J. Miguel Marin

J. Miguel Marin
University Carlos III de Madrid | UC3M · Department of Statistics

About

44
Publications
6,179
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668
Citations
Citations since 2016
12 Research Items
343 Citations
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060

Publications

Publications (44)
Article
The aim is to implement the integrated nested Laplace approximations (INLA), known to be very fast and efficient, for estimating the parameters of the threshold stochastic volatility (TSV) model. INLA replaces Markov chain Monte Carlo (MCMC) simulations with accurate deterministic approximations. Weakly informative proper priors are used, as well a...
Article
The paper proposes the use of data cloning (DC) to the estimation of general univariate asymmetric stochastic volatility (ASV) models with flexible distributions for the standardized returns. These models are able to capture the asymmetric volatility, the leptokurtosis and the skewness of the distribution of returns. Data cloning is a general techn...
Article
Full-text available
Shiga toxin-producing Escherichia coli O157:H7 is a food-borne pathogen and the major cause of hemorrhagic colitis. Pseudomonas is the genus most frequent psychrotrophic spoilage microorganisms present in milk. Two-species bacterial systems with E. coli O157:H7, non-pathogenic E. coli, and P. fluorescens in skimmed milk at 7, 13, 19, or 25 °C were...
Preprint
Full-text available
Shiga toxin-producing Escherichia coli O157: H7 is a food-borne pathogen and the major cause of hemorrhagic colitis. Pseudomonas is the genus most frequent psychrotrophic spoilage microorganisms present in milk. Two-species bacterial systems with Escherichia coli O157: H7, non-pathogenic Escherichia coli, and Pseudomonas fluorescens in skimmed milk...
Article
Shiga toxin-producing Escherichia coli (VTEC) strains, including the serotype O157:H7, are considered foodborne pathogens. Transmission occurs through consumption of undercooked meat, unpasteurized dairy products, vegetables, or contaminated water. The variability of pathogenic and nonpathogenic E. coli strains growth parameters at different temper...
Chapter
In this paper we propose Bayesian specifications of four of the most widespread models used for mortality projection: Lee-Carter, Renshaw-Haberman, Cairns-Blake-Dowd, and its extension including cohort effects. We introduce the Bayesian model averaging in mortality projection in order to obtain an assembled model considering model uncertainty. We w...
Article
Models with random (or mixed) effects are commonly used for panel data, in microarrays, small area estimation and many other applications. When the variable of interest is continuous, normality is commonly assumed, either in the original scale or after some transformation. However, the normal distribution is not always well suited for modeling data...
Article
Full-text available
It is a well-known fact that heterogeneity is one of the characteristics of the insurance market, and it is relevant to classify and characterize companies by means of their financial properties and different risk profiles. So, it may not be adequate to use a general model for all the companies operating in the European market, as the one proposed...
Article
Insurance risks data typically exhibit skewed behaviour. In this paper, we propose a Bayesian approach to capture the main features of these data sets. This work extends a methodology recently introduced in the literature by considering an extra parameter that captures the skewness of the data. In particular, a skewed Student-t distribution is cons...
Article
Insurance risks data typically exhibit skewed behaviour. In this paper, we propose a Bayesian approach to capture the main features of these datasets. This work extends the methodology introduced in Villa and Walker (2014a) by considering an extra parameter which captures the skewness of the data. In particular, a skewed Student-t distribution is c...
Article
Listeria monocytogenes is a foodborne pathogen capable of growth under refrigeration temperatures. The use of bacteriocin-producing lactic acid bacteria to inhibit Gram-positive pathogen growth may be an important tool to enhance the safety of refrigerated foods. The influence of three different populations of the bacteriocin-producing strain Lacto...
Article
Discrete time models are used in Ecology for describing the dynamics of an age-structured population. They can be introduced from a deterministic or from a stochastic viewpoint. We analyze a stochastic model for the case in which the dynamics of the population is described by means of a projection matrix. In this statistical model, fertility rates...
Article
There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the problems of these algorithms is that the performance depends on the tuning of some parameters, such as the su...
Article
We introduce a new stochastic model for non-decreasing processes which can be used to include stochastic variability into any deterministic growth function via subordination. This model is useful in many applications such as growth curves (children’s height, fish length, diameter of trees, etc.) and degradation processes (crack size, wheel degradat...
Article
GARCH models include most of the stylized facts of financial time series and they have been largely used to analyse discrete financial time series. In the last years, continuous-time models based on discrete GARCH models have been also proposed to deal with non-equally spaced observations, as COGARCH model based on Lévy processes. In this paper, we...
Article
The aim of this paper is to present the issue in managing surveys with missing data. In order to address this problem, it is reviewed a technique known as imputation. Some methodologies on the income imputation in the 2010 Great Integrated Household Survey (GEIH 2010) were implemented. Seven methods for the total sample and groups of housing strata...
Article
The potential for structural changes in time trend concentrations of mercury (Hg), lead (Pb), cadmium (Cd), zinc (Zn), and copper (Cu) in the Mediterranean mussel, Mytilus galloprovincialis, was examined in Mussel Watch (MW) databases of metal pollution at eighteen coastal stations over a decadal period, from 1992 to 2007. Simultaneously, by using...
Article
Full-text available
Este trabajo presenta el problema del manejo de encuestas con datos faltantes, y para hacerle frente reseña una técnica conocida como imputación. Además se implementan algunas metodologías en la imputación de los ingresos y las ganancias de la Gran Encuesta Integrada de Hogares de Colombia de 2010. En ese sentido se evaluaron siete métodos para el...
Article
Multiple testing analysis, based on clustering methodologies, is usually applied in Microarray Data Analysis for comparisons between pair of groups. In this paper, we generalize this methodology to deal with multiple comparisons among more than two groups obtained from microarray expressions of genes. Assuming normal data, we define a statistic whi...
Article
This paper analyzes software reliability models where covariate information in the form of software metrics is available. Our approach uses neural network regression to estimate failure rates in models based on inter failure times or numbers of failures. Inference is carried out using a Bayesian approach which is implemented using the free software...
Article
Bacterial growth models are commonly used for the prediction of microbial safety and the shelf life of perishable foods. Growth is affected by several environmental factors such as temperature, acidity level and salt concentration. In this study, we develop two models to describe bacterial growth for multiple populations under both equal and differ...
Article
Full-text available
It is usually considered that the proportion of handicapped people grows with age. Namely, the older the man/woman, the more the level of disability he/she suffers. However, empirical evidence shows that this assessment is not always true, or at least, it is not true in the Spanish population. The study tries to assess the impact of age on disabili...
Article
We propose and study simple but flexible methods for density selection of skewed versions of the two most popular density classes in finance, the expo-nential power distribution and the t distribution. For the first type of method, which simply consists of selecting a density by means of an information cri-terion, the Schwarz criterion stands out s...
Article
Full-text available
The passing of Directive 2009/138/CE (Solvency II) has opened a new era in the European insurance market. According to this new regulatory environment, the volume of own resources will be determined depending on the risks that any insurer would be holding. So, nowadays, the model to estimate the amount of economic capital is one of the most importa...
Article
We study the properties of two methods for financial density selection of the Skewed Exponential Power (SEP) distribution. The simulations suggest the two methods can be of great use in financial practice, since the recovery probabilities are sufficiently high in finite samples. For the first method, which simply consists of se-lecting a density by...
Article
We present a new methodology for discriminating genomic symbolic sequences, which combines wavelet analysis and a self-organizing map algorithm. Wavelets are used to extract variation across various scales in the oligonucleotide patterns of a sequence. The variation is quantified by the estimated wavelet variance, which yields a feature vector. Fea...
Article
This paper provides a survey on studies that analyze the macroeconomic effects of intellectual property rights (IPR). The first part of this paper introduces different patent policy instruments and reviews their effects on R&D and economic growth. This part also discusses the distortionary effects and distributional consequences of IPR protection a...
Article
In this article, we present a general model to deal with the problem of matching multiple objects or configurations of points from a Bayesian point of view. We study both labeled and non labeled cases. Our model generalizes, in terms of non singular affine transformations and multiple configurations, previous two-terms matching models. As a practic...
Article
Full-text available
It is shown that a multivariate exponential power distribution is a scale mixture of normal distributions, with respect to a probability distribution function, when its kurtosis parameter belongs to the interval (0,1]. The corresponding mixing prob-ability distribution function is presented. This result is used to design a Bayesian hierarchical mod...
Article
Full-text available
O sistema de ensino superior em Portugal, nas �ltimas d�cadas, conheceu altera��es profundas, de car�cter estrutural, entre as quais o aumento substancial do n�mero de estabelecimentos, dispersos por todo o pa�s, com o aumento do n�mero de alunos e de docentes. Recentemente, organiza��es internacionais que analisam o comportamento do subsistema de...
Article
Two conditions are shown under which elliptical distributions are scale mixtures of normal distributions with respect to probability distributions. The issue of finding the mixing distribution function is also considered. As a unified theoretical framework, it is also shown that any scale mixture of normal distributions is always a term of a sequen...
Article
Sow farm management requires appropriate methods to forecast the sow population structure evolution. We describe two models for such purpose. The first is a semi-Markov process model, used for long-term predictions and strategic management. The second is a state-space model for continuous proportions, used for short-term predictions and operational...
Conference Paper
Screening tests have been designed to identify women at increased risk of having a Down syndrome pregnancy. These tests have no risks of miscarriage, but they are not able to determine with certainty whether a fetus is affected. Diagnostic tests such as amniocentesis, on the other hand, are extremely accurate at identifying abnormalities in the fet...
Article
We provide an introduction to Bayesian methods in conservation biology, illustrating inferences, prediction and decision making issues. After presenting the basic framework with a recovery plan evaluation problem, we illustrate more complex issues related to forecasting trends of structured populations using matrix population models and, finally, d...
Article
Full-text available
In this paper it is taken up a revision and characterization of the class of abso- lutely continuous elliptical distributions upon a parameterization based on the density function. Their properties (probabilistic characteristics, aÆne trans- formations, marginal and conditional distributions and regression) are shown in a practical and easy to inte...
Article
Full-text available
This paper proposes a matrix variate generalization of the power exponential distribution family, which can be useful in generalizing statistical procedures in multivariate analysis and in designing robust alternatives to them. An example is added to show an application of the generalization.
Article
This paper shows a generalization of the linear dynamic model, which is practical and easy to compute. The generalization is made by assuming a continuous elliptical joint distribution for the parameters and errors. Updated distribution and probabilistic characteristics of the current and future vector of state and observations are given. As a part...
Article
In dynamic linear models it is often necessary to consider a more robust model than the normal one because of the appearance of outliers. Here, we consider that errors and parameters that follow a multivariate exponential power distribution. In the univariate version, this distribution has been successfully applied to robustify statistical procedur...
Article
Individual spontaneous mutations affecting the expression of quantitative traits cannot be systematically identified and, therefore, their effect on the trait cannot be measured. Thus, the rate of occurrence of such mutations and the moments of the probability distribution of the corresponding effects, which are important in evolutionary studies, r...
Article
Full-text available
This papui piiJposcs a multivariale generalization of the power exponential distribution family. It will be useful in modelizing random phenomena and it will rubustify many statistical procedures. Its definition and main properties are given. A procedure to simulate observations from this distribution is derived. Finally, an example adjusted to a b...
Article
Full-text available
In this paper, we present a model to deal with the problem of matching M objects or configurations of points. This is a generalization of the model proposed by Green and Mardia (2006). We consider, as a direct and simple application, the case of three configurations with labelled and with unlabelled points. In both cases, we consider data from a mi...

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