I study compact objects producing relativistic jets, including gamma-ray bursts (GRBs) and active galactic nuclei (AGN). I am particularly interested in searching for transient and variable gamma-ray signals in combination with other wavelengths and other astronomical messenger channels‚ such as neutrinos and gravitational waves. I focus on computational and statistical techniques to analyze gamma-ray data from diverse, complex, and large datasets. I am involved in multiple projects spanning the whole gamma-ray spectrum in ground-based and spaceborne instruments.