Research Interests
Extreme Value Theory
Statistical modeling of rare events and tail dependence structures
Bayesian Nonparametrics
Neural methods for amortized inference in nonparametric models
Interface between Statistics & AI
Integration of classical statistical methods with modern machine learning
Spatial Statistics
Analysis of spatially referenced data and concordance measures
News
Talk at XLVIII JNE 2026
I will give a talk at XLVIII JNE 2026 in Valparaíso, Chile, presenting research on Amortized Inference for Infinite Mixture Models.
Chief Risk Officer at Quantum Wave
I started a new role as Chief Risk Officer at Quantum Wave, focusing on algorithmic risk architectures, Extreme Value Theory (EVT) modeling, and generative AI stress-testing frameworks for portfolio risk governance.
IC2UHI 2026 Proceeding Published
An exciting multidisciplinary work on Bayesian Calibration and Architecture for Urban Heat Island mitigation will be published as a proceeding at the 7th International Conference on Countermeasures to Urban Heat Islands (IC2UHI 2026) in Nanjing, China.