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Mail Address: Umberto Picchini, Department of Mathematical Sciences, University of Durham, Science Laboratories, South Road, Durham DH1 3LE, United Kingdom. Phone: +44 (0)191 334 4164 Fax: +44 (0)191 334 3051 email:: ***.picchini@durham.ac.uk (substitute *** with my first name) "We have not succeeded in answering all our problems.
The answers we have found only serve to raise a whole set of new questions. In some ways we feel we are as confused as ever, but we believe we are confused on a higher level and about more important things." Posted outside the mathematics reading room, Tromsø University [citation from Bernt Øksendal's "Stochastic Differential Equations", Springer-Verlag (2007)] "The most terrifying fact about the universe is not that it is hostile but that it is indifferent, but if we can come to terms with this indifference, then our existence as a species can have genuine meaning. However vast the darkness, we must suppply our own light." Stanley Kubrick The men pass the ideas remain. Their moral tensions remain and will continue to walk on the legs of other men. Giovanni Falcone Richard M. Stallman, Linus Torvalds, and Donald E. Knuth engage in a discussion on whose impact on the computerized world was the greatest. Stallman: "God told me I have programmed the best editor in the world!" Torvalds: "Well, God told *me* that I have programmed the best operating system in the world!" Knuth: "Wait, wait - I never said that." From rec.humor.funny. Submitted by Erik Meltzer Current Activities and Research Interests I am Lecturer in Statistics at the Department of Mathematical Sciences of the University of Durham, UK. My researches are mainly devoted to the mathematical/statistical modelization of dynamical systems, especially through diffusion processes expressed by stochastic differential equations (SDEs). Applied work focuses on mathematical modelling of biomedical issues (particularly the glucose-insulin system). My current research topics are: SDEs numerical simulation; parameter estimation; transition density estimation techniques; mixed-effects models defined by SDEs. Teaching 2009 - Decision Theory (first term) and Bayesian Methods (second term), Department of Mathematical Sciences, University of Durham, UK. 2008 - BioMath Summer School "Stochastic Differential Equation Models with Applications to the Insulin-Glucose System and Neuronal Modeling", Middelfart, Denmark, August 3-16, 2008. - Some material for the course "Statistical methods for diffusion models" (spring 2008, blok 4, prof. S. Ditlevsen) can be found here. 2004 - 2006 - Instructor in "Medical statistics" at the Specialty School in Internal and Geriatric Medicine (Università Cattolica del Sacro Cuore - Rome). 2004 - Instructor in statistics within the "Master in clinical experimentation" at the Department of Experimental Medicine and Pathology (University of Rome "La Sapienza"). Short CV (click here for a full cv) 2009, Lecturer in Statistics at the Department of Mathematical Sciences, University of Durham, UK. 2008, PostDoc researcher at the Department of Mathematical Sciences, University of Copenhagen, Denmark. 2007, PostDoc researcher at the Biomathematics Laboratory (Institute of System Analysis and Computer Science), Rome, Italy. 2007, Ph.D. in Statistics at the Department of Statistics, Probability and Applied Statistics, University of Rome "La Sapienza", Italy. 2003-2006, researcher at the Biomathematics Laboratory (Institute of System Analysis and Computer Science, Rome, Italy), within the Ph.D. program. 2003, M.Sc. in Statistics at the Faculty of Statistics, University of Rome "La Sapienza", Italy. Publications - U. Picchini, A. De Gaetano and S. Ditlevsen (2009). Stochastic differential mixed-effects models. Forthcoming in Scandinavian Journal of Statistics. - U. Picchini, S. Ditlevsen and A. De Gaetano (2008). Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics. Mathematical Medicine and Biology, 25(2), 141-155. - U. Picchini, S. Ditlevsen, A. De Gaetano and P. Lansky (2008). Parameters of the diffusion leaky integrate-and-fire neuronal model for a slowly fluctuating signal. Neural Computation, 20(11), 2696-2714. - P. Palumbo, U. Picchini, B. Beck, J. van Gelder, N. Delbar, A. De Gaetano (2008). A general approach to the apparent permeability index. Journal of Pharmacokinetics and Pharmacodynamics, 35(2), 235-248. - U. Picchini, S. Ditlevsen and A. De Gaetano (2006). Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations. Journal of Mathematical Biology, 53(5), 771–796. - A. Morelli, J.L. Teboul, S. M. Maggiore, A. Vieillard-Baron, M. Rocco, G. Conti, A. De Gaetano, U. Picchini, A. Orecchioni, I. Carbone, P. Pietropaoli, M. Westphal (2006). Effects Of Levosimendan On Right Ventricular Afterload In Patients With Acute Respiratory Distress Syndrome: A Pilot Study. Critical Care Medicine, 34(9):2287-2293. - U. Picchini, A. De Gaetano, S. Panunzi, S. Ditlevsen and G. Mingrone (2005). A mathematical model of the euglycemic hyperinsulinemic clamp. Theoretical Biology and Medical Modelling, 3;2(1):44. - A. Morelli, Z. Ricci, R. Bellomo, C. Ronco, M. Rocco, G. Conti, A. De Gaetano, U. Picchini, A. Orecchioni, M. Portieri, F. Coluzzi, P. Porzi, P. Serio, A. Bruno and P. Pietropaoli (2005). Prophylactic fenoldopam for renal protection in sepsis: a randomized, double blind, placebo-controlled pilot trial. Critical Care Medicine, 33(11):2451-2456. - A. Morelli, L. Tritapepe, M. Rocco, G. Conti, A. Orecchioni, A. De Gaetano, U. Picchini, P. Pelaia, C. Reale and P. Pietropaoli (2005). Terlipressin versus Norepinephrine To Counteract Anesthesia-induced Hypotension in Patients Treated with Renin-Angiotensin System Inhibitors: Effects of Systemic and Regional Hemodynamics, Anesthesiology, 102(1):12-19. - A. De Gaetano, G. Cortese, M.G. Pedersen, S. Panunzi, U. Picchini and A. Morelli (2004). Modeling serum creatinine in septic ICU patients, Cardiovascular Engineering: An International Journal, 4(2), 173-180. Research Reports - U. Picchini, S. Ditlevsen and A. De Gaetano. System noise modelization in glucose/insulin dynamics. Technical Report R.630, IASI-CNR, Rome, Italy, February 2005. - U. Picchini, A. De Gaetano and S. Ditlevsen (2006). Parameter estimation in stochastic differential mixed-effects models. Research Report 06/12, Department of Biostatistics, University of Copenhagen. Ph.D. Dissertation (ask me for a copy) - U. Picchini, Stochastic differential models with applications to physiology. Department of Statistics, Probability and Applied Statistics, University of Rome "La Sapienza", 2007. My SDE Package for MATLAB SDE Toolbox - Simulation And Estimation Of Stochastic Differential Equations with MATLAB. This MATLAB package allows to simulate sample paths of a user defined Itô or Stratonovich SDE, estimate parameters and obtain descriptive statistics of the underlying stochastic process; users can also simulate an SDE chosen from a models library. More MATLAB contributions available here. Miscellanea Click here if you want to be bored with some additional information about my interests. For example you might be interested in joining the "World Community Grid" project, as I did. Click here to know more. 
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