Education
 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
Research
I am interested in:
 Inference for stochastic processes
 Computational Statistics and Monte Carlo methods
Publications
Selected publications
 Exact Bayesian inference for diffusion driven Cox processes. To appear in Journal of the American Statistical Association, 2023. (with K. G. Latuszynski and G. O. Roberts).
 Exact Monte Carlo likelihoodbased inference for jumpdiffusion processes. Journal of the Royal Statistical Society  Series B, v. 85, p. 732756, 2023. (with K. G. Latuszynski and G. O. Roberts).
 Exact Bayesian inference for levelset Cox processes with piecewise constant intensity function. Journal of Computational and Graphical Statistics, v. 32, p. 118, 2023. (with B. C. C. Dias)
 Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes. Statistics and Computing, v. 32, 14, 2022. (with L. M. Dutra and R. W. C. Silva)

Efficient Bernoulli factory MCMC for intractable posteriors. Biometrika, v. 109, p 369385, 2022. (with D. Vats, K. G. Latuszynski and G. O. Roberts).
 Corrigendum: Exact Bayesian inference in spatiotemporal Cox processes
driven
by multivariate Gaussian processes. Journal of the Royal Statistical Society  Series B, v. 85, p. 176, 2023. (with D. Gamerman)

Exact Bayesian inference in spatiotemporal Cox processes
driven
by multivariate Gaussian processes. Journal of the Royal Statistical Society  Series B, v. 80, p. 157175, 2018. (with D. Gamerman)

A Bayesian hidden Markov mixture model to detect
overexpressed
chromosome regions. Journal of
the Royal Statistical Society  Series C, v. 66, p. 387412,
2017.
(with V. D. Mayrink).

Exact simulation problems for jumpdiffusions. Methodology and Computing
in Applied
Probability, v. 16, p. 907930, 2014. (with G. O. Roberts).
Other journal
papers and preprints
 Multidimensional Bayesian IRT Model for Hierarchical Latent Structures. [arXiv:2006.09966] (with J. Venturelli and D. F. Andrade).
 Flexible Bayesian modelling in dichotomous item response theory using mixtures of skewed item curves. British Journal of Mathematical and Statistical Psychology, v. 76, p. 6986, 2022. (with J. Venturelli and R. Loschi).

On the definition of likelihood function. [arXiv:1906.10733]
(with P. Franklin).

Bayesian linear regression models with flexible error
distributions. Journal of Statistical Computation and Simulation, v. 90, p. 25712591, 2020. (with N. B. da Silva and M.
Prates).

Identifying down and upregulated chromosome regions using
RNASeq data. Statistical Methods and Applications, v. 29, p. 619649, 2020. (with V. D. Mayrink).

Robust Bayesian model selection for heavytailed linear
regression using finite mixtures. Brazilian
Journal of Probability and Statistics, v. 34, p. 5170, 2020.
(with M. Prates and V. H. Lachos).

Bayesian modelling of the abilities in dichotomous IRT models via regression with missing values in the covariates. Brazilian
Journal of Probability and Statistics, v. 33, p. 782800, 2019. (with B. C. C. Dias).

Bayesian Item Response model: a generalised approach for
the abilities' distribution using mixtures. Journal of Statistical Computation and Simulation. v. 88, p. 967981, 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. 732745, 2017.
(with K. G. Łatuszyński
and G. O. Roberts).

Simultaneous Multifactor DIF Analysis and Detection in Item
Response Theory. Computational
Statistics & Data Analysis, v. 59, p. 144160,
2013. (with D.
Gamerman and T. M. Soares).

An integrated Bayesian model for DIF analysis. Journal of Educational and Behavioral
Statistics, v. 34, p. 348377, 2009. (with D.
Gamerman and T. M. Soares).

Análise Bayesiana do Funcionamento Diferencial do
Item. Pesquisa Operacional,
v. 27, p. 271291, 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. 449463, 2005. (with R. H. Loschi
and F. R. B. Cruz).
Books
 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
largescale 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)
Supervision
PhD
students
 Gracielle Antunes (UFMG, 2022 )
 Izabel N. de Souza (UFRJ, jointly with Dani Gamerman, 2022 )
 Larissa N. A. Martins (UFMG, jointly with Thais Paiva, 20202024)
 Guilherme A. S. Aguilar (UFMG, 20172022)
 Bárbara C. C. Dias (UFMG, 20152019)
 Juliane V. S. Lima (UFMG, 20152019)
 Lívia M. Dutra (UFMG, jointly with Roger W. C.
Silva, 20152019)
 Pedro F. C. Silva (UFMG, 20152017)
 Nívea B. da Silva (UFMG, jointly with Marcos O.
Prates, 20142017)

Associate Professor
Statistics
Department
Universidade
Federal de Minas Gerais
Contact
Av. Antônio Carlos 6627, Depto. de Estatística,
ICEx,
UFMG, Pampulha, Belo Horizonte, MG,
CEP 31270901
Brazil
Email
Phone
+55 31 34095939
Office
4082 