About me

I am a Bayesian Data scientist with a strong background in Bayesian theory, probabilistic programming, time-series analysis, actuarial science, risk modeling, mathematical decision-making, and package developing in R.

Keywords: Forecasting, Bayesian data analyst, Time-series, Probabilistic ML, Mathematics.

Skills

• Programming: R, Python, Julia, Octave, Matlab, C++, SQL, Git.

• Statistical tools: SPSS, STATA, R, Excel, Stan, PyMC, Tableau, PowerBI.

• Languagues: Spanish (native), English (professional), Dutch (Beginner).

Research projects

• Bayesian order identification of ARMA models with projection predictive inference. McLatchie Y., Alonzo Matamoros A., Vehtari A. (2022). In submission to AISTATS 2023.

• Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison. Sivula T., Magnusson M., Alonzo Matamoros A., Vehtari A. (2022). Submitted to JMLR.

• The Multiple Degrees of freedom Gaussian Process. Alonzo Matamoros A. (2021). Presented at the Workshop of Bayesian Stochastic Processes.

• Bayesian time-series modeling with bayesforecast. Alonzo Matamoros A., Vehtari A. (2021). Presented at the International Society of Bayesian Analysis 2021.

• An R package for Normality in Stationary Processes. Alonzo Matamoros A, Nieto-Reyes A. (2020). Submitted to Journal of R.

Education

Ph.D. candidate in Computer Science.

Aalto University, Finland | October 2020.

M.Sc. in Mathematics and Computer Science.

Universidad de Cantabria, Spain | October 2019 - October 2020.

Certification in Probability.

Society of Actuaries, U.S.A. | November 2016.

B. Sc. in Mathematics and Computer Science.

Universidad Nacional Autonoma de Honduras | October 2010 - October 2015.

Experience

Research contract

Finnish Center of Artificial Intelligence | October 2020.

Studied the uncertainty of Cross-Validation methods when comparing probabilistic machine learning models. Proposed an algorithm for automatic forecasting with probabilistic time-series models.

Skills: R, Python, ML, Model Comparison, Data Visualization..

Assistant Professor, Statistics Department

Universidad Nacional Autonoma de Honduras (UNAH) | October 2017 – October 2020.

Imparted Statistical Inference, Stochastic Processes, and Linear Models classes for the department of Statistics.

Skills: Julia, STATA, Mathematics, Bayesian Statistics.

Data analyst

Instituto Hondureño de Transporte Público | January 2017 – April 2018.

Designed statistical models for estimating the public transport demands using simulation and stochastic processes. Adapted dynamic econometric models to analyze Tegucigalpa, Honduras’s public transport system.

Skills: Simulation, Probability, Mathematical Modeling, Bayesian Statistics.

Actuarial analyst

Instituto Hondureño de Seguridad Social | January 2016 – January 2017.

Wrote scripts for data cleaning and summaries for the actuarial evaluation of the total of affiliates in Honduras’ primary pension system. Created big-data modules for the actuarial analysis of the pension system.

Skills:SQL, Data-cleaning, Big-data, Actuarial Modeling.

Statistical Consultant

Instituto Hondureño de Turismo | January 2015 – January 2016.

Designed the Sampling procedure for estimating the Touristic Expenditure in Honduras. I implemented time-series models for analyzing the principal financial indicators related to tourism.

Skills: SPSS, Excell, forecasting, time-series.