Nicola Branchini
PhD Student in Statistics at the University of Edinburgh working with Víctor Elvira
ELLIS PhD Student working with Aki Vehtari at Aalto University
Hi! I am a PhD student in Statistics in the School of Mathematics at the University of Edinburgh, advised by Víctor Elvira. Sometimes I blog as well here.
I am also an ELLIS PhD student, working with and co-supervised by Aki Vehtari in Aalto University.
My real interests are broad, spanning computational statistics and statistical/probabilistic machine learning, with a focus on methodology. For my PhD, I have been focussing on developing methodology in Monte Carlo (MC), with a particular focus on importance sampling (IS).
The concept of IS is all about "sample efficient" - in ML terminology - MC integration, and of understanding MC integration as optimization over probability densities. This is relevant in a number of applications beyond "just" Bayesian computation.
I like collaborating with people. Feel free to drop me an email (and to ping me again if I do not reply).
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Will present our work on adaptive self-normalized IS driven by MCMC at the Isaac Newton Institute workshop on "Accelerating statistical inference and experimental design with machine learning" in Cambridge next week.
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Our conference paper Towards Adaptive Self-Normalized Importance Samplers is accepted at the Statistical Signal Processing Workshop (SSP), 2025.✰
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Our preprint on subtractive mixture models and importance sampling is out!
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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 !
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Thanks to G-Research for generously awarding me a grant so that I will be able to attend NeurIPS in Vancouver
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Excited (and a bit stressed) to give a talk at the 6th workshop on Sequential Monte Carlo (SMC 2024). ✰
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Adaptive importance sampling for heavy-tailed distributions via alpha-divergence minimization to appear in AISTATS 2024. ✰
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Variational resampling to appear in AISTATS 2024. ✰
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Causal Optimal Transport of Abstractions to appear in CLEaR (Conference on Causal Learning and Reasoning) 2024. ✰
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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". ✰
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Causal Entropy Optimization to appear in AISTATS 2023. ✰
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Received ISBA Travel Award for BayesComp 2023.
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Accepted for attending the 2023 Probabilistic Numerics School in Tübingen
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Poster on "Generalized Self Normalized Importance Sampling" accepted at BayesComp 2023.
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I received the Turing Enrichment Scheme (Placement Award, for 6 months) offer.
Previously I was Research Assistant at the Alan Turing Institute, where I worked with Theodoros Damoulas. I did my MSc in AI also in Edinburgh, and my BSc at the University of Warwick.