Ramsés H. Mena Chávez - Probabilidad y estadística

Ramsés H. Mena Chávez - Probabilidad y estadística

Ramsés H. Mena Chávez
Universidad Nacional Autónoma de México (UNAM)
Instituto de Investigaciones en Matemáticas
Aplicadas y en Sistemas (IIMAS)
A.P. 20-726. 01000 México D.F.
Tel: +52 (55) 56223583 Ext. 3542/ Fax: 56223621
E-mail: [email protected]
http://www.dpye.iimas.unam.mx/ramses
§ EDUCATION
PhD. in Statistics at the University of Bath, UK.
2000-2003
MSc. in Statistics at IIMAS-UNAM, Mexico.
1998-2000
Actuarial Sciences degree at UNAM, Mexico.
1994-1998
§ ACADEMIC POSITIONS
Associate Professor – level B
– Associate Professor – level A
– Assistant Professor
– Postdoctoral fellowship
IIMAS-UNAM. Department of probability and Statistics
Graduate teaching assistant
University of Bath. Department of Mathematical Sciences.
Part-time lecturer
Mexican Autonomous Technologic Institute (ITAM) and Anahuac University
Teaching assistant
UNAM. Faculty of Sciences
Dec. 2011-present
Sep. 2007–Nov. 2011
Dec. 2005–Aug. 2007
Dec. 2003–Nov. 2005
Mexico
2001-2002
U.K.
2000
Mexico
1998-2000
Mexico
§ CONSULTING AND NON-ACADEMIC EMPLOYMENT
Mexican Institute for Federal Elections, Mexico
2006
Estimations for the official fast-counting in the President Elections 2006
ING-Group, Mexico
2004, 2005
Support in the development of risk models for health care portfolios
Mexican Institute for Regional Development
1999-2000, 2004
Assessment of the effectiveness in FAO projects
Berumen and Associates, Mexico
1996-1998
Statistics Analyst: Design and analysis of surveys.
§ TEACHING AND ACADEMIC DUTIES
T EACHING
MSc and PhD level: Bayesian nonparametric statistics (IIMAS, 2016);Random partitions and their applications
in statistics (IIMAS, 2015); Simulation Techniques (IIMAS, 2013); Random measures and point processes
(IIMAS, 2013); Stochastic processes (IIMAS, 2010, 2015); Bayesian Statistics II (IIMAS, 2009); Random
measures and their applications (IIMAS, 2008, 2010, 2014); Time Series Analysis (IIMAS, 2006, 2007);
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Undergraduate level: Bayesian Statistics (FC-UNAM, 2008, 2014, 2016); Simulation and control (Sciences
Faculty-UNAM, 2005); ∗ Multivariate analysis (U. Bath., 2001); ∗ Linear models (U. Bath., 2002); ∗ Statistical
inference (U. Bath., 2002); Calculus I (U. Anahuac, 2000); Probability II (U. Anáhuac, 2000); Simulation
and Finance (U. Anáhuac, 2000); Probability I (ITAM, 2000); ∗ Statistical inference I (FC-UNAM, 1998 y
1999); ∗ Statistical inference II (FC-UNAM, 1999); ∗ Probability II (FC-UNAM, 2000) [∗ Under teaching assistant
position]
P H D AND P OSTDOC SUPERVISIONS
1. M ARÍA F ERNANDA G IL L EYVA V ILLA . PhD FC-IIMAS-IMATE, UNAM. Started 2016.
2. M ICHELLE A NZARUT C HACALO. PhD FC-IIMAS-IMATE, UNAM. Started 2013.
3. F REDDY PALMA M ANCILLA . PhD FC-IIMAS-IMATE, UNAM. Started 2013.
4. A SAEL F. M ARTÍNEZ M ARTÍNEZ . PhD FC-IIMAS-IMATE, UNAM. Awarded: February, 2016.
Usages of random combinatorial structures in statistics; A Bayesian nonparametric approach.
5. A RRIGO C OEN C ORIA . PhD FC-IIMAS-IMATE, UNAM. Awarded: November, 2015.
On some applications of exchangeable and stationary structures.
6. C ONSUELO RUBINA N AVA . PhD, University of Turin, Italia. Awarded: February, 2014.
Some advances in Bayesian modeling and computation.
(Co-supervised with Igor Prünster.)
7. K ARLA E. M EDINA D ÍAZ . PhD, University of Turin, Italia. Awarded: March, 2011.
Computational methods for Bayesian nonparametric mixtures and their applications.
(Co-supervised with Igor Prünster).
8. C LAUDIA A NDREA W EHRHAHN C ORTES . Postdoctoral position at IIMAS 2016-present
9. L UIS G UTIÉRREZ I NOSTROZA . Postdoctoral position at IIMAS 2015-present
10. L UZ J UDITH R ODRIGUEZ E SPARZA . Postdoctoral position at IIMAS 2013-2014
11. G ERÓNIMO F RANCISCO U RIBE B RAVO. Postdoctoral position at IIMAS 2008-2009
U NDERGRADUATE AND MASTER LEVEL SUPERVISIONS
1. M ARÍA F ERNANDA G IL L EYVA V ILLA. MSc. in Statistics. Awarded: September the 1st 2016.
Tesis: Random partitions models
2. I VÁN DARÍO P EÑALOZA R OJAS. MSc. in Statistics. Awarded: April the 11th 2016.
Tesis: A general mixture-diffusion sde and calibration to market volatility smiles
3. A LAN R IVA PALACIO . MSc. in Statistics. Awarded: June the 7th 2015.
Tesis: On a vector of Dirichlet processes (in spanish)
4. E DWIN G ERARDO M ALDONADO R AMOS. Degree in Actuarial Sciences. Awarded: December the 3rd 2014.
Tesis: Exponential dispersion times series (in spanish)
5. A NDREA A MÉRICA S ANDOVAL Z ÁRATE. Degree in Actuarial Sciences.Awarded: August the 3rd 2012.
Tesis: Comparison between Bayesian classifiers and neuronal networks (in spanish)
6. F REDDY PALMA M ANCILLA. MSc. in Statistics. Awarded: June the 6th 2012.
Tesis: Exponential Lévy Processes (in spanish)
7. O SCAR O RTEGA I BAÑEZ. MSc. in Statistics.Awarded: March the 21st 2012.
NoVaS transformation for conditionally heteroscedastic autoregressive models (in spanish)
8. A DRIANA R OLDÁN R ODRÍGUEZ. MSc. in Statistics.Awarded: January the 27th 2012.
On the construction and estimation of stationary diffusion processes (in spanish)
9. A RRIGO C OEN C ORIA. MSc. in Statistics. Awarded: August the 26th 2011.
Random measures (in spanish)
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10. M ARÍA D. L OMELÍ G ARCÍA. MSc. in Statistics. Awarded: August the 26th 2011.
Posterior consistency for Bayesian nonparametric models (in spanish).
11. A SAEL F. M ARTÍNEZ M ARTÍNEZ. MSc. in Statistics. Awarded: February the 10th 2011.
Computational methods for Bayesian nonparametric mixture models (in spanish)
(1st place, in the prize " Francisco Aranda 2012 " to the best thesis in statistics)
12. D IEGO I MANOL VALENZUELA F RANCO. Degree in Actuarial Sciences. Awarded: October the 8th 2010.
Species sampling problems from a nonparametric Bayesian perspective (in spanish)
13. O SCAR O RTEGA I BAÑEZ. Degree in Actuarial Sciences. Awarded: August the 24th 2009.
Time series models via finite mixtures (in spanish)
14. R AMIRO F. M ARTIN DEL C AMPO. Degree in Mathematical Sciences. Awarded: June the 12th 2009.
Risk estimation via an exchangeable increments model (in spanish)
15. I SADORA A NTONIANO V ILLALOBOS. MSc. in Statistics. Awarded: June the 12th 2008.
The neutral-mutation Fleming-Viot process from a Bayesian viewpoint (in spanish)
(1st place, in the prize " Francisco Aranda 2008 " to the best thesis in statistics)
16. E RIK A RMANDO VÁZQUEZ R IVERA. Degree in Actuarial Sciences. Awarded: May the 27th 2007.
Time series for discrete valued data (in spanish)
(3rd place, in the prize " Francisco Aranda 2008 " to the best thesis in statistics)
17. M IGUEL A. P OLO V UELVAS. (co-dirección) MSc. in Statistics. (UAM-I). Awarded: May the 25th 2007.
Longitudinal data analysis (in spanish)
18. K ARLA E. M EDINA D ÍAZ. MSc. in Statistics. Awarded: December the 13th 2006.
Normalized processes as prior distributions in Bayesian inference (in spanish)
19. C ARLOS V. R ODRÍGUEZ C ABALLERO. Degree in Actuarial Sciences. Awarded: May the 3rd 2005.
Bayesian inference for the volatility in the Black & Scholes model (in spanish)
(3rd place, in the prize " Francisco Aranda 2006 " to the best thesis in statistics)
E XAMINER IN DEGREE AWARDS OF THE FOLLOWING PROGRAMS :
Actuarial Sciences degree at the Sciences Faculty at UNAM and ITAM (15 students in the period 2005-2015)
MSc in Statistics program at IIMAS-UNAM (15 students in the period 2004-2015)
PhD in Mathematical Sciences at UNAM and University of Pavia, Italy (13 students in the period 2008-2015)
§ EDITORIAL ACTIVITIES
A SSOCIATE EDITOR
• ALEA: Latin American Journal of Probability and Mathematical Statistics
Jan. 2016–present
• Journal of Statistical Distributions and Applications
Aug. 2013–present
• Bulletin of the International Society for Bayesian Analysis (ISBA).
• Bulletin " DATOS " of the Mexican Statistical Association (AME).
Aug. 2004–Jul. 2007
Aug. 2004–Dec. 2008
E DITOR OR C O -E DITOR
• Special Invited Editor of Bayesian Analysis for the Lindley Prize
• Electronic Bulletin of the Bernoulli Society
2014-2015
Feb. 2010–Sep 2011
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R EGULAR OR OCCASIONAL REFEREEING FOR THE FOLLOWING JOURNALS :
AISTATS; Annals of Statistics; Bayesian Analysis; Bernoulli; Biometrika; Bulletin of the Mexican Mathematical Society; Chilean Journal of Statistics; Communications in Statistics; Computers and Mathematics with Applications;
EconoQuantum; Electronic Journal of Statistics; Envirometrics; Journal of the American Statistical Association; Journal of Applied Statistics; Journal of Multivariate Analisis; Journal of Nonparametric Statistics; Journal of the Royal
Statistical Society - Series B.; Journal of Statistical Computation and Simulation; Journal of Statistical Planning and
Inference; Revista Internacional de Contaminación Ambiental; Scandinavean Journal of Statistics; Sankhya: the Indian Journal of Statistics; Statistics; Statistics and Computing; Statistics and Probability Letters; Stochastic Models;
TEST; Mathematical Reviews
R EFEREE FOR BOOKS BY:
Fondo de Cultura Económica (FCE); UNAM Publishers; Springer;
§ ORGANIZATION OF ACADEMIC EVENTS
O RGANIZING AND / OR S CIENTIFIC C OMMITTEE M EMBER FOR
Symposium of Inference and Statistical Modelling. Guanajuato, Mexico (Nov, 2016)
1st Latin American Conference on Statistical Computing. Gramado, Brazil (Jul, 2016)
ISBA 2016 World Meeting. Sardinia, Italy (Jun, 2016)
ISBA 2014 World Meeting. Cancún, Mexico (Jul, 2014)
XI Symposium of Probability and Stochastic Processes, Mexico (Nov, 2013)
3th Mexican Workshop on Bayesian Statistics. Veracruz, Mexico (Jun, 2011)
35th Conference on Stochastic Processes and their Applications. Oaxaca, Mexico (Jul, 2011)
24th National congress on Statistics. Texcoco, Mexico (Oct, 2009)
2nd Latin American Congress on Bayesian Statistics. Los Cabos, Mexico (Feb, 2005)
S CIENTIFIC C OMMITTEE AND L OCAL O RGANIZING C OMMITTEE C O -C HAIR FOR
Advances in Bayesian nonparametric statistics: A gathering with Stephen G. Walker, Mexico (Nov 2014)
8th Workshop on Bayesian Nonparametrics. Veracruz, Mexico (Jun, 2011)
C O - ORGANIZATION OF OTHER EVENTS :
Research program on " Bayesian nonparametric inference: dependence structures and their applications "
at the Banff International Research Station. Oaxaca, México (Dec, 2017)
Research program on " Random Measures and Measure-Valued Processes " at the Banff International
Research Station. Banff, Canada (Sep, 2013)
§ HONORS AND AWARDS
University Distinction for Young Academics for Research in Exact Sciences. (2014)
[Reconocimiento Distinción Universidad Nacional para Jóvenes Académicos (RDUNJA-UNAM , 2014)]
Visiting Fellowship by Collegio Carlo Alberto, Turin, Italy (2011-2012)
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Visiting Fellowship by the International Centre for Economic Research, Turin, Italy (2007, 2009)
Visiting Fellow of the Isaac Newton Institute, Cambridge, UK (July-August 2007)
Honorable mention by the L.J. Savage Award for the best PhD thesis in Bayesian Statistics sponsored by
the American Statistical Association and the International Society for Bayesian Analysis (2005)
PRIDE-UNAM: Internal institutional program for academic assessment.
• Level D (2012-present) –highest level–
• Level C (2006-2011)
• Level B (2004-2006)
SNI–CONACyT: National Research Assessment System
• Level III (2015-2019) –highest level–
• Level II (2010-2014)
• Level I (2007-2009)
• Candidate (2004-2006)
§ RESEARCH VISITOR AT
Department of Mathematics, U. of Texas Austin, USA (Sep 2013, Mar 2014, Jan; Apr; Sep 2015, Sep 2016)
Hong Kong University of Science and Technology, Hong Kong, China (Ago 2013)
Collegio Carlo Alberto, Turin, Italy. (Sep 2011- Jul 2012; Feb 2015, Jun 2016)
School of Mathematics, Statistics and Actuarial Science. University of Kent, UK.
(Frequent visits during the period 2005-2011; Jul 2013)
Centre for Mathematical Research (CIMAT), Guanajuato, Mexico. (2006,2009,2013)
University of Turin and Collegio Carlo Alberto, Turin, Italy. (Frequent visits during the period 2005-2011)
Department of Mathematical Sciences, University of Bath, UK. (2004, 2014)
Faculty of Economics, University of Pavia (2003,2005)
§ ADMINISTRATIVE DUTIES
Vice-President Elect of the Mexican Statistical Association (2015-2017) with President and Past President
periods to take place during 2017-2019 and 2019-2021 respectively.
Member of the Executive Board of the Sociedad Latino Americana de Probabilidad e Estadistica Matematica –SLAPEM–(Sep 2012–present)
Board member for the Actuarial Sciences Degree Council at the Faculty of Sciences –UNAM– (Sep.2005Jul.2011)
Board member of the Mexican Statistical Association (Oct. 2005–Sep. 2009)
Evaluator for the National Program for Excellence in Postgraduate Studies of CONACyT (2008,2010)
Project evaluator for: National Agency for Scientific and Technologic Promotion (Argentina, 2009); Autonomous University of the State of Mexico (Mexico, 2007); Georgia NSF (Georgia, 2009, 2011, 2012);
FONDECyT (Chile, 2011, 2013); PAPIIT-UNAM (2013, 2016) and CONACyT (Mexico, 2007-2015)
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Program chair of the Bayesian nonparametrics section of the ISBA (2010)
Member of the Elections Committee of ISBA (2011)
Chair for FAO award SLAPEM–Bernoulli Society (2014)
Member of the Elections Committee of ISBA BNP Section (2014)
Program Chair for ISBA (2014), with pre (post) Program chair period in 2013 (2015).
Member for the L.J. Savage Award Committee of ISBA (2011)
§ CONFERENCE PRESENTATION AND SEMINARS
I NVITED SPEAKER AT
Joint Statistical Meeting. Chicago. USA. (Ago-2016)
ISBA 2016 World Meeting. Sardinia, Italy. (Jun-2016)
8th International Conference of the European Research Consortium for Informatics and Mathematics (ERCIM-WG)
on Computing & Statistics. London, UK (Dic-2015)
1st Nacional Meeting of Young Researchers in Mathematics, Distrito Federal, Mexico (Nov–2015)
XLVIII National Congress of the Mexican Mathematical Society, Hermosillo, Mexico (Oct–2015)
XIII Latin American Congress of Probability and Mathematical Statistics, Cartagena de Indias, Colombia (Sep–2014)
III Joint Meeting of the " Sociedad Matemática Mexicana " and the " Real Sociedad Matemática Española ". Zacatecas, México. (Sep-2014) [Invited session organizer]
XLVI National Congress of the Mexican Mathematical Society, Merida, Mexico (Oct–2013)
Workshop on Multivariate Analysis and Random Matrices new tendencies, Guanajuato, Mexico (Sep–2013)
59th World Statistical Congress. Hong Kong, China. (Aug–2013) [Invited session organizer]
9th Conference on Bayesian Nonparametrics. Amsterdam. (Jun–2013)
ISBA Regional Meeting & Inter. Conference on Bayesian Theory and Applications. Varanasi, India. (Jan–2013)
Joint Statistical Meeting. San Diego. USA. (Ago-2012)
ISBA 2012 World Meeting. Kyoto, Japan. (Jun-2012)
II Joint Meeting of the " Sociedad Matemática Mexicana " and the " Real Sociedad Matemática Española ". Málaga,
España. (Jan-2012)
4th International Conference of the European Research Consortium for Informatics and Mathematics (ERCIM-WG)
on Computing & Statistics. London, UK (Dic-2011)
III Latin American Meeting on Bayesian Statistics & 37th National Meeting of Statistics. Pucón, Chile (2011)
Research Program on Bayesian Nonparametrics. Veracruz, México (2011)
Risk Analysis in Economics and Finance, Guanajuato, México (2011)
1st First North American Meeting on Industrial and Applied Mathematics. Huatulco, México (2010)
10th Symposium of Probability and Stochastic Processes. Guanajuato, Mexico (2009)
National Congress of Probability and Statistics 2008. Villahermosa, Mexico (2008)
XL National Congress of the Mexican Mathematical Association. Monterrey, Mexico (2007)
Workshop on Construction and Properties of Bayesian Nonparametric Regression Models. Isaac Newton Institute,
Cambridge, UK (2007)
9th Symposium of Probability and Stochastic Processes. Guanajuato, Mexico (2006)
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21st National congress on Statistics. Acapulco, Mexico (2006)
5th Workshop on Bayesian Nonparametrics. Jeju, South Korea (2006)
2nd Latin American Congress on Bayesian Statistics. Los Cabos, Mexico (2005)
Joint Statistical Meeting 2005. Minneapolis, USA (2005)
4th Workshop on Bayesian Inference in Stochastic Processes. Varenna, Italy (2005)
8th Symposium of Probability and Stochastic Processes. Puebla, Mexico (2004)
7th World meeting of the International Society for Bayesian Analysis. Viña del Mar, Chile (2004)
I NVITED TUTORIALS
XI Escuela de Matemáticas de América Latina y el Caribe (EMALCA). BUAP, Puebla, México (Jun–2015)
4th Statistical Pattern Recognition. CIMAT, Guanajuato. (Oct–2013)
XII Latin American Congress on Probability and Mathematical Statistics. Valparaiso, Chile ( Mar–2012)
National Congress of Probability and Statistics 2010. Mexico City, Mexico (2010)
10th World meeting of the International Society for Bayesian Analysis. Benidorm, Spain (2010)
10th Symposium of Probability and Stochastic Processes. Guanajuato, Mexico (2009)
P OSTERS
10th Conference on Bayesian Nonparametrics. Raleigh. USA (2015)
7th Valencia International Meeting on Bayesian Statistics. Tenerife. Spain (2002)
I NVITED S EMINARS
University of Bath, UK (2001, 2002, 2003, 2014);
Faculty of Sciences at UNAM, MEX. (2004, 2011);
Mexican Autonomous Technologic Institute (ITAM), MEX (2004, 2006, 2015);
CIMAT-GTO, MEX. (2006, 2007, 2019, 2015);
University of Pavia, Italy. (2005);
CNR-IMATI, Italy (2007);
IIMAS-UNAM, MEX (2007, 2010);
Bocconi, Italy (2007);
National Bank of Mexico, MEX (2008);
Polytechnic Institute of Turin, Italy (2009);
Collegio Carlo Alberto, Italy (2011);
University College of London, UK (2012);
University of Padova, Italy (2012);
DTU-Denmark, Denmark (2014);
University of Texas at Austin, EUA (2016)
OTHER TALKS
Orientation chats for the Mathematical Sciences degree at FC-UNAM, Distrito Federal (2013)
Special Colloquium of Probability and Statistics at CIMAT–Guanajuato (2013)
Day of Statistics at IIMAS-UNAM (2007)
Bimonthly Conference of the Mexican Statistical Association (2004)
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I NTERVIEWS
Live interview in " Creadores Universitarios ", Foro-TV, Televisa. (21-mar-2016)
§ FUNDING
Principal Investigator of:
• CONACyT project 241195 (2015-2018): Bayesian nonparametric statistics for complex data
• CONACyT project 131179 (2011-2014): Random partitions in statistics
• CONACyT project 50160 (2007-2010): Random distributions and their applications
• PAPIIT project IN100411 (2011-2014): Dependent random measures
Member of:
• CONACyT project 48538 (2007-2009): Numerical methods in applied probability and statistics
• PAPIIT project IN109906 (2006-2009): Statistical inference, a Bayesian nonparametric perspective
Fellowships:
• International Centre for Economical Research fellowship (2007, 2009)
• Collegio Carlo Alberto fellowship (2011-2012)
Projects via IIMAS/UNAM:
• Treasury and Public Credit Ministry [Secretaría de Hacienda y Crédito Publico (SHCP)] and National
Bank for Public Works and Services of Mexico [Banco Nacional de Obras y Servicios de Mexico
(Banobras)] Project name: Losses quantification, resources control and Risk analysis system for the National
Disasters Fund (Upgrade system and statistical module)
• National Bonding and Insurance Commission [Comisión Nacional de Seguros y Fianzas (CNSF)]
Project name: Specialised training program for solvency of insurance companies (2012-present). Co-Supervised
with Silvia Ruiz-Velasco Acosta
• Mexico City Attorney General’s Office [Procuraduría General de Justicia del Distrito Federal (PGJDF)]
Project name: Trends and forecasting of criminal incidence in Mexico City. (2011-2012). Co-Supervised with
Mogens Bladt and Carlos Díaz Avalos
§ SOCIETY MEMBERSHIPS
American Statistical Association; Bernoulli Society; International Society for Bayesian Analysis; Institute of
Mathematical Statistics; Mexican Statistical Association; The Royal Statistical Society and Mexican Statistical Society.
§ PUBLICATIONS
I N PEER REVIEWED JOURNALS .
1. Gutiérrez, L., Mena, R.H., Ruggiero, M. (2016). A time dependent Bayesian nonparametric model for air
quality analysis. Computational Statistics and Data Analysis. 95, 161-175.
2. Mena, R.H. and Ruggiero, M. (2016). Dynamic density estimation with diffusive Dirichlet mixtures. Bernoulli. 22, 901-926.
3. Mena, R.H. and Walker, S.G. (2015). On the Bayesian mixture model and identifiability. Journal of Computational and Graphical Statistics. 24, 1155-1169.
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4. Coen, A. and Mena, R.H. (2015). Ruin probabilities for Bayesian exchanegable claims processes. Journal
of Statistical Planning and Inference. 166, 102–115.
5. De Blasi, P., Favaro, S., Lijoi, A., Mena, R., Prünster, I. and Ruggiero, M. (2015). Are Gibbs-type priors the
most natural generalization of the Dirichlet process? IEEE Transactions on Pattern Analysis and Machine
Intelligence, 37, 212–229.
6. Martínez, A.F. and Mena R.H. (2014). On a nonparametric change point detection model in Markovian
regimes. Bayesian Analysis, 9, 823–858.
7. Gutérrez L., Gutérrez-Peña, E. and Mena R.H. (2014). Bayesian nonparametric classification for spectroscopy data. Computational Statistics and Data Analysis. 78, 56-68.
8. Mena, R.H. and Walker, S.G. (2012). An EPPF from independent sequences of geometric random variables. Statistics and Probability Letters, 82, 1059-1066.
9. Mena, R.H., Ruggiero, M. and Walker, S. G. (2011). Geometric stick-breaking processes for continuoustime Bayesian nonparametric modeling. Journal of Statistical Planning and Inference, 141, 3217-3230.
10. Fuentes-García, R., Mena, R.H., and Walker, S. G. (2010). A probability for classification based on the
mixture of Dirichlet process model. Journal of Classification, 27, 389-403.
11. Mena, R.H. and Nieto-Barajas, L.E. (2010). Exchangeable claim sizes in a compound Poisson type process. Applied Stochastic Models in Business and Industry, 26, 737-757.
12. Fuentes-García, R., Mena, R.H., and Walker, S. G. (2010). A new Bayesian nonparametric mixture model.
Communications in Statistics, Simulation and Computation 39, 669-682.
13. Mena, R. H. and Walker, S. G. (2009). Construction of Markov processes in continuous time. Metron. 67,
303-323.
14. Favaro, S., Lijoi, A., Mena, R.H., and Prünster, I. (2009). Bayesian nonparametric inference for species
variety with two parameter Poisson-Dirichlet process prior. Journal of the Royal Statistical Society Series
B. 71, 993-1008.
15. Fuentes-García, R., Mena, R. H. and Walker, S.G. (2009). A nonparametric dependent process for Bayesian regression. Statistics and Probability Letters. 79, 1112-1119.
16. Contreras-Cristán, A., Mena, R. H. and Walker, S. G. (2009). On the construction of stationary AR(1)
models via random distributions. Statistics. 43, 227-240.
17. Lijoi, A., Mena, R.H. and Prünster, I. (2008). A Bayesian nonparametric approach for analyzing and testing
clustering structures in EST libraries. Journal of Computational Biology. 15, 1315-1327.
18. Lijoi, A., Mena, R.H. and Prünster, I. (2007). A Bayesian nonparametric method for prediction in EST
analysis. BMC Bioinformatics. 8:339.
19. Lijoi, A., Mena, R.H. and Prünster, I. (2007). Controlling the reinforcement in Bayesian nonparametric
mixture models. Journal of the Royal Statistical Society Series B. 69, 715-740.
20. Lijoi, A., Mena, R.H. and Prünster, I. (2007). Bayesian nonparametric estimation of the probability of discovering new species. Biometrika. 94, 769-786.
21. Mena, R. H. and Walker, S. G. (2007). Stationary Mixture Transition Distribution (MTD) models via predictive distributions. Journal of Statistical Planning and Inference. 137, 3103–3112.
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22. Mena, R. H. and Walker, S. G. (2007). On the stationary version of the generalized hyperbolic ARCH
model. Annals of the Institute of Statistical Mathematics. 59, 325–348.
23. Escarela, G., Mena, R. H. and Castillo–Morales, A. (2006) A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence. Statistical Methods in Medical
research. 15, 593–609.
24. Mena, R. H. and Walker, S. G. (2005). Stationary autoregressive models via a Bayesian nonparametric
approach. Journal of Time Series Analysis, 26, 789–805.
25. Lijoi, A., Mena, R.H. and Prünster, I. (2005). Hierarchical mixture modelling with normalized inverse Gaussian priors. Journal of the American Statistical Association, 100, 1278–1291.
26. Lijoi, A., Mena, R.H. and Prünster, I. (2005). Bayesian nonparametric analysis for a generalized Dirichlet
process prior. Statistical Inference for Stochastic Processes, 8, 283–309.
27. Mena, R. H. and Walker, S. G. (2004). A density function connected with a non-negative self-decomposable
random variable. Journal of Statistical Computation and Simulation, 74, 765 –775.
I N BOOK CHAPTERS .
28. Mena, R.H. (2013). Geometric Weight Priors and their Applications in Bayesian Nonparametrics. In Bayesian Theory and Aplications. Damien, P., Dellaportas, P., Polson, N. G. and Stephen, D.A. Eds. Oxford
University Press. ISBN10: 0199695601
I N CONFERENCE PROCEEDINGS .
29. Nava, C., Mena, R.H., and Prünster, I. (2013). On some stationary models: Construction and Estimation.
The Contribution of Young Researchers to Bayesian Statistics: Proceedings of BAYSM2013. Springer Proceedings in Mathematics & Statistics 2013, 7pp. ISBN-10: 3319020838, ISBN-13: 978-3319020839
30. Nava, C., Mena, R.H., and Prünster, I. (2013). On Stationary Markov Models: a Poisson-driven approach.
Proceedings of the 8th Conference on Statistical Computing and Complex Systems - SCo 2013, 6pp
(electronic). ISBN:9788864930190
31. De Blasi, Favaro, S., P., Lijoi, A. Mena, R.H. and Prünster, I. (2012) Two tales about Bayesian nonparametric
modeling. JSM Proceedings 2012, Alexandria, VA: American Statistical Association.
32. Favaro, S., Lijoi, A., Mena, R.H., Prünster, I. (2011). On some issues related to species sampling problems. In Proceedings of the 7th Conference on Statistical Computing and Complex Systems - SCo 2011.
(Padova, 19-21 September 2011), 9pp. ISBN 978-88-6129-753-1
33. Mena, R.H. and Prünster, I. (2007). Alcune considerazioni sulle elezioni presidenziali messicane del 2006.
Magazine della società italiana di statistica. Revista electrónica
http://magazine.sis-statistica.it
34. Lijoi, A., Mena, R.H. and Prünster, I. (2006). Bayesian clustering in nonparametric hierarchical mixture
models. Atti del XLIII Riunione Scientifica SIS (Torino, Italy, June 14-16, 2006). Vol. I “Plenary sessions,
invited sessions", 449-460.
35. Escarela, G., Mena, R.H. y Castillo-Morales, A. (2006). Modelling Non-Gaussian Time Series with a Mixture Copula Transition Model. En: Hinde, J.; Einbeck, J. y Newell, J. (eds.), Proceedings of the 21st International Workshop on Statistical Modelling (IWSM), Galway, Irlanda. 164-171. ISBN-13: 9781862201804,
ISBN-10: 1862201803
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36. Contreras-Cristán, A., Mena, R. H. and Walker, S. G. (2006). Acerca de la construcción de modelos AR(1)
utilizando densidades predictivas que emergen de la estadística bayesiana no paramétrica. Memoria del
XX foro nacional de estadística INEGI-AME. 17–24.
OTHER PUBLICATIONS .
37. Mena, R.H. (2014). Book Review "Principles of uncertainty by J.K Kadane (2011). Texts in Statistical Science Series, Chapman and Hall/CRC". Journal of Classification. Vol. 31, No. 2, p. 270-271.
38. Mena, R.H. (2003). Lenguaje de programación matricial Ox.
DATOS. Boletín de la Asociación Mexicana de Estadística. Vol. 25
39. Mena, R.H. (2003). Un ejemplo en Ox.
DATOS. Boletín de la Asociación Mexicana de Estadística. Vol. 26
B OOKS ( EDITED VOLUMES ).
40. Mena, R.H. and Pardo, J.C. and Rivero, V. and Bravo, G.U. (Eds). (2015) XI Symposium on Probability
and Stochastic Processes. Progress in Probability series by Birkhäuser. ISBN 978-3-319-13983-8
41. Hernández, D.C. and Mena, R.H. (Eds). (2013) Volumen especial en conmemoración del Año Internacional
de Estadística. Boletín de la Sociedad Matemática Mexicana, Vol. 19, no.2 (2013). ISSN: 2296–4495.
42. Contreras-Cristán, A., Domínguez-Molina, J.A., Estrada, E. and Mena, R.H. (Eds) (2005) Memorias del
XX Foro Nacional de Estadística. INEGI. ISBN 978-13-5055-3
43. Estrada, E., Martínez, A.F., Mena, R.H. and Nieto-Barajas, L. E. (Eds) (2007) Memorias del XXII Foro
Nacional de Estadística. INEGI. ISBN 970-13-4692-0
Sep 2016.