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PDF file - Universidade Federal do Rio de Janeiro

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Time series mo<strong>de</strong>lling involves work on non-linear mo<strong>de</strong>ls with emphasison applications and simple approximations to inferential procedures. Alsowork on normal dynamic mo<strong>de</strong>ls with hierarchical parametric structure whereproperties specific to the mo<strong>de</strong>ls and mo<strong>de</strong>l characterization are being studied.Extension towards general theory including non-normal observations andgeneral unknown covariance matrix.Analysis of survival data inclu<strong>de</strong>s <strong>de</strong>velopment of practical aspects of dynamicmo<strong>de</strong>lling such as discounting, prior specification and residual analysis.This inclu<strong>de</strong>s <strong>de</strong>velopment of SURVIVAL, a menu-driven microcomputer programmewritten in APL for Bayesian analysis of survival data. Also workin the comparison with parametric inference via piecewise parametric hazardspecification. Work on the related area of point processes on the line withextensions to more general observation spaces, marked point processes andmultiple stages. Applications of hierarchical mo<strong>de</strong>lling and Gibbs sampling tonon-parametric estimation of the hazard function.Application of Markov chain Monte Carlo metho<strong>do</strong>logy to <strong>de</strong>rivation of efficientinference schemes from generalized linear and dynamic generalized linearmo<strong>de</strong>ls. Extensions towards non-linear mo<strong>de</strong>ls, overdispersed data, spatiallystructured data and survival mo<strong>de</strong>ls.14 Other activities1. Associate Editor of Bayesian Analysis. From 2004.2. Associate Editor of REVSTAT (Portuguese Journal of Statistics). From2002.3. Associate Editor of REBRAPE (Brazilian Journal of Probability andStatistics) and Statistical Mo<strong>de</strong>lling. From 2000.4. Elected member of the Board of ISBA (International Society for BayesianAnalysis). From 1999 to 2002.5. Elected member of the Board of ABE (Brazilian Statistical Association).From 1998 to 2002.6. Organizer of the International Workshop on Hierarchical Mo<strong>de</strong>ling. 1993.7. Organizer and Member of the Organizing Committee of a number ofBrazilian Statistical meetings.8. Invited discussant for the Fifth and Sixth International Valencia Meetingson Bayesian Statistics. 1994 and 1998.13

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