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    In preparation

  1. 2017: accelerating SAEM for intractable likelihoods. A follow up to the article Picchini 2017 published on Communications in Statistics - Simulation and Computation.
  2. 2017: with Ingemar André and Wojciech Potrzebowski, "Bayesian inference for virus capsid assembly".
  3. 2017: with Fabio Garofalo (Lund University), "Quantifying free-flow acoustophoretic separation of cell populations by using mean-covariance dynamics".
  4. 2017: with Samuel Wiqvist: accelerating pseudo-marginal MCMC for long time-series of protein-folding data.
  5. 2017: with Samuel Wiqvist: using ABC (approximate Bayesian computation) to accelerate MCMC algorithms.
  6. 2017: with Zoltan Kekecs: Transparent Psi project.


  7. U. Picchini and J. Forman (2016). Bayesian inference for stochastic differential equation mixed effects models of a tumor xenography study, arXiv:1607.02633.

    Articles published in peer-reviewed journals

  8. U. Picchini (2017). Likelihood-free stochastic approximation EM for inference in complex models, Communications in Statistics - Simulation and Computation. doi:10.1080/03610918.2017.1401082. Supporting code available at my GitHub repo
  9. U. Picchini and A. Samson (2018). Coupling stochastic EM and Approximate Bayesian Computation for parameter inference in state-space models. Computational Statistics 33(1):179-212. Supporting code available at my GitHub repo and also as supplementary material of the article on Computational Statistics.
  10. U. Picchini and R. Anderson (2017). Approximate maximum likelihood estimation using data-cloning ABC. Computational Statistics and Data Analysis, vol. 105, 166-183.
  11. U. Picchini and J.L. Forman (2015). Accelerating inference for diffusions observed with measurement error and large sample sizes using Approximate Bayesian Computation. Journal of Statistical Computation and Simulation, 86(1), 195-213. A discussion based on an earlier version of this paper is at Christian P. Robert's blog.
  12. U. Picchini (2014). Inference for SDE models via Approximate Bayesian Computation. Journal of Computational and Graphical Statistics, 23(4), 1080-1100. Supporting code.
  13. U. Picchini and S. Ditlevsen (2011). Practical estimation of high dimensional stochastic differential mixed-effects models. Computational Statistics & Data Analysis, 55(3), 1426-1444.
  14. U. Picchini, A. De Gaetano and S. Ditlevsen (2010). Stochastic differential mixed-effects models. Scandinavian Journal of Statistics, 37(1), 67-90. See also the corresponding Correction.
  15. U. Picchini, S. Ditlevsen and A. De Gaetano (2008). Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics. Mathematical Medicine and Biology, 25(2), 141-155.
  16. U. Picchini, S. Ditlevsen, A. De Gaetano and P. Lansky (2008). Parameters of the diffusion leaky integrate-and-fire neuronal model for a slowly fluctuating signal. Neural Computation, 20(11), 2696-2714.
  17. P. Palumbo, U. Picchini, B. Beck, J. van Gelder, N. Delbar, A. De Gaetano (2008). A general approach to the apparent permeability index. Journal of Pharmacokinetics and Pharmacodynamics, 35(2), 235-248.
  18. U. Picchini, S. Ditlevsen and A. De Gaetano (2006). Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations. Journal of Mathematical Biology, 53(5), 771–796.
  19. A. Morelli, J.L. Teboul, S. M. Maggiore, A. Vieillard-Baron, M. Rocco, G. Conti, A. De Gaetano, U. Picchini, A. Orecchioni, I. Carbone, P. Pietropaoli, M. Westphal (2006). Effects Of Levosimendan On Right Ventricular Afterload In Patients With Acute Respiratory Distress Syndrome: A Pilot Study. Critical Care Medicine, 34(9):2287-2293.
  20. U. Picchini, A. De Gaetano, S. Panunzi, S. Ditlevsen and G. Mingrone (2005). A mathematical model of the euglycemic hyperinsulinemic clamp. Theoretical Biology and Medical Modelling, 3;2(1):44.
  21. A. Morelli, Z. Ricci, R. Bellomo, C. Ronco, M. Rocco, G. Conti, A. De Gaetano, U. Picchini, A. Orecchioni, M. Portieri, F. Coluzzi, P. Porzi, P. Serio, A. Bruno and P. Pietropaoli (2005). Prophylactic fenoldopam for renal protection in sepsis: a randomized, double blind, placebo-controlled pilot trial. Critical Care Medicine, 33(11):2451-2456.
  22. A. Morelli, L. Tritapepe, M. Rocco, G. Conti, A. Orecchioni, A. De Gaetano, U. Picchini, P. Pelaia, C. Reale and P. Pietropaoli (2005). Terlipressin versus Norepinephrine To Counteract Anesthesia-induced Hypotension in Patients Treated with Renin-Angiotensin System Inhibitors: Effects of Systemic and Regional Hemodynamics, Anesthesiology, 102(1):12-19.
  23. A. De Gaetano, G. Cortese, M.G. Pedersen, S. Panunzi, U. Picchini and A. Morelli (2004). Modeling serum creatinine in septic ICU patients, Cardiovascular Engineering: An International Journal, 4(2), 173-180.

  24. Research reports

  25. U. Picchini, S. Ditlevsen and A. De Gaetano (2005). System noise modelization in glucose/insulin dynamics. Technical Report R.630, IASI-CNR, Rome, Italy.
  26. U. Picchini, A. De Gaetano and S. Ditlevsen (2006). Parameter estimation in stochastic differential mixed-effects models. Research Report 06/12, Department of Biostatistics, University of Copenhagen.

  27. My PhD dissertation

  28. U. Picchini (2007). Stochastic Differential Models with Applications to Physiology. Department of Statistics, Probability and Applied Statistics, University of Rome "La Sapienza".