Flávio Bambirra Gonçalves              br  gbr



  • BSc. in Statistics - Universidade Federal de Minas Gerais, Brazil. 2004
  • MSc. in Statistics - Universidade Federal do Rio de Janeiro, Brazil. 2006
  • PhD. in Statistics - University of Warwick, UK. 2011


I am interested in:

  • Inference for stochastic processes
  • Stochastic simulation
  • Computational Statistics and Monte Carlo methods
  • Item response theory
  • Bayesian Statistics
  • Mathematical Statistics


Journal papers and preprints

  • Exact Monte Carlo likelihood-based inference for jump-diffusion processes. [arXiv:1707.00332] (with K. G. Łatuszyński and G. O. Roberts).
  • Bayesian linear regression models with flexible error distributions. [arXiv:1711.04376] (with N. B. da Silva and M. Prates).
  • Identifying down and up-regulated chromosome regions using RNA-Seq data. [arXiv:1708.05895] (with V. D. Mayrink).
  • Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures. To appear in Brazilian Journal of Probability and Statistics. [arXiv:1509.00331] (with M. Prates and V. H. Lachos).
  • Exact Bayesian inference in spatio-temporal Cox processes driven by multivariate Gaussian processes. Journal of the Royal Statistical Society - Series B v. 80, p. 157-175, 2018. (with D. Gamerman)
  • Bayesian Item Response model: a generalised approach for the abilities' distribution using mixtures. Journal of Statistical Computation and Simulation. v. 88, p. 967-981, 2018. (with B. C. C. Dias and T. M. Soares).
  • Barker's algorithm for Bayesian inference with intractable likelihoods. Brazilian Journal of Probability and Statistics, v. 31, p. 732-745, 2017.  (with K. G. Łatuszyński and G. O. Roberts).
  • A Bayesian hidden Markov mixture model to detect overexpressed chromosome regions. Journal of the Royal Statistical Society - Series C, v. 66, p. 387-412, 2017. (with V. D. Mayrink).
  • Exact simulation problems for jump-diffusions. Methodology and Computing in Applied Probability, v. 16, p. 907-930, 2014. (with G. O. Roberts).
  • Simultaneous Multifactor DIF Analysis and Detection in Item Response Theory. Computational Statistics & Data Analysis, v. 59, p. 144-160, 2013. (with D. Gamerman and T. M. Soares).
  • An integrated Bayesian model for DIF analysis. Journal of Educational and Behavioral Statistics, v. 34, p. 348-377, 2009. (with D. Gamerman and T. M. Soares).
  • Análise Bayesiana do Funcionamento Diferencial do Item. Pesquisa Operacional, v. 27, p. 271-291, 2007. (with D. Gamerman and T. M. Soares).
  • Avaliação de uma medida de evidência de um ponto de mudança e sua utilização na identificação de mudanças na taxa de criminalidade em Belo Horizonte. Pesquisa Operacional, v. 25, n. 3, p. 449-463, 2005. (with R. H. Loschi and F. R. B. Cruz).


  • Stochastic Simulation and Statistical Inference for Diffusion Processes. 1 ed.: Associação Brasileira de Estatística, 2012. (in Portuguese)

Book chapters

  • Differential Item Functioning. In: Wim J. van der Linden (Eds.). Handbook of Item Response Theory - Volume Three. 1 ed.: Chapman and Hall/CRC, 2018. (with D. Gamerman and T. M. Soares)
  • Bayesian analysis in Item Response Theory applied to a large-scale educational assessment. In: Mike West; Tony O'Hagan. (Eds.). The Oxford Handbook of Applied Bayesian Analysis. 1 ed.: Oxford University Press, 2010. (with D. Gamerman and T. M. Soares)


PhD students

  • Bárbara C. C. Dias (UFMG, 2015- )
  • Juliane V. S. Lima (UFMG, 2015- )
  • Lívia  M. Dutra (UFMG, jointly with Roger W. C. Silva, 2015- )
  • Pedro F. C. Silva (UFMG, 2015-2017)
  • Nívea B. da Silva (UFMG, jointly with Marcos O. Prates, 2014-2017)

Assistant Professor
Past President of ISBrA - Brazilian Chapter of ISBA
Postgraduate Director

Statistics Department
Universidade Federal de Minas Gerais


Av. Antônio Carlos 6627, Depto. de Estatística,
ICEx, UFMG, Pampulha, Belo Horizonte, MG,
CEP 31270-901


+55 31 3409-5939