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Umberto Picchini

Researcher at Chalmers University of Technology

Publications -  41
Citations -  1035

Umberto Picchini is an academic researcher from Chalmers University of Technology. The author has contributed to research in topics: Inference & Stochastic differential equation. The author has an hindex of 14, co-authored 36 publications receiving 932 citations. Previous affiliations of Umberto Picchini include National Research Council & University of Copenhagen.

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Stochastic Differential Mixed-Effects Models

TL;DR: In this paper, the authors proposed a computationally fast approximated maximum likelihood procedure for the estimation of the non-random parameters and the random effects in stochastic differential mixed-effects models.
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Practical estimation of high dimensional stochastic differential mixed-effects models

TL;DR: A parameter estimation method is proposed and computational guidelines for an efficient implementation are given, and the method is evaluated using simulations from standard models like the two-dimensional Ornstein-Uhlenbeck (OU) and the square root models.
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Inference for SDE Models via Approximate Bayesian Computation

TL;DR: This work considers simulation studies for a pharmacokinetics/pharmacodynamics model and for stochastic chemical reactions and provides a Matlab package that implements the proposed ABC-MCMC algorithm.