Antonio Aguirre Bayesian Statistics | Machine Learning | Statistical Software

Forecasting

Forecast Correction and Synthesis

Bayesian quantile methods for correcting river-flow forecasts, combining forecast sources, and evaluating predictive distributions with proper scoring rules.

Nonlinear Time Series

Q-DESN Quantile Forecasting

Bayesian quantile readouts for fixed Deep Echo State Network features, with regularized readouts, exAL working likelihoods, MCMC, and variational approximations.

State Space Models

Dynamic Quantile Models

Flexible dynamic quantile linear models with trend, seasonal, regression, transfer-function, forecasting, diagnostics, and posterior synthesis components.

Computation

Scalable Inference and Diagnostics

Variational Bayes, Sequential Monte Carlo, simulation diagnostics, and reproducible workflows for models that need to run repeatedly and be checked carefully.

Preview of the ISBA 2026 poster Bayesian quantile-based correction and synthesis of climate products

Conference Poster

ISBA 2026 World Meeting

My poster Bayesian quantile-based correction and synthesis of climate products was accepted for the ISBA 2026 World Meeting in Nagoya, Japan. The work presents a Bayesian quantile workflow for correcting climate-product forecasts and synthesizing the corrected quantile lanes into a posterior predictive distribution, with daily San Lorenzo River flow as the case study.

Authors
Antonio Aguirre, Raquel Prado, and Bruno Sansó
Focus
Forecast correction, quantile dynamic modeling, posterior synthesis, and state-space modelling.

Selected Papers, Posters & Software

  • Accepted poster
    Aguirre, A., Prado, R., Sansó, B. Bayesian quantile-based correction and synthesis of climate products. ISBA 2026 World Meeting, Nagoya, Japan. Poster PDF.
  • Submitted / CRAN v1.0.0
    Aguirre, A., Barata, R., Prado, R., Sansó, B. exdqlm: An R Package for Estimation and Analysis of Flexible Dynamic Quantile Linear Models. Manuscript submitted to the Journal of Statistical Software; companion package released on CRAN.
  • Working paper
    Aguirre, A., Prado, R., Sansó, B. Bayesian Quantile Readouts for Fixed Deep Echo State Networks. Current work on Q-DESN quantile forecasting.
  • In revision
    Aguirre, A., Sansó, B., Prado, R. A Bayesian Quantile-Based Correction and Synthesis of River Flow Forecasts. Manuscript in revision.
  • Published
    Aguirre, A., Lobato, I.N. (2024). Evidence of Non-Fundamentalness in OECD Capital Stocks. Empirical Economics. DOI.

Code and Reproducibility

Selected package code, manuscript-support scripts, and data-processing workflows are collected on the Software page. I keep that page selective so each public example has a clear purpose and enough context to be useful.