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I completed my PhD in Statistics in 2012 at Nova University of Lisbon, Portugal, and my Habilitation (Agregação) in Mathematics, Specialization in Statistics and Stochastic Processes in 2019 at Instituto Superior Técnico, University of Lisbon, Portugal.

In 2013, I become Professor at the Department of Statistics of the Federal University of Bahia, Brazil. Between mid-2015 and December 2019 I was the Research Director of CAST -- Center for Applied Statistics and Data Analytics at Tampere University, Finland.

In the beginning of 2020 I decided to create the Statistical Learning Laboratory (SaLLy) to join together my research group, collaborators and students. More details can be found here: My Lab: SaLLy.

I am an ISI Elected member and currently:

  • President of the Brazilian Region of the International Biometric Society (05/2018 – 09/2020; 09/2020 - 05/2022)

  • Member of the Board of Directors of the Brazilian Statistical Association (ABE) (09/2020 – 09/2024)

  • Past-Chairperson of the Latin American Regional Section (LARS) of the International Association for Statistical Computing (IASC) (02/2019 – 12/2020; Chairperson between 01/2017 and 01/2019)

  • Vice-Coordinator of the Specialization in Data Science and Big Data, Federal University of Bahia, Brazil (since 05/2018)

  • Member of the Executive Committee of the International Association for Statistical Computing (IASC) (01/2017 – 12/2018; 08/2019-08/2021)

  • Member of the Scientific Board of the European PhD in Socio-Economic and Statistical Studies (SESS) (since September 2016)

  • Member of the Scientific Board of the MSc program in Mathematics, Federal University of Bahia, Brazil (11/2018 – 11/2020; 11/2020 – 11/2022)


My research interests include:

  • Statistical learning

  • High-dimensional data modeling, low-rank approximations and weighted low-rank approximations

  • Time series and singular spectrum analysis

  • Robust statistics

  • Big data and visualization

  • Modelling and analyse Genotype-by-Environment interactions and QTL-by-Environment interactions

  • Applications to plant sciences, genetics, finances and environmental sciences


I have authored/coauthored more than 50 research articles, with more than 70 co-authors from 17 countries. Besides my activities as general editorial board member of several scientific journals, I am currently

Please consider to submit your work to these journals.


Google Scholar: http://scholar.google.com/citations?user=KBtSLIEAAAAJ&hl=en

CV Lattes: http://lattes.cnpq.br/0029960374321970

  • January 1, 2020: Today I started a three years term as Co-Editor of Computational Statistics, one of the leading journals in the field. Please find more information here.

  • January 1, 2020: Today I started a two years term as Co-Editor of the Brazilian Journal of Biometrics. We have high hopes and ambition for BJB. Please find more information here.

  • December 30, 2020: New paper accepted in Journal of Statistical Computation and Simulation: Kazemi, M., Shahsavani, D., Arashi, M. and Rodrigues, P.C. (2020). Identification for partially linear regression model with autoregressive errors. Journal of Statistical Computation and Simulation. DOI: 10.1080/00949655.2020.1857763

  • December 15, 2020: We have a new SaLLy member. Welcome Kim Leone Silva who will start his BSc PIBIC grant in January 2021. Kim will be working with neural networks and time series forecasting.

  • December 7, 2020: Today I gave a plenary talk at the Semana da Estatística of the Federal University of Juiz de Fora, MG, Brazil (online), December 07, 2020, entitled “Statistics and Data Science: Challenges in the Era of Internet of Things and Artificial Intelligence”

  • November 12, 2020: Today I gave a plenary talk at the Simposio de Ingeniería Económica y Financiera, Escuela Superior de Apan - UAEH, Mexico (online), November 12, 2020, entitled “Robust singular spectrum analysis: An application to mutual investment funds”

  • November 2, 2020: New paper accepted in Bioinformatics: Mesquita, V.B., Oliveira Filho, F.M. and Rodrigues, P.C. (2020). Detection of crossover points in detrended fluctuation analysis: An application to EEG signals of patients with epilepsy. Bioinformatics. DOI: 10.1093/bioinformatics/btaa955. This paper includes part of the results from the final BSc project of our SaLLy member Victor Mesquita.

  • October 27, 2020: Today I gave a talk at the International Symposium of Forecasting, Rio de Janeiro, Brazil (online), October 26-28, 2020, entitled “Time series forecasting using singular spectrum analysis, fuzzy systems and neural networks” [YouTube link].

  • October 25, 2020: Today I gave the closing plenary lecture at tha VII Encontro Baiano de Estatística (VII EBest), Universidade Federal da Bahia, Salvador, BA, Brazil, October 18-25, 2020, entitled “Estatística e Ciência de Dados: transformando dados em informação”. [YouTube link]

Updated in September 19, 2020