I'm a third year PhD student working under the supervision of Prof. Gareth Roberts. I am currently working on inference for jump-diffusion processes.

My research interests include:

• Inference for stochastic processes
• Stochastic simulation
• Computational statistics, particulary MCMC
• Bayesian Statistics

I completed my undergraduate degree in Statistics in 2004 at Universidade Federal de Minas Gerais, Brazil, where I worked with Dr. Rosangela Loschi on Bayesian Statistics.

In 2006, I completed my MSc in Statistics at Universidade Federal do Rio de Janeiro, Brazil, under the supervision of Prof. Dani Gamerman and the title of my dissertation was "Bayesian analysis of Item Response Theory: a generalised approach".

Publications

Bayesian analysis in Item Response Theory applied to a large-scale educational assessment (with Prof. Dani Gamerman and Dr. Tufi M. Soares). In Handbook of Applied Bayesian Analysis, Editors: O'Hagan and West, Oxford University Press, to appear.

An Integrated Bayesian Model for DIF Analysis (with Prof. Dani Gamerman and Dr. Tufi M. Soares). In Journal of Educational and Behavioral Statistics, 34, 348-377, (2009). 

Análise Bayesiana do Funcionamento Diferencial do Item (with Prof. Dani Gamerman and Dr. Tufi M. Soares). In Pesquisa Operacional, 27, p.271 - 291, (2007). 

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 (with Dr. Rosangela Loschi and Dr. Frederico R. B. Cruz). In Pesquisa Operacional, 25, p.449 - 463, (2005).

Conferences

Sixth Workshop on Bayesian Iiference in Stochastic Processes (2009), Accademia Cusano, Bressanone/Brixen (BZ), 18th - 20th June.

32st Research Students Conference (2009) - Lancaster University, UK, 23rd - 26th March.

Warwick EPSRC Symposium in Markoc chain Monte Carlo (2009), University of Warwick, UK, 16th - 20th March.

Applied Mathematics/Statistics Interface (2008) , University of Warwick, UK, 09th June. 

PASCAL 2008 Workshop on Approximate Inference in Stochastic Processes and Dynamical Systems (2008), Cumberland Lodge, UK, 27th - 29th May.

31st Research Students' Conference in Probability and Statistics (2008) - University of Nottingham, UK, 31st March - 3rd April.

"MCMSki": Markov chain Monte Carlo in Theory and Practice (2008) - Bormio, Italy, 9th - 11th January.

15th International and 72nd Annual Meeting of the Psychometric Society (2007) - Tokyo, Japan, 09th - 13th July.

Talks

Retrospective Sampling with an application to exact simulation of diffusions (2009) - Seminário do Departamento de Estatística - Federal University of Minas Gerais, Brazil, 24th April.

Retrospective Sampling with an application to exact simulation of diffusions (2009) - 32st Research Students Conference - Lancaster University, UK, 23rd - 26th March.

Monte Carlo Inference for Jump-Diffusion processes (2009) - Warwick EPSRC Symposium in Markoc chain Monte Carlo, University of Warwick, UK, 16th - 20th March.

Exact Simulation of Diffusions and Jump-Diffusions (2008) -  Applied Mathematics/Statistics Interface, University of Warwick, UK, 09th June.

Exact Simulation and Inference for Diffusion Processes (2008) - Ciclo de Palestras, DME, Federal University of Rio de Janeiro, Brazil, 20th August. 

Exact Simulation of Diffusions and Jump-Diffusions (2008) -  PASCAL 2008 Workshop on Approximate Inference in Stochastic Processes and Dynamical Systems, Cumberland Lodge, UK, 27th -    29th May. http://videolectures.net/aispds08_goncalves_esjd/.

Exact Simulation of Jump-Diffusions (2008) - 31st Research Students Conference - University of Nottingham, UK, 31st March - 3rd April.

Simultaneous Multifactor DIF Analysis and Detection in Item Response Theory (2007) - 15th International and 72nd Annual Meeting of the Psychometric Society - Tokyo, Japan, 09th - 13th July.

Poster

Bayesian Inference for Jump-Di usion Processes (2009) - Sixth Workshop on Bayesian Iiference in Stochastic Processes, Accademia Cusano, Bressanone/Brixen (BZ), 18th - 20th June.

Simultaneous Multifactor DIF Analysis and Detection in Item Response Theory (2008) - "MCMSki": Markov chain Monte Carlo in Theory and Practice - Bormio, Italy, 9th - 11th January.

Teaching

2007/2008

• Tutorials of Probability (ST111/ST112)

2008/2009

• Tutorials of Probability (ST111/ST112)
• Tutorials of Statistical Laboratory 1 (ST104)
• Tutorials of Mathematical Statistics A (ST217)

 Courses

• Consultancy Skills (September 2008) - Presented by Roland Caulcutt and Julie Bullen (Caulcutt Associates).
  
  
• APTS@Glasgow (September 2008) - modules: Spatial and Longitudinal Data Analysis (P J Diggle), Nonparametric Smoothing (A Delaigle).
  
  
• APTS@Bristol (July 2008) - modules: Applied Stochastic Processes (W S Kendall), Computationally-Intensive Statistical Methods (B D Ripley).
  
  
• APTS@Oxford (April 2008) - modules: Statistical Modelling (A C Davison and J J Forster), Statistical Asymptotics (G A Young).
  
  
• APTS@Warwick (December 2007) - modules: Statistical Inference (D R Cox and D Firth), Statistical Computing (S N Wood).
  
  

Events

I am the current organiser of The Young Researchers meeting. http://www2.warwick.ac.uk/fac/sci/statistics/news/yrm

I am one of the organisers of the Research Students' Conference 2010.

Awards

• Best MSc Dissertation in Statistics and Probability in Brazil from Jan/2006 to Apr/2008.

           Name of the contest: "Concurso de Dissertação de Mestrado".

           Organised by: "Associação Brasileira de Estatística"

• Medal "Destaques Acadêmicos do Ano" (Academic distinction)

           Given by "Centro de Ciências Matemáticas e da Natureza" from the Federal University of Rio de Janeiro.

Room C1.03
Department of Statistics
University of Warwick
Coventry CV4 7AL
UK

F.B.Goncalves 'at' warwick.ac.uk