 25, 2024 at 9:17 AM
must read for anyone running pseudomarginal methods (eg particle MCMC): new guidelines for the tuning of pMCMC.

arxiv.org/abs/2411.10785
November 24, 2024 at 10:44 AM
In Göteborg you can choose what services to use to enhance your predictive power #realpic
November 18, 2024 at 6:27 AM
“Either you perform and bring profits to the company, or it’s more convenient to leave.” [3/3]
October 28, 2024 at 7:49 AM
If you work with mixed-effects modelling driven by stochastic differential eqs, I maintain a page with references: mostly papers, but also phd theses, software etc. You can PM me for missing references (the list focuses on methodological advancements) umbertopicchini.github.io/sdemem/
April 18, 2024 at 6:53 AM