Welcome to my first blog post! You can read about me in the About section.

I will write about statistical inference methods and algorithms, typically (though not exclusively) for models that have some dynamic component. Posts will reflect personal research interests, notably computer-intensive Monte Carlo methods for parameter inference, (approximate) Bayesian methods and likelihood-free methods such as ABC.

My goal is to offer a simplified (though not simplistic) entry to challenging inference methods for stochastic modelling. For some of my posts, the ideal target are postgraduate students in mathematical statistics, or more in general researchers with an adequate background in linear algebra and stochastic processes, with some ability to code.  I will keep the notation and detail of the exposition at a fairly accessible level, avoiding measure-theoretic constructs and emphasizing computational and applied aspects.

About Umberto P

This entry was posted in Uncategorized and tagged , , , , , , , , , . Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s