$\mathbb{P}$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

"Getting numbers is easy; getting numbers you can trust is hard."

- Ron Kohavi, Diane Tang, Ya Xu (from the book "Trustworthy Online Controlled Experiments")

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. To be clear, it does not mean it is “better” or “more important” (nor less, for that matter) 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 (workshop) 2023, NeurIPS 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.