Magno

Magno

Sou estudante de doutorado no Departamento de Estatística da Universidade de São Paulo. Minhas áreas de pesquisa incluem modelos de aprendizagem estatística, processos estocásticos, estimação de gráficos. Tenho interesse em ciência de dados, análise de dados em alta dimensão, LLMs, inferência bayesiana e estatísticas espaciais. Explore o meu trabalho e interesses aqui.

Publications

Independent block identification in multivariate time series

Published in Journal of Time Series Analysis, 2020

Model selection criterion to estimate the points of independence of a random vector, producing a decomposition of the vector distribution function into independent blocks.

Recommended citation: Leonardi, F., Lopez‐Rosenfeld, M., Rodriguez, D., Severino, M. T., & Sued, M (2021). "Independent block identification in multivariate time series." Journal of Time Series Analysis, . 42(1), 19-33. https://www.ime.usp.br/~leonardi/artigos/leonardi_et_al_2020.pdf

Model selection criteria for regression models with splines and the automatic localization of knots

Published in ArXiv, 2020

In this paper we propose a model selection approach to fit a regression model using splines with a variable number of knots. We introduce a penalized criterion to estimate the number and the position of the knots where to anchor the splines basis. The method is evaluated on simulated data and applied to covid-19 daily reported cases for short-term prediction.

Recommended citation: Sousa, A.R.S.S,, Severino, M.T.F., Leonardi, F. (2020). "Pre-print&quot. https://arxiv.org/abs/2006.02649