Carlos M. Carvalho, Ph.D.
Professor of Statistics

  Research Interests
My work focuses on Bayesian statistics in complex, high-dimensional problems with applications ranging from finance to genomics. Here are some key aspects of my current research:

  • Dimensionality reduction in large-scale multivariate problems;

  • Sparse models for high-dimensional covariance matrices;

  • Advanced statistics and econometrics in asset pricing problems;

  • Causal inference in high dinemsional settings;

  • Graphical models and sparse factor models;

  • Model search/selection in linear models and graphical models;

  • Dynamic Models;

  • Conditional variance models and multivariate stochastic volatility;

  • Sequential estimation and particle filtering;

  • Parallel statistical computation.

  • .