About Me

I'm a lecturer in Data Science in the São Paulo School of Economics at FGV, Brazil. My current research interests fall, broadly, in the areas of econometric theory, statistical learning, and Monte Carlo simulation methods.

My work is motivated by estimation problems from both frequentist and Bayesian perspectives. I am particularly interested in inference on time series models with many parameters and/or latent components. I am also interested in general aspects of mixtures of regression models as a tool for modelling conditional distributions.