$\mathbb{P}$robably Approximately Wrong

An infrequent blog, by Nicola Branchini

Nicola Branchini

PhD Student in Statistics at the University of Edinburgh working with Víctor Elvira

ELLIS PhD Student working with Aki Vehtari at Aalto University

📄 Resume
Nicola Branchini
About

Hi! I am a PhD student in Statistics in the School of Mathematics at the University of Edinburgh, advised by Víctor Elvira. Sometimes I blog as well here.

I am also an ELLIS PhD student, working with and co-supervised by Aki Vehtari in Aalto University.

My real interests are broad, spanning computational statistics and statistical/probabilistic machine learning, with a focus on methodology. During my PhD, I have been focussing on developing methodology in Monte Carlo (MC), with a particular focus on importance sampling (IS).

While you may have heard of IS and think of it as a weighting method (that would be importance weighting), my own view is that it is more about where to place samples. I also like it to see as a type of optimization over probability densities. This is relevant in a number of applications beyond "just" Bayesian computation.

I like collaborating with people. Feel free to drop me an email (and do ping me again if I do not reply - I easily get overwhelmed with emails, due to my own limitations rather than the amount of emails).

News
Background

Previously I was Research Assistant at the Alan Turing Institute, where I worked with Theodoros Damoulas. I did my MSc in AI also in Edinburgh, and my BSc at the University of Warwick.