multivariate statistics

Modeling Complex Dependence in Multivariate Time Series, with Applications to Brain Signals

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This thesis develops approaches to address issues and limitations associated with multivariate processes generated from unknown complex systems such as brain signals.

A Unified and Computationally Efficient Non-Gaussian Statistical Modeling Framework

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B4 R5209

This thesis develops a linear latent non-Gaussian modeling framework that extends latent Gaussian models to accommodate skewness, heavy tails, and extremes while preserving computational tractability, along with its implementation in the R package ngme2.

Data-driven Anomaly Detection in Industrial Processes

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B9 L2 R2325

This talk presents a model-based anomaly detection framework, along with data-driven process monitoring approaches based on multivariate statistical methods and artificial intelligence techniques.

Maicon J. Karling

Postdoctoral Research Fellow, Statistics
Education B.Sc. in Mathematics (2014) - University of Coimbra, Portugal. B.Ed. in Mathematics (2015) - Unisinos, Brazil. M.Sc. (2017) and Ph.D. (2021) in Mathematics: Probability and Statistics - Federal University of Rio Grande do Sul, Brazil. Research Interests Goodness-of-fit tests, multivariate statistics, skewed distributions, and time series.