Identification
Personal identification
- Full name
- Miguel de Carvalho
Citation names
- de Carvalho, Miguel
Author identifiers
- Ciência ID
- 591F-20A6-7BC0
- ORCID iD
- 0000-0003-3248-6984
Email addresses
- miguel.bcarvalho@ua.pt (Professional)
Addresses
- The University of Edinburgh. School of Mathematics, The King's Buildings, Peter Guthrie Tait Road, Edinburgh , EH9 3FD, Edinburgh, Lothian, United Kingdom (Professional)
- Universidade de Aveiro, Campus Universitário de Santiago, 3810-193 , Aveiro, Aveiro, Portugal (Professional)
Websites
- http://www.maths.ed.ac.uk/~mdecarv (Scholar)
- https://www.ua.pt/en/p/80654678 (Scholar)
Knowledge fields
- Exact Sciences - Mathematics - Statistics and Probability
Languages
Language | Speaking | Reading | Writing | Listening | Peer-review |
---|---|---|---|---|---|
English | Proficiency (C2) | Proficiency (C2) | Proficiency (C2) | Proficiency (C2) | Proficiency (C2) |
Spanish; Castilian | Advanced (C1) | Advanced (C1) | Advanced (C1) | Advanced (C1) | Advanced (C1) |
French | Intermediate (B1) | Beginner (A1) | Beginner (A1) | Intermediate (B1) |
Education
Degree | Classification | |
---|---|---|
2019/10
Concluded
|
Habilitation in Probability & Statistics (Título de Agregado)
Universidade de Lisboa, Portugal
|
Approved by Unanimity |
2009
Concluded
|
PhD in Mathematics with Emphasis on Statistics (Doutoramento)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
"Extremum Estimators and Stochastic Optimization Methods" (THESIS/DISSERTATION)
|
Approved by Unanimity |
2009
Concluded
|
MSc in Economics (Mestrado)
Universidade Nova de Lisboa, Portugal
"Mean Regression for Censored Length-Biased Data" (THESIS/DISSERTATION)
|
Final Classification: 15 out of 20; Thesis: 18 out of 20 |
2004
Concluded
|
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" (THESIS/DISSERTATION)
|
Final Classification: 15 out of 20 |
Affiliation
Science
Category Host institution |
Employer | |
---|---|---|
2011/01/01 - 2012/09/30 | Postdoc (Research) | École Polytechnique Fédérale de Lausanne, Switzerland |
Teaching in Higher Education
Category Host institution |
Employer | |
---|---|---|
2019 - Current | Associate Professor (University Teacher) | The University of Edinburgh, United Kingdom |
2023/11/24 - 2026/11/23 | Invited Full Professor (University Teacher) | Universidade de Aveiro, Portugal |
2016 - 2018 | Assistant Professor (University Teacher) | The University of Edinburgh, United Kingdom |
2016/01/01 - 2016/10/31 | Associate Professor (University Teacher) | Pontificia Universidad Católica de Chile, Chile |
2012/09/01 - 2015/12/31 | Assistant Professor (University Teacher) | Pontificia Universidad Católica de Chile, Chile |
2010/05/01 - 2010/12/31 | Visiting Professor (University Teacher) | Universidade Nova de Lisboa, Portugal |
Projects
Grant
Designation | Funders | |
---|---|---|
2004/01/09 - 2008/01/09 | Advanced Research Fellowship (SFRH/BD/15169/2004)
SFRH/BD/15169/2004
PhD Student Fellow
|
Contract
Designation | Funders | |
---|---|---|
2024/03/01 - Current | The abrdn Investment Co-Pilot: Statistical Intelligence at Work (approx. 380 000$)
Principal investigator
The University of Edinburgh, United Kingdom
|
abrdn plc |
2024 - 2025 | Artificial Neural Models for Record-Breaking Extreme Events (£49 962)
3632
Principal investigator
The University of Edinburgh, United Kingdom
|
Ongoing
|
2024/01/01 - 2024/07/31 | A Real-Time Data Management System for Generative AI Enabled Financial Decision-Making (£13,832)
Researcher
The University of Edinburgh, United Kingdom
|
GAIL (Generative AI Laboratory)
Ongoing
|
2018/10/01 - 2022/09/30 | Data Fusion and Calibration Methods for Spatial Risk Analysis (approx. 260 000$)
Provided by PTCRIS: PTDC/MAT-STA/28649/2017
Principal investigator
FCiênciasID Associação para a Investigação e Desenvolvimento de Ciências, Portugal
|
Fundação para a Ciência e a Tecnologia
Concluded
|
2017/09/01 - 2022/01/01 | Bayesian Density Regression with Functional Covariates: Modelling and Visualisation (approx. 60 000$)
R83738
Principal investigator
The University of Edinburgh, United Kingdom
|
Unilever UK Ltd
Concluded
|
2017 - 2021 | Financial Health Check (approx. 45 000$)
Co-Principal Investigator (Co-PI)
The University of Edinburgh, United Kingdom
|
The Data Lab
Concluded
|
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
Concluded
|
2016/09/01 - 2019/08/31 | IN EXTREMIS: NonstatIoNary EXTREMes: ModelIng and EStimation (approx. 130 000$)
1160990
Principal investigator
Pontificia Universidad Católica de Chile, Chile
|
Comisión Nacional de Investigación Científica y Tecnológica Fondo Nacional de Desarrollo Científico y Tecnológico |
2012/09/01 - 2015/09/30 | Constrained Inference Problems in Extreme Value Modeling (approx. 100 000$)
11121186
Principal investigator
Pontificia Universidad Católica de Chile, Chile
|
Comisión Nacional de Investigación Científica y Tecnológica Fondo Nacional de Desarrollo Científico y Tecnológico
Concluded
|
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
Concluded
|
Outputs
Publications
Book chapter |
|
Edited book |
|
Journal article |
|
Journal issue |
|
Activities
Oral presentation
Presentation title | Event name Host (Event location) |
|
---|---|---|
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 |
Supervision
Thesis Title Role |
Degree Subject (Type) Institution / Organization |
|
---|---|---|
2019 - 2023 | Regression Analysis for Extreme Value Responses and Covariates
Supervisor of Alina Kumukova. Now a Post-Doctoral Fellow, Univ. of Edinburgh, UK.
|
The University of Edinburgh, United Kingdom
|
2019 - 2023 | Novel Statistical Learning Approaches for Open Banking-Type Data
Supervisor of Andrej Svetlosak
|
The University of Edinburgh, United Kingdom
|
2019 - 2023 | Bayesian Density Regression with Functional Covariates - Modelling and Visualisation
Supervisor of Emmanuel Bernieri (Founder of start-up alluvie (https://alluvie.com/) and senior quant at Meritis)
|
The University of Edinburgh, United Kingdom
|
2019 - 2022 | Bayesian Analysis of Heavy-Tailed Data
Supervisor of Karla Vianey Palacios Ramirez (Now a Lecturer, Newcastle Univ., UK)
|
The University of Edinburgh, United Kingdom
|
2019 - 2022 | PDRA - Data Fusion and Calibration Methods for Spatial Risk Analysis (PTDC/MAT-STA/28649/2017)
Supervisor of Soraia Pereira (Now an Assistant Prof., Univ. of Lisbon, Portugal)
|
Post-Doctoral Fellow (Specialization course)
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
|
2017 - 2021 | Bayesian Analysis of Nonstationary Extremes
Supervisor of Junho Lee (Now a Senior Examiner at FSS - South Korea Financial Regulator)
|
The University of Edinburgh, United Kingdom
|
2014 - 2019 | Flexible Bayesian Inference for Families of Random Densities
Supervisor of 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
Co-supervisor of 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
Supervisor of Gabriel Martos (Now an Assistant Prof., Torcuato di Tella Univ., Argentina)
|
Post-Doctoral Fellow (Specialization course)
Pontificia Universidad Católica de Chile, Chile
|
2013 - 2016 | Bivariate Extremes: Modeling, Smoothing, and Regression
Supervisor of Daniela Castro. Now a Lecturer, Univ. of Glasgow, UK.
|
Pontificia Universidad Católica de Chile, Chile
|
Event organisation
Event name Type of event (Role) |
Institution / Organization | |
---|---|---|
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)
Conference (Member of the Scientific Committee)
|
Universidad Diego Portales, Chile |
2023 - 2023 | ERCIM 2023, Berlin - CMStatistics (2023) | Hochschule für Technik und Wirtschaft Berlin, Germany |
2022 - 2022 | COMPSTAT 2022 (2022) | Università degli Studi di Bologna, Italy |
2022 - 2022 | SEIO 2022; Granada. (2022) | Sociedad de Estadística e Investigación Operativa, Spain |
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)
Conference (President of the Organising Committee)
|
The University of Edinburgh, United Kingdom |
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)
Workshop (President of the Organising Committee)
|
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal |
2019 - 2019 | ERCIM 2019; London - CMStatistics (2019) | CMStatistics, United Kingdom |
2018/06/24 - 2018/06/29 | ISBA 2018 (https://bayesian.org/isba2018/) (2018/06/24 - 2018/06/29)
Conference (President of the Organising Committee)
|
The University of Edinburgh, United Kingdom |
2018 - 2018 | ERCIM 2018 (Co-chairman) - CMStatistics (2018)
Conference (President of the Organising Committee)
|
Università degli Studi di Pisa, Italy |
2011 - 2011 | European Young Statisticians Meeting, Lisbon, 2011 (2011 - 2011) | Universidade Nova de Lisboa, Portugal |
Association member
Society Organization name | Role | |
---|---|---|
2014 - Current | 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 |
Committee member
Activity description Role |
Institution / Organization | |
---|---|---|
2023 - Current | Associate Editor: Bayesian Analysis | International Society for Bayesian Analysis, United States |
2023 - Current | Associate Editor: Extremes | |
2022 - Current | Associate Editor: The American Statistician | American Statistical Association, United States |
2014 - Current | The Annals of Applied Statistics (Associate Editor) | Institute of Mathematical Statistics, United States |
2018 - 2021 | Associate Editor: Journal of the American Statistical Association | American Statistical Association, United States |
2017 - 2021 | Associate Editor: Computational Statistics & Data Analysis | International Association for Statistical Computing, Netherlands |
2015 - 2018 | Associate Editor: Statistics & Public Policy | American Statistical Association, United States |
Distinctions
Award
2018 | Lindley Award - International Society for Bayesian Analysis
International Society for Bayesian Analysis, United States
|
2015 | Young Scientist Prize - The World Academy of Sciences
The Academy of Sciences for the Developing World, Italy
|
2011 | Young Researcher Award - American Statistical Association
American Statistical Association, United States
|
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, Netherlands
|
Title
2014 | Elected Member - International Statistical Institute
International Statistical Institute, Netherlands
|
Other distinction
2010 | Honorary Mention as a Finalist - NISS / ASA Best y-BIS Paper Award 2010
National Institute of Statistical Sciences, United States
|
2009 | Elected National Participant - 16th European Young Statisticians Meeting
Bernoulli Society, Poland
|