Community Profile

# Umberto Picchini

9 total contributions since 2006

Assistant Professor in Statistics. My researches are mainly devoted to statistical inference for nonlinear dynamical models with emphasis on stochastic differential equations.

Personal page:
http://www.maths.lth.se/matstat/staff/umberto/

My Stochastic Differential Equations Toolbox for MATLAB can be found at:
http://sdetoolbox.sourceforge.net

A MATLAB package for approximate Bayesian computation (ABC) for SDE models can be found at
http://sourceforge.net/projects/abc-sde/

Professional Interests: Inference for stochastic processes, dynamical models, stochastic differential equations, MCMC, Bayesian inference

Contributions in
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Responded

Re: numerical/automatic differentiation
I have differentiated functions defined in programs containing for cycles, if-else statements etc with success via ADiMat http:/...

6 years ago | 5855 views

Responded

I can only confirm that I have the same problem and when trying to compute some very long expression the latest r2009a (uses MuP...

7 years ago | 7203 views

Responded

Re: error in 'solve' --> not a valid expression or equation
Of course in my original post it was meant to be: lambda = [lambda11 lambda12; lambda21 lambda22] Looking forward to your sugge...

8 years ago | 3878 views

Posted

error in 'solve' --> not a valid expression or equation
Hi, I defined three symbolic 2x2 matrices: lambda, beta and sigma: lambda = [lambda11 lambda12 lambda21 lambda22]; beta = [b11 b...

8 years ago | 3878 views

Responded

Re: free source code documentation generator tool
Daniel Scholten" <sen@biba.uni-bremen.de> wrote in message http://www.artefact.tk/software/matlab/m2html/

8 years ago | 5645 views

Responded

Re: generation of random values for beta distribution

8 years ago | 2082 views

Responded

Re: automatic differentiation
take a look here: http://www.autodiff.org/?module=Tools&language=MATLAB I use ADiMat (http://www.sc.rwth-aachen.de/vehreschild/...

8 years ago | 5041 views

Submitted

Fast Trapezoidal Integration
Similar to TRAPZ but (up to) 16x-times faster. Equally spaced data NOT required.