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Two lines of research can be identified in my production: on the one hand, I have studied statistical inference for stochastic processes, with emphasis on models driven by stochastic differential equations (SDE), Markov Chains and Hidden Markov Chains. I am in particular interested in theoretical results regarding the asymptotic behavior as well as in computational aspects related to the implementation of numerically efficient procedures. Moreover, I got increasingly interested in Bayesian statistics, with a focus on objective priors. Finally, in the last years, I have collaborated with Jesús Martínez Frutos, David Herreros and Francisco Periago at the a Universidad Politécnica de Cartagena, in the resolution of optimization problems in the presence of uncertainty.
A second and important line of research corresponds to my collaboration with colleagues from other areas. I began acting as a supporting statistician or data scientist at the University of Haute-Alsace Mulhouse in 1996. Being at a technical university in Cartagena has naturally provided a number of opportunities to serve as a statistician in applied problems, and I have been lucky enough to work intensively with friends in crystallography, electrical engineering (renewable energies) and animal production. I have been in charge of data munging and cleaning (doing that with R mainly) and statistical procedures, some of which quite challenging and interesting (e-g Reversible Jump MCMC algorithm for Bayesian Analysis of preferred crystallographic configurations, or a system of stochastic differential equations for the evolution of temperature in a house with AC)
ISSN: 21693536
IEEE Access
World Rabbit Science
ISSN: 17518687
IET Generation, Transmission and Distribution
ISSN: 00457825
Computer Methods in Applied Mechanics and Engineering
ISSN: 17521424 17521416
IET Renewable Power Generation
ISSN: 08858977
IEEE Transactions on Power Delivery
ISSN: 10970207 00295981
International Journal for Numerical Methods in Engineering
ISSN: 00457825
Computer Methods in Applied Mechanics and Engineering
ISSN: 19961073
Energies
ISSN: 08858969
IEEE Transactions on Energy Conversion
ISSN: 12623377 12928119
ESAIM - Control, Optimisation and Calculus of Variations
ISSN: 18893805
Boletin de Estadistica e Investigacion Operativa
ISBN: 9789897580208
CSEDU 2014 - Proceedings of the 6th International Conference on Computer Supported Education