$\mathbb{N}$icola $\mathbb{B}$ranchini

My PhD thesis, On self-normalized importance sampling, is now publicly available.

Glad to announce that we got two workshop papers accepted at NeurIPS. The first is Robust monitoring of changes in sequential Bayesian experimental design, with Sara Pérez-Vieites, to appear in the E-Values: From Statistics to ML workshop. The second is Estimating rare event probabilities in masked diffusion language models with Francesco Vinciguerra (first author), to appear in the AI4GOOD workshop.

Pleased to announce that our paper on adaptive SNIS via MCMC was rejected (yes, you read it right) by NeurIPS 2026 with superficial feedback! Looking forward to submit to a journal.

Happy to share that I passed my PhD viva in June! Many thanks to my examiners Art Owen and Grégoire Clarté.

Happy to be invited for a talk at StaTalk 2026 in Torino.

Happy to give a contributed talk at the London Meeting on Computational Statistics at UCL.

Happy to give a contributed talk at MCQMC 2026 in Edinburgh.

Looking forward to attending the ProbAI workshop at the Isaac Newton Institute in Cambridge in March, as part of the Hub’s activities.

Recently joined the University of Warwick as a ProbAI research fellow, where I will work with Gareth Roberts.

Three new papers in 2026: How to approximate inference with subtractive mixture models (AISTATS 2026), On the bias of variational resampling (AISTATS 2026), and Multimarginal Flow Matching with Adversarially Learnt Interpolants (ICLR 2026). See more details on the publications page.

Our conference paper Towards Adaptive Self-Normalized Importance Samplers is accepted at the Statistical Signal Processing Workshop (SSP), 2025. ✰

Thanks to the Institute for Mathematical and Statistical Innovation (IMSI) for generously awarding me a travel grant of 1000 US dollars to attend MCM 2025 in Chicago!

Thanks to G-Research for generously awarding me a grant so that I will be able to attend NeurIPS in Vancouver.

Our Generalized self-normalized importance sampling featured in Xi'an's blog! ✰ ✰

Excited (and a bit stressed) to give a talk at the 6th workshop on Sequential Monte Carlo (SMC 2024). ✰

Adaptive importance sampling for heavy-tailed distributions via alpha-divergence minimization to appear in AISTATS 2024. ✰

Variational resampling to appear in AISTATS 2024. ✰

Causal Optimal Transport of Abstractions to appear in CLEaR (Conference on Causal Learning and Reasoning) 2024. ✰

Contributed talk accepted in a minisymposium at the 14th international conference on Monte Carlo methods and applications (MCM 2023), on Generalized Self Normalized Importance Sampling. ✰

Causal Entropy Optimization to appear in AISTATS 2023. ✰

Received ISBA Travel Award for BayesComp 2023.

Accepted for attending the 2023 Probabilistic Numerics School in Tübingen.

Poster on Generalized Self Normalized Importance Sampling accepted at BayesComp 2023.

I received the Turing Enrichment Scheme (Placement Award, for 6 months) offer.