Miguel de Carvalho (591F-20A6-7BC0)

Curriculum Vitae

Miguel de Carvalho

SHORT BIO I am an Invited Full Professor at University of Aveiro and a Reader in Statistics at the University of Edinburgh (UoE). I am a world expert in the fields of Extreme Value Theory (EVT) and Bayesian Statistics. In EVT I have pioneered the development of regression models for multivariate extremes, and in Bayesian Statistics I have developed a geometrical framework for Bayesian inference that was awarded with the 2018 Lyndley Prize from the International Society for Bayesian Analysis (ISBA). My publication record at CIÊNCIAVITAE showcases my intradisciplinary outlook (e.g., Biostatistics; Forecasting). My research has been published in top tier journals in the field of Statistics, including the Journal of the American Statistical Association, The Annals of Applied Statistics, Bayesian Analysis, Biometrics, and The American Statistician. My research funding portfolio as a PI, valued at around 880 000$, has received funding from leading scientific agencies (e.g., FCT; Chilean NSF), regulators (e.g., Banco de Portugal, Financial Supervisory Service), and major FTSE 100 corporations (abrdn; Unilever). 10% of my time is bought by the Edinburgh Centre of Financial Innovation. The latest grant that I have been awarded is funded by abrdn (£300 000), and it will address a variety of methodological challenges related with interfacing statistical models with large language models (https://edin.ac/3vynswG).* I have been an AE for 7 leading journals in the field of Statistics, including, the Journal of the American Statistical Association and Annals of Applied Statistics. I have held a variety of leadership roles at the University of Edinburgh (e.g., Director of UoE Centre for Statistics 2019-21) as well as internationally (e.g., Board of Directors of ISBA; Elected Member of the Council of the International Statistical Institute 2023-26). At the age of 40, I became the youngest ever President of the Portuguese Statistical Society in 2021. I have been a PDRA at EPFL (2010-12). Before joining Edinburgh in 2016-17, I was employed by Pontificia Universidad Católica de Chile (PUC Chile). I joined Aveiro in 2023. I received my Licentiate in Maths, MA in Economics, and PhD in Stats from NOVA University in Lisbon. I have completed my Habilitation in Probability & Statistics at the University of Lisbon (2019).

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Identificação

Identificação pessoal

Nome completo: Miguel de Carvalho

Nomes de citação

de Carvalho, Miguel

Identificadores de autor

Ciência ID: 591F-20A6-7BC0
ORCID iD: 0000-0003-3248-6984

Endereços de correio eletrónico

miguel.bcarvalho@ua.pt (Profissional)

Moradas

The University of Edinburgh. School of Mathematics, The King's Buildings, Peter Guthrie Tait Road, Edinburgh , EH9 3FD, Edinburgh, Lothian, Reino Unido (Profissional)
Universidade de Aveiro, Campus Universitário de Santiago, 3810-193 , Aveiro, Aveiro, Portugal (Profissional)

Websites

http://www.maths.ed.ac.uk/~mdecarv (Académico)
https://www.ua.pt/en/p/80654678 (Académico)

Domínios de atuação

Ciências Exatas - Matemática - Estatística e Probabilidades

Idiomas

Idioma	Conversação	Leitura	Escrita	Compreensão	Peer-review
Inglês	Utilizador proficiente (C2)	Utilizador proficiente (C2)	Utilizador proficiente (C2)	Utilizador proficiente (C2)	Utilizador proficiente (C2)
Espanhol; Castelhano	Utilizador proficiente (C1)	Utilizador proficiente (C1)	Utilizador proficiente (C1)	Utilizador proficiente (C1)	Utilizador proficiente (C1)
Francês	Utilizador independente (B1)	Utilizador elementar (A1)	Utilizador elementar (A1)	Utilizador independente (B1)

Formação

	Grau	Classificação
2019/10 Concluído	Habilitation in Probability & Statistics (Título de Agregado) Universidade de Lisboa, Portugal	Approved by Unanimity
2009 Concluído	PhD in Mathematics with Emphasis on Statistics (Doutoramento) Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal "Extremum Estimators and Stochastic Optimization Methods" (TESE/DISSERTAÇÃO)	Approved by Unanimity
2009 Concluído	MSc in Economics (Mestrado) Universidade Nova de Lisboa, Portugal "Mean Regression for Censored Length-Biased Data" (TESE/DISSERTAÇÃO)	Final Classification: 15 out of 20; Thesis: 18 out of 20
2004 Concluído	Licentiate in Mathematics (Licenciatura) Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal "Statistical Burden and Application of Benford's Law to the Quality of Statistical Information" (TESE/DISSERTAÇÃO)	Final Classification: 15 out of 20

Percurso profissional

Ciência

	Categoria Profissional Instituição de acolhimento	Empregador
2011/01/01 - 2012/09/30	Pós-doutorado (Investigação)	École Polytechnique Fédérale de Lausanne, Suiça

Docência no Ensino Superior

	Categoria Profissional Instituição de acolhimento	Empregador
2019 - Atual	Professor Associado (Docente Universitário)	The University of Edinburgh, Reino Unido

2023/11/24 - 2026/11/23	Professor Catedrático Convidado (Docente Universitário)	Universidade de Aveiro, Portugal

2016 - 2018	Professor Auxiliar (Docente Universitário)	The University of Edinburgh, Reino Unido

2016/01/01 - 2016/10/31	Professor Associado (Docente Universitário)	Pontificia Universidad Católica de Chile, Chile

2012/09/01 - 2015/12/31	Professor Auxiliar (Docente Universitário)	Pontificia Universidad Católica de Chile, Chile

2010/05/01 - 2010/12/31	Professor Visitante (Docente Universitário)	Universidade Nova de Lisboa, Portugal

Projetos

Bolsa

	Designação	Financiadores
2004/01/09 - 2008/01/09	Advanced Research Fellowship (SFRH/BD/15169/2004) SFRH/BD/15169/2004 Bolseiro de Doutoramento

Projeto

	Designação	Financiadores
2024/03/01 - Atual	The abrdn Investment Co-Pilot: Statistical Intelligence at Work (approx. 380 000$) abrdn Investigador responsável The University of Edinburgh, Reino Unido	abrdn plc
2024 - 2025	Artificial Neural Models for Record-Breaking Extreme Events (£49 962) 3632 Investigador responsável The University of Edinburgh, Reino Unido	Em curso
2024/01/01 - 2024/07/31	A Real-Time Data Management System for Generative AI Enabled Financial Decision-Making (£13,832) x231 Investigador The University of Edinburgh, Reino Unido	GAIL (Generative AI Laboratory) Em curso
2018/10/01 - 2022/09/30	Data Fusion and Calibration Methods for Spatial Risk Analysis (approx. 260 000$) PTDC/MAT-STA/28649/2017 Provided by PTCRIS: PTDC/MAT-STA/28649/2017 Investigador responsável FCiênciasID Associação para a Investigação e Desenvolvimento de Ciências, Portugal	Fundação para a Ciência e a Tecnologia Concluído
2017/09/01 - 2022/01/01	Bayesian Density Regression with Functional Covariates: Modelling and Visualisation (approx. 60 000$) R83738 Investigador responsável The University of Edinburgh, Reino Unido	Unilever UK Ltd Concluído
2017 - 2021	Financial Health Check (approx. 45 000$) Reg-17472 Co-Investigador Responsável (Co-IR) The University of Edinburgh, Reino Unido	The Data Lab Concluído
2019/01/01 - 2019/12/31	Centro de Estatística e Aplicações UID/MAT/00006/2019 FCiênciasID Associação para a Investigação e Desenvolvimento de Ciências, Portugal	Fundação para a Ciência e a Tecnologia Concluído
2016/09/01 - 2019/08/31	IN EXTREMIS: NonstatIoNary EXTREMes: ModelIng and EStimation (approx. 130 000$) 1160990 Investigador responsável Pontificia Universidad Católica de Chile, Chile	Comisión Nacional de Investigación Científica y Tecnológica Fondo Nacional de Desarrollo Científico y Tecnológico
2012/09/01 - 2015/09/30	Constrained Inference Problems in Extreme Value Modeling (approx. 100 000$) 11121186 Investigador responsável Pontificia Universidad Católica de Chile, Chile	Comisión Nacional de Investigación Científica y Tecnológica Fondo Nacional de Desarrollo Científico y Tecnológico Concluído
2011/01/01 - 2013/12/31	Projecto Estratégico - UI 6 - 2011-2012 PEst-OE/MAT/UI0006/2011 Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal	Fundação para a Ciência e a Tecnologia Concluído

Produções

Publicações

Artigo em revista	Lee, J.; de Carvalho, M.; Rua, A.; Avila, J. "Bayesian Smoothing for Time-Varying Extremal Dependence". Journal of the Royal Statistical Society, Ser. C (2024): https://doi.org/10.1093/jrsssc/qlae002. Aceite para publicação • 10.1093/jrsssc/qlae002 de Carvalho, M. "Lessons in Linear Regression". Significance (2023): https://doi.org/10.1093/jrssig/qmad097. 10.1093/jrssig/qmad097 de Carvalho, M.; Kumukova, A.; Palacios Ramírez, V. "Discussion of «The Importance of Context in Extreme Value Analysis with Application to Extreme Temperatures in the USA and Greenland» by Clarkson, D., Eastoe, E. & Leeson, A.". Journal of the Royal Statistical Society Series C: Applied Statistics (2023): http://dx.doi.org/10.1093/jrsssc/qlad048. 10.1093/jrsssc/qlad048 Sharifi Far, S.; Inácio, V.; Paulin, D.; de Carvalho, M.; Augustin, N. ; Allerhand, M.; Robertson, G. "Consultancy Style Dissertations in Statistics and Data Science: Why and How". The American Statistician (2023): https://doi.org/10.1080/00031305.2022.2163689. 10.1080/00031305.2022.2163689 Svetlosak, A.; de Carvalho, M.; Calabrese, R. "Subject-to-Group Statistical Comparison for Open Banking-type Data". Journal of the Operational Research Society (2023): https://doi.org/10.1080/01605682.2021.1952115. 10.1080/01605682.2021.1952115 de Carvalho, M.; Huser, R.; Rubio, R. "Similarity-Based Clustering for Patterns of Extreme Values". Stat 12 (2023): e560-e560. http://dx.doi.org/10.1002/sta4.560. 10.1002/sta4.560 de Carvalho, M.; Kumukova, A.; dos Reis, G. "Regression-Type Analysis for Multivariate Extreme Values". Extremes (2022): https://doi.org/10.1007/s10687-022-00446-6. 10.1007/s10687-022-00446-6 de Carvalho, M.; Pereira, S.; Pereira, P.; de Zea Bermudez, P. "An Extreme Value Bayesian Lasso for the Conditional Left and Right Tails". Journal of Agricultural, Biological and Environmental Statistics (2022): https://doi.org/10.1007/s13253-021-00469-9. 10.1007/s13253-021-00469-9 Galasso, Bastian; Zemel, Yoav ; de Carvalho, M. "Bayesian Semiparametric Modelling of Phase-varying Point Processes". Electronic Journal of Statistics 16 1 (2022): http://dx.doi.org/10.1214/21-ejs1973. 10.1214/21-ejs1973 de Carvalho, M.; Martos, G. "Modeling Interval Trendlines: Symbolic Singular Spectrum Analysis for Interval Time Series". Journal of Forecasting (2022): https://doi.org/10.1002/for.2801. 10.1002/for.2801 Inácio, V.; Lourenço, V.; de Carvalho, M.; Parker, R.; Gnanapragasam, V. "Robust and Flexible Inference for the Covariate-specific Receiver Operating Characteristic Curve". Statistics in Medicine (2021): https://doi.org/10.1002/sim.9153. 10.1002/sim.9153 Turkman, A.; Feridun Turkman, K.; de Zea Bermudez, P.; Pereira, S.; Pereira, P.; de Carvalho, M. "Calibration of the Bulk and Extremes of Spatial Data". REVSTAT-Statistical Journal (2021): Vol. 19 No. 3 (2021)-Statistical Journal. https://revstat.ine.pt/index.php/REVSTAT/article/view/158. 10.57805/REVSTAT.V19I3.158 de Carvalho, M.; Martos, G. "Brexit: Tracking and Disentangling the Sentiment Towards Leaving the EU". International Journal of Forecasting (2020): http://dx.doi.org/10.1016/j.ijforecast.2018.07.002. 10.1016/j.ijforecast.2018.07.002 de Carvalho, M.; Barney, B.; Page, G. "Affinity-Based Measures of Biomarker Performance Evaluation". Statistical Methods in Medical Research (2020): 096228021984615-096228021984615. https://doi.org/10.1177/0962280219846157. 10.1177/0962280219846157 de Carvalho, M.; Page, G.; Barney, B. "On the Geometry of Bayesian Inference". Bayesian Analysis (2019): http://dx.doi.org/10.1214/18-ba1112. 10.1214/18-ba1112 Mhalla, L.; de Carvalho, M.; Chavez-Demoulin, V. "Regression-Type Models for Extremal Dependence". Scandinavian Journal of Statistics (2019): http://dx.doi.org/10.1111/sjos.12388. 10.1111/sjos.12388 Lee, J.; de Carvalho, M. "Technological Improvements or Climate Change? Bayesian Modeling of Time-Varying Conformance to Benford's Law". PLOS ONE (2019): https://doi.org/10.1371/journal.pone.0213300. 10.1371/journal.pone.0213300 Huser, R.; de Carvalho, M.; Lombardo, L.. "Discussion of «Visualizing Spatiotemporal Models with Virtual Reality» by Castruccio, S., Genton, M. G. & Sun, Y.". Journal of the Royal Statistical Society Series A: Statistics in Society 182 (2019): 431-432. http://dx.doi.org/10.1111/rssa.12381. 10.1111/rssa.12381 Martos, G.; de Carvalho, M. "Discrimination Surfaces with Application to Region-specific Brain Asymmetry Analysis". Statistics in Medicine 37 11 (2018): 1859-1873. https://doi.org/10.1002/sim.7611. 10.1002/sim.7611 Castro-Camilo, D.; de Carvalho, M.; Wadsworth, J. "Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets". The Annals of Applied Statistics (2018): http://dx.doi.org/10.1214/17-aoas1089. 10.1214/17-aoas1089 Inácio de Carvalho, V.; de Carvalho, M.; Branscum, A. "Bayesian Bootstrap Inference for the Receiver Operating Characteristic Surface". Stat (2018): http://dx.doi.org/10.1002/sta4.211. 10.1002/sta4.211 Inácio de Carvalho, V.; de Carvalho, M.; Branscum, A. "Nonparametric Bayesian Covariate-Adjusted Estimation of the Youden Index". Biometrics 73 4 (2017): 1279-1288. https://doi.org/10.1111/biom.12686. 10.1111/biom.12686 Castro-Camilo, D.; de Carvalho, M. "Spectral Density Regression for Bivariate Extremes". Stochastic Environmental Research and Risk Assessment (2017): https://doi.org/10.1007/s00477-016-1257-z. 10.1007/s00477-016-1257-z de Carvalho, M.; Page, G.; Barney, B. "Discussion of «Random-Projection Ensemble Classification» by Cannings, T. I. & Samworth, R. J.". Journal of the Royal Statistical Society Series B: Statistical Methodology (2017): http://dx.doi.org/10.1111/rssb.12228. 10.1111/rssb.12228 Hanson, T.; de Carvalho, M.; Chen, Y. "Bernstein Polynomial Angular Densities of Multivariate Extreme Value Distributions". Statistics & Probability Letters 128 (2017): 60-66. https://doi.org/10.1016%2Fj.spl.2017.03.030. 10.1016/j.spl.2017.03.030 Tsagbey, S.; de Carvalho, M.; Page, G. "All Data are Wrong, but Some are Useful? Advocating the Need for Data Auditing". The American Statistician 71 3 (2017): 231-235. https://doi.org/10.1080/00031305.2017.1311282. 10.1080/00031305.2017.1311282 de Carvalho, M.; Rua, A. "Real-Time Nowcasting the US Output Gap: Singular Spectrum Analysis at Work". International Journal of Forecasting 33 1 (2017): 185-198. http://dx.doi.org/10.1016/j.ijforecast.2015.09.004. 10.1016/j.ijforecast.2015.09.004 Inácio de Carvalho, V.; de Carvalho, M.; Alonzo, T.; González-Manteiga, W. "Functional Covariate-Adjusted Partial Area Under the Specificity-ROC Curve with an Application to Metabolic Syndrome Diagnosis". The Annals of Applied Statistics 10 3 (2016): 1472-1495. http://dx.doi.org/10.1214/16-aoas943. 10.1214/16-aoas943 de Carvalho, M. "Mean, What do You Mean?". The American Statistician 70 3 (2016): 270-274. http://dx.doi.org/10.1080/00031305.2016.1148632. 10.1080/00031305.2016.1148632 de Carvalho, M.; Rua, A. "Discussion of «Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings» by Ehm, W., Gneiting, T., Jordan, A. & Krüger, F.". Journal of the Royal Statistical Society Series B: Statistical Methodology 78, in pre (2016): http://dx.doi.org/10.1111/rssb.12154. 10.1111/rssb.12154 de Carvalho, M. "Discussion of «Statistical Modelling of Citation Exchange Between Statistics Journals» by Varin, C., Cattelan, M. & Firth, D.". Journal of the Royal Statistical Society Series A: Statistics in Society 179 (2016): 44-45. http://dx.doi.org/10.1111/rssa.12124. 10.1111/rssa.12124 Fraga Alves, I.; de Carvalho, M. "An Interview with Ivette Gomes". Extremes 18 4 (2015): 563-583. http://dx.doi.org/10.1007/s10687-015-0223-3. 10.1007/s10687-015-0223-3 de Carvalho, M.; Davison, A. "Spectral Density Ratio Models for Multivariate Extremes". Journal of the American Statistical Association 109 506 (2014): 764-776. http://dx.doi.org/10.1080/01621459.2013.872651. 10.1080/01621459.2013.872651 Marques, F.; Coelho, C.; de Carvalho, M. "On the Distribution of Linear Combinations of Independent Gumbel Random Variables". Statistics and Computing 25 3 (2014): 683-701. http://dx.doi.org/10.1007/s11222-014-9453-5. 10.1007/s11222-014-9453-5 Inácio de Carvalho, V.; Jara, A.; Hanson, T.; de Carvalho, M. "Bayesian Nonparametric ROC Regression Modeling". Bayesian Analysis 8 3 (2013): 623-646. http://dx.doi.org/10.1214/13-ba825. 10.1214/13-ba825 de Carvalho, M.; Page, G. "Discussion of «How to Find an Appropriate Clustering for Mixed Type Variables with Application to Socio-Economic Stratification» by Hennig, C. & Liao, T. F.". Journal of the Royal Statistical Society Series C: Applied Statistics 62 (2013): 343-344. http://dx.doi.org/10.1111/j.1467-9876.2012.01066.x. 10.1111/j.1467-9876.2012.01066.x de Carvalho, M.; Feridun Turkman, K.; Rua, A. "Dynamic Threshold Modelling and the US Business Cycle". Journal of the Royal Statistical Society: Series C (Applied Statistics) 62 4 (2013): 535-550. http://dx.doi.org/10.1111/rssc.12008. 10.1111/rssc.12008 de Carvalho, M.; Oumow, B.; Segers, J.; Warchol, M. "A Euclidean Likelihood Estimator for Bivariate Tail Dependence". Communications in Statistics - Theory and Methods 42 7 (2013): 1176-1192. http://dx.doi.org/10.1080/03610926.2012.709905. 10.1080/03610926.2012.709905 de Carvalho, M.; Rua, A. "Extremal Dependence in International Output Growth: Tales from the Tails". Oxford Bulletin of Economics and Statistics 76 4 (2013): 605-620. http://dx.doi.org/10.1111/obes.12032. 10.1111/obes.12032 Rodrigues, P.; de Carvalho, M. "Preface". Communications in Statistics - Theory and Methods 42 7 (2013): 1143-1144. http://dx.doi.org/10.1080/03610926.2013.759778. 10.1080/03610926.2013.759778 Rodrigues, P.; de Carvalho, M. "Spectral Modeling of Time Series with Missing Data". Applied Mathematical Modelling 37 7 (2013): 4676-4684. http://dx.doi.org/10.1016/j.apm.2012.09.040. 10.1016/j.apm.2012.09.040 de Carvalho, M.; Marques, F. "Jackknife Euclidean Likelihood-Based Inference for Spearman's Rho". North American Actuarial Journal 16 4 (2012): 487-492. http://dx.doi.org/10.1080/10920277.2012.10597644. 10.1080/10920277.2012.10597644 Inacio, V.; de Carvalho, M.; Turkman, A. "Probabilistic Index Models". Journal of the Royal Statistical Society Series B: Statistical Methodology 74 4 (2012): http://dx.doi.org/10.1111/j.1467-9868.2011.01020.x. 10.1111/j.1467-9868.2011.01020.x de Carvalho, M.; Ramos, A. "Bivariate Extreme Statistics, II". REVSTAT-Statistical Journal (2012): Vol. 10 No. 1 (2012)-Statistical Journal. https://revstat.ine.pt/index.php/REVSTAT/article/view/112. 10.57805/REVSTAT.V10I1.112 de Carvalho, M. "A Generalization of the Solis-Wets Method". Journal of Statistical Planning and Inference 142 3 (2012): 633-644. http://dx.doi.org/10.1016/j.jspi.2011.08.016. 10.1016/j.jspi.2011.08.016 de Carvalho, M.; Fonseca, M.; Oliveira, M.; Mexia, T. "A Dimension Reduction Technique for Estimation in Linear Mixed Models". Journal of Statistical Computation and Simulation 82 2 (2012): 219-226. http://dx.doi.org/10.1080/00949655.2011.604032. 10.1080/00949655.2011.604032 de Carvalho, M.; Rodrigues, P.; Rua, A. "Tracking the US Business Cycle with a Singular Spectrum Analysis". Economics Letters 114 1 (2012): 32-35. http://dx.doi.org/10.1016/j.econlet.2011.09.007. 10.1016/j.econlet.2011.09.007 de Carvalho, M. "Confidence Intervals for the Minimum of a Function using Extreme Value Statistics". International Journal of Mathematical Modelling and Numerical Optimisation 2 3 (2011): 288-288. http://dx.doi.org/10.1504/ijmmno.2011.040793. 10.1504/ijmmno.2011.040793 de Carvalho, M.; Júlio, P. "Digging out the PPP Hypothesis: An Integrated Empirical Coverage". Empirical Economics 42 3 (2010): 713-744. http://dx.doi.org/10.1007/s00181-010-0441-0. 10.1007/s00181-010-0441-0
Capítulo de livro	Bernieri, E.; de Carvalho, M. "On Classical Measurement Error within a Bayesian Nonparametric Framework". In Recent Developments in Statistics and Data Science. Cham: Springer, 2022. 10.1007/978-3-031-12766-3_24 de Carvalho, M. "Statistics of Extremes: Challenges and Opportunities". In Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications. Wiley, 2016. Publicado • 10.1002/9781118650318.ch9 Johnson, W. O.; de Carvalho, M. "Bayesian Nonparametric Biostatistics". In Nonparametric Bayesian Inference in Biostatistics. Springer, 2015. 10.1007/978-3-319-19518-6_2 Inácio de Carvalho, V.; Jara, A.; de Carvalho, M. "Bayesian Nonparametric Approaches for ROC Curve Inference". In Nonparametric Bayesian Inference in Biostatistics. Springer, 2015. 10.1007/978-3-319-19518-6_16
Edição de livro	Bispo, R.; Henriques-Rodrigues, L.; Alpizar-Jara, R.; de Carvalho, M. Recent Developments in Statistics and Data Science. Cham: Springer. 2022. 10.1007/978-3-031-12766-3
Edição de número de revista	Inacio, V.; de Carvalho, M.; González-Manteiga, W. "Statistical Models for Diagnosis and ROC Analysis". REVSTAT-Statistical Journal (2014): https://revstat.ine.pt/index.php/REVSTAT/issue/view/32. Editor de Carvalho, M.; Davison, A.; Beirlant, J. "Collection of Surveys on Tail Event Modeling". REVSTAT-Statistical Journal 10 1 (2012): https://revstat.ine.pt/index.php/REVSTAT/issue/view/25. Editor

Atividades

Apresentação oral de trabalho

	Título da apresentação	Nome do evento Anfitrião (Local do evento)
2023	"Regression Manifolds: Theory & Methods"	IMS International Conference on Statistics and Data Science
2023	"Decoding Regression Manifolds: Regression-Type Approaches for Multivariate Extremes"	STOR-i Extremes Workshop (STEW), Lancaster
2023	Selected Invited Seminar: "Time-changing Multivariate Extremes"	University College London
2022	"An Extreme Value Bayesian Lasso for the Conditional Bulk and Tail"	COMPSTAT
2022	Selected Invited Seminar: "Data-Centric Engineering of Extreme Events"	University of Cambridge
2021	Selected Invited Seminar: "A Bayesian Lasso for Black Swan Events"	University of Manchester
2021	Selected Invited Seminar: "An Extreme Value Bayesian Lasso for the Conditional Bulk and Tail"	Lancaster University
2020	Elements of Bayesian Geometry	EBEB (XV Brazilian Meeting on Bayesian Statistics)
2019	"Bayesian Modelling of Conditionally Heteroscedastic Extremes,"	Interfaces in Extreme Value Theory and Extreme Ocean Wave Phenomena Workshop, Lancaster University
2019	"On the Likelihood of Black Swan Events"	Matemáticos Portugueses pelo Mundo
2019	"An Hilbert Space View on Bayesian Inference"	Amazon Oxford-Warwick-Edinburgh Joint Workshop 2019
2019	"Statistical Modeling of Time-Changing Extreme Values"	SFRA International Workshop on Machine Learning for Risk and Insurance
2019	Selected Invited Seminar: "Time-Changing Extreme Value Copulas"	Newcastle University
2018	"Diagonal Distributions"	ERCIM (CMStatistics)
2018	"Exponential Tilts for Heteroscedastic Extremes with an Application to Cryptocurrency Markets"	COMPSTAT
2018	Selected Invited Seminar: "On Some Geometrical Aspects of Bayesian Inference"	Machine Learning Seminar, University of Sheffield
2018	Selected Invited Seminar: "Multivariate Nonstationary Extremes"	University of St. Andrews
2017	Selected Invited Seminar: "Bayesian Flexible Modelling for Families of Random Densities"	Bocconi University
2017	Selected Invited Seminar: "Affinity-Based Measures of Diagnostic Test Accuracy"	Glasgow University
2017	Selected Invited Seminar: "Similarity-Based Clustering for Stock Market Extremes"	Lancaster University
2016	"Discrimination Surfaces for Region-Specific Brain Asymmetry Analysis"	Latent Variables 2016, University of South Carolina
2016	"Generalized Additive Modelling of Nonstationary Multivariate Extremes"	4th IMS (Institute of Mathematical Statistics) Asia Pacific Rim Meeting
2016	"Bayesian Nonparametric Inference for the Proportional Tails Model"	ISBA 2016
2016	Selected Invited Seminar: "On the Geometry of Bayesian Inference"	University of California, Santa Cruz, US
2015	Young Scientist Prize Award Lecture [TWAS - The World Academy of Sciences]: "Some Mathematical and Statistical Aspects of Black Swan Events"	18th TWAS-ROLAC Young Scientists Conference
2015	"Nonstationary Extremal Dependence Structures: Time and Space"	Workshop on Computational Space-Time Statistics, KAUST (King Abdullah University of Science and Technology)
2015	"Statistics of Extremes: Challenges and Opportunities"	The Mathematics and Statistics of Quantitative Risk Management, Oberwolfach
2015	"Predictor-Dependent Multivariate Extremes"	EVA 2015
2014	"Bayesian Nonparametric Youden Index Modelling"	2nd ISNPS (International Society for Nonparametric Statistics)
2014	Selected Invited Seminar: "Spectral Field-Based Modelling for Bivariate Extremes"	University of Nottingham
2013	Selected Invited Seminar: "Multivariate Extremes: Modeling, Smoothing, and Regression"	EPFL (École Polytechnique Fédérale de Lausanne)
2012	"A Bayesian P-Spline Mixture Model for Nonstationary Extremes"	ERCIM (CMStatistics)
2012	Selected Invited Seminar: "Bayesian Modelling of Nonstationary Extreme Forest Temperatures"	University of South Carolina
2011	"Spectral Density Ratio Models for Multivariate Extremes"	Special Topic Session STS040, 58th World Congress of the Int. Statist. Inst. Also presented at the Joint Statistical Meetings, Miami, US
2009	"Recasting Mean Regression for Censored Data"	16th European Young Statisticians Meeting
2009	"A Generalization of the Solis-Wets Method"	St. Petersburg Workshop on Simulation
2007	"An Approach to Stochastic Optimization"	Advances in Interdisiciplinary Statistics and Combinatorics, University of North Carolina, Greensboro

Orientação

	Título / Tema Papel desempenhado	Curso (Tipo) Instituição / Organização
2019 - 2023	Regression Analysis for Extreme Value Responses and Covariates Orientador de Alina Kumukova. Now a Post-Doctoral Fellow, Univ. of Edinburgh, UK.	The University of Edinburgh, Reino Unido
2019 - 2023	Novel Statistical Learning Approaches for Open Banking-Type Data Orientador de Andrej Svetlosak	The University of Edinburgh, Reino Unido
2019 - 2023	Bayesian Density Regression with Functional Covariates - Modelling and Visualisation Orientador de Emmanuel Bernieri (Founder of start-up alluvie (https://alluvie.com/) and senior quant at Meritis)	The University of Edinburgh, Reino Unido
2019 - 2022	Bayesian Analysis of Heavy-Tailed Data Orientador de Karla Vianey Palacios Ramirez (Now a Lecturer, Newcastle Univ., UK)	The University of Edinburgh, Reino Unido
2019 - 2022	PDRA - Data Fusion and Calibration Methods for Spatial Risk Analysis (PTDC/MAT-STA/28649/2017) Orientador de Soraia Pereira (Now an Assistant Prof., Univ. of Lisbon, Portugal)	Post-Doctoral Fellow (Curso de aperfeiçoamento / especialização) Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
2017 - 2021	Bayesian Analysis of Nonstationary Extremes Orientador de Junho Lee (Now a Senior Examiner at FSS - South Korea Financial Regulator)	The University of Edinburgh, Reino Unido
2014 - 2019	Flexible Bayesian Inference for Families of Random Densities Orientador de Bastian Galasso (Now a Lead Data Scientist of Coca-Cola Embonor)	Pontificia Universidad Católica de Chile, Chile
2014 - 2019	Interfaces Between Statistical Learning and Risk Management Coorientador de Rodrigo Rubio (Now, Head of Data & Analytics, BCI Bank)	Pontificia Universidad Católica de Chile, Chile
2015 - 2016	PDRA - Discrimination Surfaces with Application to Region-specific Brain Asymmetry Analysis Orientador de Gabriel Martos (Now an Assistant Prof., Torcuato di Tella Univ., Argentina)	Post-Doctoral Fellow (Curso de aperfeiçoamento / especialização) Pontificia Universidad Católica de Chile, Chile
2013 - 2016	Bivariate Extremes: Modeling, Smoothing, and Regression Orientador de Daniela Castro. Now a Lecturer, Univ. of Glasgow, UK.	Pontificia Universidad Católica de Chile, Chile

Organização de evento

	Nome do evento Tipo de evento (Tipo de participação)	Instituição / Organização
2023 - 2023	SPE 2023 (XXVI Congresso da Sociedade Portuguesa de Estatística); Guimarães (2023 - 2023)	Universidade do Minho, Portugal
2023 - 2023	International Conference on Data Science 2023 (2023) Conferência (Membro da Comissão Científica)	Universidad Diego Portales, Chile
2023 - 2023	ERCIM 2023, Berlin - CMStatistics (2023)	Hochschule für Technik und Wirtschaft Berlin, Alemanha
2022 - 2022	COMPSTAT 2022 (2022)	Università degli Studi di Bologna, Itália
2022 - 2022	SEIO 2022; Granada. (2022)	Sociedad de Estadística e Investigación Operativa, Espanha
2021/06/28 - 2021/07/02	EVA 2021 (https://www.maths.ed.ac.uk/school-of-mathematics/events/past-events/eva-2021) (2021/06/28 - 2021/07/02) Conferência (Presidente da Comissão Organizadora)	The University of Edinburgh, Reino Unido
2021 - 2021	SPE 2021 (XXV Congresso da Sociedade Portuguesa de Estatística); Évora (2021)	Sociedade Portuguesa de Estatística, Portugal
2020 - 2020	New Frontiers in Statistics of Extremes (https://workshopnfsextremes2020.weebly.com/) (2020/02/06 - 2020/02/07) Oficina (workshop) (Presidente da Comissão Organizadora)	Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
2019 - 2019	ERCIM 2019; London - CMStatistics (2019)	CMStatistics, Reino Unido
2018/06/24 - 2018/06/29	ISBA 2018 (https://bayesian.org/isba2018/) (2018/06/24 - 2018/06/29) Conferência (Presidente da Comissão Organizadora)	The University of Edinburgh, Reino Unido
2018 - 2018	ERCIM 2018 (Co-chairman) - CMStatistics (2018) Conferência (Presidente da Comissão Organizadora)	Università degli Studi di Pisa, Itália
2011 - 2011	European Young Statisticians Meeting, Lisbon, 2011 (2011 - 2011)	Universidade Nova de Lisboa, Portugal

Membro de associação

	Nome da associação	Tipo de participação
2014 - Atual	International Statistical Institute	Elected Member
2021 - 2033	Sociedade Portuguesa de Estatística	President
2020 - 2022	International Society for Bayesian Analysis	Elected Member, Board of Directors
2020 - 2020	CMStatistics team - Statistics of Extremes & Applications	Co-chairman

Membro de comissão

	Descrição da atividade Tipo de participação	Instituição / Organização
2023 - Atual	Associate Editor: Bayesian Analysis	International Society for Bayesian Analysis, Estados Unidos
2023 - Atual	Associate Editor: Extremes
2022 - Atual	Associate Editor: The American Statistician	American Statistical Association, Estados Unidos
2014 - Atual	The Annals of Applied Statistics (Associate Editor)	Institute of Mathematical Statistics, Estados Unidos
2018 - 2021	Associate Editor: Journal of the American Statistical Association	American Statistical Association, Estados Unidos
2017 - 2021	Associate Editor: Computational Statistics & Data Analysis	International Association for Statistical Computing, Países Baixos
2015 - 2018	Associate Editor: Statistics & Public Policy	American Statistical Association, Estados Unidos

Distinções

Prémio

2018	Lindley Award - International Society for Bayesian Analysis International Society for Bayesian Analysis, Estados Unidos
2015	Young Scientist Prize - The World Academy of Sciences The Academy of Sciences for the Developing World, Itália
2011	Young Researcher Award - American Statistical Association American Statistical Association, Estados Unidos
2009	Annual Award - Portuguese Statistical Society (Prémio SPE) Sociedade Portuguesa de Estatística, Portugal
2008	ERS IASC Young Researcher Award, 2008 International Association for Statistical Computing, Países Baixos

Título

2014	Elected Member - International Statistical Institute International Statistical Institute, Países Baixos

Outra distinção

2010	Honorary Mention as a Finalist - NISS / ASA Best y-BIS Paper Award 2010 National Institute of Statistical Sciences, Estados Unidos
2009	Elected National Participant - 16th European Young Statisticians Meeting Bernoulli Society, Polónia