Umberto Picchini
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Associate Professor in Statistics.
Personal page:
https://umbertopicchini.github.io/
Some code: https://github.com/umbertopicchini
My (old/unsupported) Stochastic Differential Equations Toolbox for MATLAB can be found at:
http://sdetoolbox.sourceforge.net
A MATLAB package for approximate Bayesian computation (ABC) for SDE models can be found at
http://sourceforge.net/projects/abc-sde/
Interests: Inference for stochastic processes, dynamical models, stochastic differential equations, Bayesian inference
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Fast Trapezoidal Integration
Similar to TRAPZ but (up to) 16x-times faster. Equally spaced data NOT required.
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Fast Linear Interpolation
Performs linear interpolation with a speed acceleration of (up to) 4x.
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