Antonio De Leon

Bayesian Statistics | Machine Learning | Statistical Software

I am a Ph.D. candidate in Statistics at the University of California, Santa Cruz. I work with Dr. Bruno Sansó and Dr. Raquel Prado. I develop Bayesian and machine-learning methods for forecasting and uncertainty quantification in dynamic data. Much of my current work uses climate and environmental measurements as test cases for risk assessment, where forecast products must be corrected, combined, and evaluated without using information from the future.

Current projects include Bayesian forecast correction and posterior synthesis, Bayesian Quantile Deep Echo State Networks, and MTI work on fixed-content intervals, tolerance targets, regression, and dynamic models. I also co-develop and maintain exdqlm, a CRAN package for dynamic and static Bayesian quantile models.