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:

My Stochastic Differential Equations Toolbox for MATLAB can be found at:

A MATLAB package for approximate Bayesian computation (ABC) for SDE models can be found at

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


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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


Re: Mupad vs Maple
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


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


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


Re: free source code documentation generator tool
Daniel Scholten" <> wrote in message

8 years ago | 5645 views


Re: generation of random values for beta distribution
Yes. Check this:

8 years ago | 2082 views


Re: automatic differentiation
take a look here: I use ADiMat (

8 years ago | 5041 views


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

10 years ago | 4 downloads |



Fast Linear Interpolation
Performs linear interpolation with a speed acceleration of (up to) 4x.

10 years ago | 10 downloads |