I'm an assistant professor (professor adjunto) in Applied Mathematics at Fundação Getulio Vargas in Rio de Janeiro, 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 points of view. 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 non-parametric tool for modeling conditional distributions.