Research

Bayesian and Causality Networks

• Identification of causal structures;
• Networks with large number of variables;
• Bayesian Networks’ computational aspects;
• Model transportability.

Dynamic Systems’ Predictability and Resilience

• Fault analysis in network systems;
• Prevision and predictability of dynamic systems;
• Resilience and Reliability Analysis;
• Survival Analysis.

Statistical Signal Processing

• Spectral analysis and sub-space methods;
• Parametric, non-parametric and semi-parametric models;
• Information theory;
• Stochastic volatility.