Education
- BSc. in Statistics - Universidade Federal de Minas Gerais,
Brazil. 2004
- MSc. in Statistics - Universidade Federal do Rio de
Janeiro, Brazil. 2006
- PhD. in Statistics - University of Warwick, UK. 2011
Research
I am interested in:
- Inference for stochastic processes
- Computational Statistics and Monte Carlo methods
Publications
Selected publications
- Exact Bayesian inference for diffusion driven Cox processes. Journal of the American Statistical Association, v. 119, p. 1882-1894, 2024. (with K. G. Latuszynski and G. O. Roberts).
- Exact Monte Carlo likelihood-based inference for jump-diffusion processes. Journal of the Royal Statistical Society - Series B, v. 85, p. 732-756, 2023. (with K. G. Latuszynski and G. O. Roberts).
- Exact Bayesian inference for level-set Cox processes with piecewise constant intensity function|. Journal of Computational and Graphical Statistics, v. 32, p. 1-18, 2023. (with B. C. C. Dias)
- Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes. Statistics and Computing, v. 32, 14, 2022. (with L. M. Dutra and R. W. C. Silva)
-
Efficient Bernoulli factory MCMC for intractable posteriors. Biometrika, v. 109, p 369-385, 2022. (with D. Vats, K. G. Latuszynski and G. O. Roberts).
- Corrigendum: Exact Bayesian inference in spatio-temporal Cox processes
driven
by multivariate Gaussian processes. Journal of the Royal Statistical Society - Series B, v. 85, p. 176, 2023. (with D. Gamerman)
-
Exact Bayesian inference in spatio-temporal Cox processes
driven
by multivariate Gaussian processes. Journal of the Royal Statistical Society - Series B, v. 80, p. 157-175, 2018. (with D. Gamerman)
-
A Bayesian hidden Markov mixture model to detect
overexpressed
chromosome regions. Journal of
the Royal Statistical Society - Series C, v. 66, p. 387-412,
2017.
(with V. D. Mayrink).
-
Exact simulation problems for jump-diffusions. Methodology and Computing
in Applied
Probability, v. 16, p. 907-930, 2014. (with G. O. Roberts).
Other journal
papers and preprints
- Multidimensional Bayesian IRT Model for Hierarchical Latent Structures. [arXiv:2006.09966] (with J. Venturelli and D. F. Andrade).
- Flexible Bayesian modelling in dichotomous item response theory using mixtures of skewed item curves. British Journal of Mathematical and Statistical Psychology, v. 76, p. 69-86, 2022. (with J. Venturelli and R. Loschi).
-
On the definition of likelihood function. To appear in Chilean Journal of Statistics.
(with P. Franklin).
-
Bayesian linear regression models with flexible error
distributions. Journal of Statistical Computation and Simulation, v. 90, p. 2571-2591, 2020. (with N. B. da Silva and M.
Prates).
-
Identifying down and up-regulated chromosome regions using
RNA-Seq data. Statistical Methods and Applications, v. 29, p. 619-649, 2020. (with V. D. Mayrink).
-
Robust Bayesian model selection for heavy-tailed linear
regression using finite mixtures. Brazilian
Journal of Probability and Statistics, v. 34, p. 51-70, 2020.
(with M. Prates and V. H. Lachos).
-
Bayesian modelling of the abilities in dichotomous IRT models via regression with missing values in the covariates. Brazilian
Journal of Probability and Statistics, v. 33, p. 782-800, 2019. (with B. C. C. Dias).
-
Bayesian Item Response model: a generalised approach for
the abilities' distribution using mixtures. Journal of Statistical Computation and Simulation. v. 88, p. 967-981, 2018.
(with B. C. C. Dias and T. M. Soares).
-
Barker's algorithm for Bayesian inference with intractable
likelihoods. Brazilian
Journal of Probability and Statistics, v. 31, p. 732-745, 2017.
(with K. G. Łatuszyński
and G. O. Roberts).
-
Simultaneous Multifactor DIF Analysis and Detection in Item
Response Theory. Computational
Statistics & Data Analysis, v. 59, p. 144-160,
2013. (with D.
Gamerman and T. M. Soares).
-
An integrated Bayesian model for DIF analysis. Journal of Educational and Behavioral
Statistics, v. 34, p. 348-377, 2009. (with D.
Gamerman and T. M. Soares).
-
Análise Bayesiana do Funcionamento Diferencial do
Item. Pesquisa Operacional,
v. 27, p. 271-291, 2007. (with D.
Gamerman and T. M. Soares).
-
Avaliação de uma medida de evidência de
um ponto de mudança e sua utilização na
identificação de mudanças na taxa de criminalidade
em Belo Horizonte. Pesquisa
Operacional, v. 25, n. 3, p. 449-463, 2005. (with R. H. Loschi
and F. R. B. Cruz).
Books
- Stochastic Simulation and
Statistical Inference for Diffusion Processes. 1 ed.:
Associação Brasileira de Estatística,
2012. (in Portuguese)
Book
chapters
- Differential Item Functioning. In: Wim J. van der Linden
(Eds.). Handbook of Item Response
Theory - Volume Three. 1 ed.: Chapman and Hall/CRC,
2018. (with D.
Gamerman and T. M. Soares)
- Bayesian analysis in Item Response Theory applied to a
large-scale educational assessment. In: Mike West; Tony O'Hagan.
(Eds.). The Oxford Handbook of
Applied Bayesian Analysis. 1 ed.: Oxford University Press,
2010. (with D.
Gamerman and T. M. Soares)
Supervision
PhD
students
- Gracielle Antunes (UFMG, 2022- )
- Izabel N. de Souza (UFRJ, jointly with Dani Gamerman, 2022- )
- Larissa N. A. Martins (UFMG, jointly with Thais Paiva, 2020-2024)
- Guilherme A. S. Aguilar (UFMG, 2017-2022)
- Bárbara C. C. Dias (UFMG, 2015-2019)
- Juliane V. S. Lima (UFMG, 2015-2019)
- Lívia M. Dutra (UFMG, jointly with Roger W. C.
Silva, 2015-2019)
- Pedro F. C. Silva (UFMG, 2015-2017)
- Nívea B. da Silva (UFMG, jointly with Marcos O.
Prates, 2014-2017)
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Associate Professor
Statistics
Department
Universidade
Federal de Minas Gerais
Contact
Av. Antônio Carlos 6627, Depto. de Estatística,
ICEx,
UFMG, Pampulha, Belo Horizonte, MG,
CEP 31270-901
Brazil
E-mail
Phone
+55 31 3409-5939
Office
4082 |