$\mathbb{P}$robably Approximately Wrong

An infrequent blog, by Nicola Branchini

About me

"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"

- David Blackwell

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:




Statistics and Probability Letters


AISTATS 2023, AABI 2023

Talks & Posters


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.