# $\mathbb{P}$robably Approximately Wrong

## An infrequent blog, by Nicola Branchini

"Basically, I’m not interested in doing research and I never have been. I’m interested in understanding, which is quite a different thing. And often to understand something you have to work it out yourself because no one else has done it"

This very infrequent blog is by me, Nicola Branchini.
I am a graduate researcher in Statistics in the School of Mathematics at the University of Edinburgh, advised by Dr. Víctor Elvira. The kind of research I (mostly) enjoy doing is the so called “fundamental” or “basic” research. It does not mean it is “better” or “more important” than other kinds of research.

I am interested broadly in statistical methodology surrounding efficient uncertainty quantification, decision making, probabilistic reasoning, computational statistics, and machine learning.
More specifically, I am interested in methods for (possibly adaptive) Importance Sampling, experimental design, and causal inference.

I like collaborating with people. If you do research in very related topics, feel free to drop me an email. Some specific topics I am working on now directly and/or want to use in my work in the future are:

• Importance Sampling methodology for joint estimation of multiple related quantities.
• Quasi Monte Carlo methodology.
• Rare event estimation.
• High dimensional statistics ( Who isn’t interested in this ?? ) .
• Methods to combine interventional and observational data for efficient causal estimation.

### Reviewing

#### Journals

Statistics and Probability Letters

#### Conferences

AISTATS 2023, AABI 2023

### Talks & Posters

• Contributed talk on “Generalized Self Normalized Importance Sampling” at the 14th international conference on Monte Carlo methods and applications (MCM) 2023
• Poster on “Generalized Self Normalized Importance Sampling” at BayesComp 2023.
• Poster on “Causal Entropy Optimisation” at Greek Stochastics.
• Poster: Optimized Auxiliary Particle Filters: adapting mixture proposals via convex optimization, at 5th Workshop on Sequential Monte Carlo methods, May 2022.
• Poster: Optimized Auxiliary Particle Filters: adapting mixture proposals via convex optimization, at “Bayes at CIRM” Winter School, Centre International de Rencontres Mathématiques, Marseille, October 2021
• Poster: Optimized Auxiliary Particle Filters: adapting mixture proposals via convex optimization at 37th Conference on Uncertainty in Artificial Intelligence (UAI), online, 2021.

### Some background

Previously, I was a Research Assistant at the Alan Turing Institute, working within the Warwick Machine Learning Group and supervised by Prof. Theo Damoulas. Previous to that, I was a Master’s student in the School of Informatics at the University of Edinburgh where I was supervised by Dr. Víctor Elvira working on auxiliary particle filters. As undergrad, I studied Computer Science at the University of Warwick, where I did my BSc dissertation on reproducing AlphaZero supervised by Dr. Paolo Turrini.

### Random selection of nice reads

Worth having the physical version.