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Universidade de São Paulo (USP). Instituto de Matemática e Estatística (IME) (Institutional affiliation from the last research proposal) Birthplace: Brazil
graduation at Estatística from Universidade de São Paulo (2013), master's at Probability and Statistics from Universidade de São Paulo (2015) and doctorate at Probability and Statistics from Universidade de São Paulo (2020). Has experience in Probability and Statistics, focusing on Nonparametric Inference, acting on the following subjects: jorge alberto achcar. (Source: Lattes Curriculum)
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Autoregressive models for time series have been extensively studied during the past several decades, generally motivated by the AR Model or the INAR Model. For instance, several papers generalize the innovation distribution or thinning operator for the INAR(1) model. However, we propose in this project a way to cluster the innovation rates introducing a Dirichlet Process Prior on the time…
The goal of this project is to study the basic concepts of analysis on the line, R^n, and concepts of measure theory, giving the candidate solid mathematical training, which will help him in his scientific and academic development.(AU)
In this project, we propose extensions of the INAR(1) model by using nonparametric priors on the time-varying innovations distributions. We first investigate clustering aspects and the predictive performance of the Dirichlet Process Mixture (DPM) model. In order to overcome limitations of the DPMs, we introduce more general non-parametric priors based on Pitman-Yor Processes and Gibbs-Typ…
| 2 / 2 | Completed scholarships in Brazil |
| 1 / 1 | Completed scholarships abroad |
| 3 / 3 | All Scholarships |
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