11/03/2020

CURRICULUM VITAEM. P. WIPER

1. PERSONAL DATA

FORENAMES: Michael PeterSURNAME: Wiper

DATE AND PLACE OF BIRTH: Darlington, England, 16th December 1964.

NATIONALITY: British

WORK ADDRESS: Department of Statistics, Universidad Carlos III de Madrid, Calle Madrid 126, 28903 Getafe, (Madrid), SPAIN.

TELEPHONE: (+34) 91 624 9852 FAX: (+34) 91 624 9849E-MAIL: michael.wiper@uc3m.es

CURRENT POSITION: Associate Professor (“Profesor Titular de Universidad”).RESEARCH AREA: Statistics and Operational Research.

AREAS OF INTEREST: Bayesian inference, software reliability, inference for queues and other stochastic processes, directional data, efficiency analysis.

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2. STUDIES

Doctorate: (PhD). Thesis entitled “Calibration and Use of Expert Probability Judgements”, School of Computer Studies, University of Leeds. (1987-1990).

Masters: (MSc) in Statistics, University of Manchester. (1986-1988).

Undergraduate: (BSc Hons) in Mathematics, University of Warwick, Coventry. (1983-1986).

3. PROFESSIONAL EXPERIENCE

From April 2001:

Associate Professor (Profesor Titular), Department of Statistics, Universidad Carlos III de Madrid.

September 1997 – March 2001:

Visiting Lecturer, Department of Statistics, Universidad Carlos III de Madrid.

October 1990 - August 1997:

Lecturer in Statistics, Department of Mathematical Sciences, Goldsmiths College, University of London.

October 1989 - September 1990:

Research Assistant, Department of Computer Studies, University of Leeds.

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4. TEACHING

4.1. TEACHING ACTIVITY SINCE 1990

i) Universidad Carlos III de Madrid (from 1997):

Classes given in Spanish unless stated otherwise.

Undergraduate programmes in Economics and Business Administration: Introductory Statistics (Introducción a la Estadística, 1997-1999 and 2003-2008, in English from 1997 to1998), Statistics I (Estadística I, 1997-1998 and 2002-2003 in English), Statistics II (Estadística II, in English from 1997 to 1998)

3 Year Degree (Diplomatura) in Statistics: 3rd year course in Bayesian Statistics (Estadística Bayesiana, 1999-2002)

5 Year Degree (Licenciatura) in Statistics: 5th year course in Bayesian Statistics (Métodos Bayesianos, 1998-2006)

Bachelors Degree (Grado) in Statistics and Business: 1st

year course in Probability (Teoría Estadística Elemental I, 2008 - 2009). 4th year course in Bayesian methods (Métodos Bayesianos, 2019-present).

Bachelors Degrees (Grado) in Politics, Politics and Law, Politics and Sociology and Journalism: 1st year course in Statistics (Estadística, 2009 – 2017)

Bachelors Degree (Grado) in International Studies and joint programmes with Law and Politics: 1st year course in Statistics (Estadística para las Ciencias Sociales I, 2015 -2017 in English).

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Bachelors Degree (Grado) in Public Security Management: 1st year course in Statistical analysis of crime (Análisis estadístico del delito, 2017 - present).

Bachelors Degree (Grado) in Security Engineering: 2nd year course in Statistics (Estadística, 2015-2017, 2019).

Masters Program in Big Data Analytics: Bayesian Analysis of Big Data (2016-present in English).

Masters Program in Statistics for Data Science: Graphical and Hidden Markov Models (2018-present, in English)

Doctoral and Masters Programmes in Business Administration and Quantitative Methods and Mathematical Engineering: Bayesian Inference (Inferencia Bayesiana, 1998 – 2015 in English).

ii) Goldsmiths College (1990-1997): BSc in mathematics, statistics and computing

First year: Introduction to Probability, Introduction to Statistics, Statistical Computing for Psychology.

Second year: Probability, Probability and Decisions, Decision Theory and Linear Models.

Third year: Time Series and Multivariate Statistics, Stochastic Processes.

4.2. PREVIOUS TEACHING EXPERIENCE

i) University of Leeds (1989-1990):

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Teaching and correction for courses in Basic Computing Skills, An Introduction to Operational Research and Numerical Analysis Techniques for Electrical and Electronic Engineers.

ii) University of Manchester (1987-1989):

Practical classes for courses in Operational Research and Introductory Statistics.

4.3. OTHERS

Formation courses in Statistics for the Spanish Civil Guard (2017-2020). Revision classes for the external BSc in Computing of London University (1995, Informatics, Singapore). Production of materials (exams, coursework etc.) for the external BSc in Mathematical Sciences of London University (1992-1997).

5. RESEARCH ACTIVITY

Citation numbers in Web of Science Core Collection, Scopus and Google Scholar are given throughout within [].

5.1. BOOKS

D. Rios Insua, F. Ruggeri and M. P. Wiper (2012). Bayesian Analysis of Stochastic

Process Models, Wiley: Chichester. [Scopus = 37, Google Scholar = 85].

5.2. BOOK CHAPTERS

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A. Gómez Corral, D. Ríos Insua, F. Ruggeri and M. Wiper (2015). Bayesian inference

of Markov processes. In Wiley StatsRef: Statistics Reference Online, 1-15.

DOI:10.1002/9781118445112.stat07837. [Google Scholar = 2].

A. P. Palacios, J. M. Marín and M. P. Wiper (2015). A subordinated stochastic process

model. In Bayesian Statistics from Methods to Models and Applications, eds. S.

Frűhwirth Schnatter, A. Bitto, G. Kastner and A. Posekany, Springer: Switzerland,

49-57.

M. P. Wiper (2007a). Markov chain Monte Carlo, Introduction. In Encyclopedia of

Statistics in Quality and Reliability, eds. F. Ruggeri, R. Kenett and F.W. Faltin. Wiley:

Chichester, 1014-1020.

M. P. Wiper (2007b). Software Reliability: Bayesian Analysis. In Encyclopedia of

Statistics in Quality and Reliability, eds. F. Ruggeri, R. Kenett and F.W. Faltin. Wiley:

Chichester, 1859-1963. [Google Scholar = 8].

M. C. Ausín, R. Lillo, F. Ruggeri and M. P. Wiper (2003). Bayesian

modeling of hospital bed occupancy times using a mixed generalized Erlang

distribution. In Bayesian Statistics 7, eds. J. M. Bernardo, M. J. Bayarri, J. O. Berger,

A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West. Oxford University Press,

443-451. [Web of Science = 1, Google Scholar = 13].

S. Wilson and M. P. Wiper (2000). Prior Robustness in some Common Types of

Software Reliability Model. In Robust Bayesian Analysis, eds. F. Ruggeri and D.

Ríos Insua. Springer Verlag, 385-400. [Google Scholar = 5].

M. P. Wiper and L. I. Pettit (1996). On improving a model for combining experts'

forecasts. In Bayesian Statistics 5, eds. J. M. Bernardo, J. O. Berger, A. P. Dawid and

A. F. M. Smith. Oxford University Press, 809-813. [Google Scholar = 2].

S. French, R. Cooke and M. P. Wiper (1991). The use of expert judgement in risk

assessment. In Bayesian Methods in Reliability, eds. P. Sander y R. Badoux, Kluwer

Academic Publishers, 119-134. (Re-edition of the article published in Bulletin

I.M.A, 27, 36-40, 1991). [Google Scholar = 6].

5.3. JOURNAL PUBLICATIONS JCR Rankings are given within { }.

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Y. Deng, H. Veiga and M.P. Wiper (2019). Efficiency evaluation of Spanish hotel

chains. SERIEs, 10, 115-139. [Web of Science = 1, Scopus = 1, Google Scholar =

1].

F. Corona, J. de Dios Tena, D. Forrest and M.P. Wiper (2019). Bayesian forecasting

of UEFA Champions League under alternative seeding regimes. International

Journal of Forecasting, 35, 722-732. [Web of Science = 1, Scopus = 1, Google

Scholar = 4].

A. Sarhadi, M.C. Ausín, M.P. Wiper, D.E. Touma and N. Diffenbaugh (2018).

Multidimensional risk in a non-stationary climate: joint probability of warm and dry

conditions. Science Advances, 4, eaau3487. {Q1 in Multidisciplinary Sciences}.

[Web of Science = 8, Scopus = 8, Google Scholar = 15].

J. A. Carnicero, M. P. Wiper and M.C. Ausín (2018). Density estimation of circular

data with Bernstein polynomials. Hacettepe Journal of Mathematics and Statistics,

47, 273-286. {Q4 in Mathematics, Q4 in Statistics & Probability}, [Google Scholar,

3].

P. Ramírez, R.E: Lillo and M.P. Wiper (2017). Bayesian analysis of the stationary

MAP2. Bayesian Analysis, 12, 1163-1194. {Q1 (23/103) in Mathematics,

Interdisciplinary Applications, Q1 (13/123) in Statistics & Probability}, [Web of

Science = 2, Scopus = 2, Google Scholar = 4].

F. Corona, J. Tena and M.P. Wiper (2017). On the Importance of the Probabilistic

Model in Identifying the Most Decisive Games in a Tournament. Journal of

Quantitative Analysis of Sports, 13, 11-23. [Web of Science = 1, Scopus = 1, Google

Scholar = 3].

A. Sarhadi, M.C. Ausín and M.P. Wiper (2016). A New Time-varying Concept of

Risk in a Changing Climate. Scientific Reports, 6, 35755. {Q1 (10/64) in

Multidisciplinary Science}, [Web of Science = 11, Scopus = 12, Google Scholar =

16].

A. Sarhadi, D.H. Burn, M.C. Ausín and M.P. Wiper (2016). Time Varying Non-

stationary Multivariate Risk Analysis Using a Dynamic Bayesian Copula. Water

Resources Research, 52, 2327-2349. {Q1 (28/229) in Environmental Sciences, Q1

(1/20) in Limnology, Q1 (4/88) in Water Resources}, [Web of Science = 33, Scopus

= 40, Google Scholar = 48].

G. Nuñez Antonio, M.C. Ausín and M.P. Wiper (2015). Bayesian nonparametric

models of circular variables based on Dirichlet process mixtures of normal

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distributions. Journal of Agricultural, Biological and Environmental Statistics, 20,

47-64. {Q3 (68/123) in Statistics & Probability, Q4 (65/86) in Biology, Q4 (47/56)

in Mathematical & Computational Biology}, [Web of Science = 4, Scopus = 4,

Google Scholar = 8].

J. E. Galán, H. Veiga and M.P. Wiper (2015). Dynamic effects in inefficiency:

Evidence from the Colombian banking sector. European Journal of Operational

Research, 240, 562-571. {Q1 (9/82) in Operations Research & Management

Science}, [Web of Science = 13, Scopus = 18, Google Scholar = 33].

A. P. Palacios, J. M. Marín, E. J. Quinto and M. P. Wiper (2014). Bayesian modeling

of bacterial growth for multiple populations. Annals of Applied Statistics, 8, 1516-

1537. {Q1 (27/122) in Statistics & Probability}, [Web of Science = 5, Scopus = 6,

Google Scholar = 9].

J. E. Galán, H. Veiga and M. P. Wiper (2014). Bayesian Estimation of Inefficiency

Heterogeneity in Stochastic Frontier Models. Journal of Productivity Analysis, 42,

85-101. {Q3 (83/115) in Business, Q3 (174/333) in Economics, Q3 (31/46) in Social

Sciences, Mathematical Methods}, [Web of Science = 11, Scopus = 12, Google

Scholar = 27].

P Ramírez Cobo, R. E. Lillo and M. P. Wiper (2014). Identifiability of the MAP2/G/1

Queueing System (2014) TOP, 22, 274-289. {Q4 (61/81) in Operations Research &

Management Science}, [Web of Science = 4, Scopus = 4, Google Scholar = 8].

J. A. Carnicero, M. C. Ausín and M. P. Wiper (2013). Non-parametric copulas for

circular-linear and circular-circular data: an application to wind directions.

Stochastic Environmental Research and Risk Assessment, 27, 1991-2002. {Q1

(6/119) in Statistics & Probability, Q1 in Engineering, Civil (7/124), Q1 (11/81) in

Water Resources, Q2 (64/216) in Environmental Sciences, Q2 (17/46) in

Engineering, Environmental}, [Web of Science = 18, Scopus = 18, Google Scholar

= 22].

N. Torrado, R. E. Lillo and M. P. Wiper (2013). Software reliability modeling with

software metrics data via Gaussian processes. IEEE Transactions on Software

Engineering, 39, 1179-1186. {Q1 (7/105) in Computer Science, Software

Engineering, Q1 (47/248) in Engineering, Electrical & Electronic}, [Web of Science

= 7, Scopus = 10, Google Scholar = 14].

N. Torrado, R. E. Lillo and M. P. Wiper (2012). Sequential order statistics: ageing

and stochastic ordering.  Methodology and Computing in Applied Probability, 14,

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579-596. {Q3 (78/117) in Statistics & Probability}, [Web of Science = 11, Scopus =

12, Google Scholar = 19].

M. P. Wiper, A. P. Palacios and J. M. Marín (2012). Bayesian software reliability

prediction using software metrics information. Quality Technology and Quantitative

Management, 9, 35-44. {Q4 (116/117) in Statistics & Probability, Q4 (79/79) in

Operations Research & Management Science, Q4 (42/44) in Engineering,

Industrial}, [Web of Science = 10, Scopus = 13, Google Scholar = 25].

P. Ramírez, R. E. Lillo, M. P. Wiper and S. Wilson (2010). Bayesian Inference for

double Pareto lognormal queues. Annals of Applied Statistics, 4, 1533-1557. {Q1

(19/110) in Statistics & Probability}, [Web of Science = 10, Scopus = 13, Google

Scholar = 23].

P. Ramírez, R. E. Lillo and M. P. Wiper (2010). Nonidentifiability of the two state

Markovian arrival process. Journal of Applied Probability, 47, 630-649. {Q3

(62/110) in Statistics & Probability}, [Web of Science = 18, Scopus = 21, Google

Scholar = 28].

N. Torrado, R.E. Lillo and M.P. Wiper (2010). On the conjecture of Kochar and

Korwar. Journal of Multivariate Analysis, 101, 1274-1283. {Q2 (48/110) in

Statistics & Probability}, [Web of Science = 4, Scopus = 4, Google Scholar = 12].

M. C. Ausín, M. P. Wiper and R. E. Lillo (2009). Bayesian estimation of finite time

ruin probabilities. Applied Stochastic Models in Business and Industry, 25,787-805.

{Q4 (81/100) in Statistics & Probability, Q4 (62/73) in Operations Research &

Management Science, Q4 (68/80) in Mathematics, Interdisciplinary Applications},

[Web of Science = 4, Scopus = 6, Google Scholar = 8].

M. P. Wiper, F. J. Girón and A. Pewsey (2008). Objective Bayesian inference for

the half-normal and half-t distributions. Communications in Statistics: Theory and

Methods, 37, 3165-3185. {Q4 (87/92) in Statistics & Probability}, [Web of Science

= 18, Scopus = 20, Google Scholar = 34].

P. Ramirez, R.E. Lillo and M.P. Wiper (2008). Bayesian Analysis of a Queueing

System with a Long-Tailed Arrival Process. Communications in Statistics:

Simulation and Computation, 37, 697-712. {Q4 (91/92) in Statistics & Probability},

[Web of Science = 10, Scopus = 12, Google Scholar = 16].

M. C. Ausín, R. E. Lillo and M. P. Wiper (2008). Bayesian prediction of the

transient behaviour and busy period in short- and long-tailed GI/G/1 queueing

systems.  Computational Statistics and Data Analysis, 52, 1615-1635. {Q2 (38/92)

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in Statistics & Probability, Q2 (46/94) in Computer Science & Interdisciplinary

Applications}, [Web of Science = 11, Scopus = 14, Google Scholar = 28].

M. C. Ausín, R. E. Lillo and M. P. Wiper (2007). Bayesian control of the number of

servers in a GI/M/c queueing system. Journal of Statistical Planning and Inference,

137, 3043-3057. {Q3 (63/91) in Statistics & Probability}, [Web of Science = 9,

Scopus = 12, Google Scholar = 29].

M. P. Wiper and S. Wilson (2006). A Bayesian analysis of beta testing. Test, 15,

227-255. {Q3 (56/83) in Statistics & Probability}, [Web of Science = 4, Scopus = 4,

Google Scholar = 5].

J. M. Marín, M. T. Rodríguez Bernal and M. P. Wiper (2005). Using Weibull

mixture distributions to model heterogeneous survival data. Communications in

Statistics: Simulation and Computation, 34, 673-684. {Q4 (79/81) in Statistics &

Probability}, [Web of Science = 16, Scopus = 24, Google Scholar = 47].

M. Ausín, M. Wiper and R. Lillo (2004). Bayesian estimation for the M/G/1 queue

using a phase type approximation. Journal of Statistical Planning and Inference,

118, 83-101. {Q3 (53/77) in Statistics & Probability}, [Web of Science = 18,

Scopus = 20, Google Scholar = 43].

L. I. Pettit, M. P. Wiper and K. D. S. Young (2003). Bayesian inference for some

Lanchester combat laws. European Journal of Operational Research, 148, 152-

165. {Q2 (20/57) in Operations Research & Management Science}, [Web of

Science = 1, Scopus = 4, Google Scholar = 10].

M. P. Wiper, D. Ríos Insua and F. Ruggeri (2001). Mixtures of gamma distributions

with applications. Journal of Computational and Graphical Statistics, 10, 440-454.

{Q2 (29/70) in Statistics & Probability}, [Web of Science = 59, Scopus = 68,

Google Scholar = 140].

M. P. Wiper, L. I. Pettit and K. D. S. Young (2000). Bayesian inference for a

Lanchester type combat model. Naval Research Logistics, 47, 541-558. {Q3 (28/51)

in Operations Research & Management Science}, [Web of Science = 11, Scopus =

10, Google Scholar = 24].

J. R. Donnison and M. P. Wiper (1999). Bayesian statistical analysis of asteroid

rotation rates. Monthly Notices of the Royal Astronomical Society, 302, 75-80. {Q1

(3/36) in Astronomy & Astrophysics}, [Web of Science = 14, Scopus = 13, Google

Scholar = 20].

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M. P. Wiper, D. Ríos Insua and R. Hierons (1998). Bayesian inference and optimal

release times for two software failure models. Revista de la Real Academia de

Ciencias Exactas, Físicas y Naturales, 92, 323-328. [Google Scholar = 7].

D. Ríos Insua, M. Wiper and F. Ruggeri (1998). Bayesian analysis of M/Er/1 and

M/Hk/1 queues. Queueing Systems Theory and Applications, 30, 289-308. {Q2

(12/44) in Operations Research & Management Science, Q2 (28/71) in Computer

Science, Interdisciplinary Applications}, [Web of Science = 18, Scopus = 23, Google

Scholar = 49].

M. P. Wiper (1998). Bayesian analysis of Er/M/1 and Er/M/c Queues. The Journal

of Statistical Planning and Inference, 69, 65-79. {Q4 (47/56) in Statistics &

Probability}, [Web of Science = 17, Scopus = 19, Google Scholar = 46].

R. Hierons and M. P. Wiper (1997). Estimation of failure rate using random and

partition testing. Journal of Software Testing, Verification and Reliability, 7, 153-

164. [Scopus = 10, Google Scholar = 20].

M. P. Wiper and S. French (1995). Combining experts' opinions using a normal-

Wishart model. Journal of Forecasting, 14, 25-34. {Q4 (54/71) in Management, Q3

(20/38) in Planning and Development}, [Web of Science = 9, Scopus = 11, Google

Scholar = 18].

M. P. Wiper, S. French and R. Cooke (1994). Hypothesis based calibration scores.

The Statistician, 43, 231-236. [Google Scholar = 8].

M. P. Wiper and L. I. Pettit (1994). Bayesian estimation of the binomial parameter n.

Applied Statistics, 43, 233-236. [Web of Science = 1, Google Scholar = 4].

S. French, R. Cooke and M. P. Wiper (1991). The use of expert judgement in risk

assessment. Bulletin I.M.A., 27, 36-40.

5.4. CONFERENCE PROCEEDINGS

N. Torrado, R.E. Lillo and M.P. Wiper (2011). Comparing stochastically the

components of sequential k-out-of-n systems. In Proceedings of the 7th International

Conference on Mathematical Methods in Reliability: Theory, Methods and

Applications, eds. L. Cui and X. Zhao, Beijing Institute of Technology Press, ISBN:

978-7-5640-3983-7.

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M. C. Ausín, R. Lillo and M. P. Wiper (2003). Métodos bayesianos en problemas de

diseño óptimo en colas. In Actas XXVII Congreso Nacional de Estadística e

Investigación Operativa (8-12 de abril de 2003, Lleida). ISBN 84-8409-955-5. (In

Spanish. Full article in attached c.d., pp. 1684-1689).

M.P. Wiper and S. Wilson (2003). Comprobación de software. Un análisis bayesiano.

In Actas XXVII Congreso Nacional de Estadística e Investigación Operativa (8-12 de

abril de 2003, Lleida). ISBN 84-8409-955-5. (In Spanish, Full article in attached

c.d., pp. 1665-1678).

M. P. Wiper and S. Wilson (2002). Comprobación de software. Un análisis

bayesiano. In Actas de las IV Jornadas de Fiabilidad, Universidad de Las Palmas de

Gran Canaria.

M. P. Wiper and M. T. Rodríguez Bernal (2001). Bayesian inference for a software

reliability model using metrics information. In Safety and Reliability: Towards a

Safer World. Proceedings of the European Conference on Safety and Reliability

ESREL 2001 (16-20 September 2001, Turin, Italy), eds. E. Zio, M. DeMichela and N.

Piccinini, Politecnico de Torino, ISBN 88-820-099-3. [Google Scholar = 13].

M. C. Ausín, R. Lillo and M. P. Wiper (2001). Estimación bayesiana para sistemas

de colas G/M/1. In Actas XXVI Congreso Nacional de Estadística e Investigación

Operativa (6-9 de Noviembre de 2001, Úbeda), 107, Publicaciones de la Universidad

de Jaén, ISBN 84-8439-080-2. (In Spanish. Full article in attached c.d.)

M. P. Wiper and M. T. Rodríguez Bernal (2001). Inferencia bayesiana para un

modelo de fiabilidad de software. In Actas XXVI Congreso Nacional de Estadística e

Investigación Operativa (6-9 de Noviembre de 2001, Úbeda), 108, Publicaciones de

la Universidad de Jaén, ISBN 84-8439-080-2. (In Spanish. Full article in attached

c.d.)

M. Wiper, L. Pettit and K. Young (2001). Inferencia Bayesiana para algunas leyes de

Lanchester. In Congreso sobre Técnicas de Ayuda a la Decisión en la Defensa (12-

15 de diciembre de 2000, Madrid), Ministerio de Defensa, Secretaría General

Técnica, 171-185, ISBN 84-7823-831-X. (In Spanish.)

M. Ausín and M. Wiper (2000). Análisis Bayesiano de mixturas de distribuciones

Erlang con aplicaciones a modelos de colas M/G. In XXV Congreso Nacional de

Estadística e Investigación Operativa (4-7 de Abril de 2000, Vigo), Servicio de

Publicaciones, Universidad de Vigo, 225-226, ISBN 84-8158-152-6. (In Spanish.)

12

M. Wiper, L. Pettit and K. Young (2000). Bayesian inference for stochastic

Lanchester models. In XXV Congreso Nacional de Estadística e Investigación

Operativa (4-7 de Abril de 2000, Vigo), Servicio de Publicaciones, Universidad de

Vigo, 253-254, ISBN 84-8158-152-6. (In Spanish.)

F. Ruggeri, M. Wiper and D. Ríos Insua (1998). Bayesian model selection for M/G/1

queues (with discussion). In Proceedings of the Workshop on Model Selection,

Cagliari, June 13-15, 1997. Special Issue of Rassegna di Metodi Statistici ed

Applicazioni, ed. W. Racugno, Pitagora Editrice, 307-332, ISBN 88-371-1077-4.

[Google Scholar = 2].

M. Wiper (1998). Invited discussion of “Bayesian goodness of fit testing” by

Verdinelli and Wasserman. In Proceedings of the Workshop on Model Selection,

Cagliari, June 13-15, 1997. Special Issue of Rassegna di Metodi Statistici ed

Applicazioni, ed. W. Racugno, Pitagora Editrice, 375-377, ISBN 88-371-1077-4.

D. Ríos Insua, F. Ruggeri and M. Wiper (1996). Bayesian analysis of some queues.

American Statistical Association Conference 1996, Proceedings of the section on

Bayesian statistical analysis, 340-342.

M. P. Wiper, M. Göbbels and L. Brunenberg (1992). Relations between software

metrics. In Proceedings of Eurometrics '92; European Conference on Quantitative

Evaluation of Software & Systems - Practical and Theoretical Aspects - Apr. 13-15;

EC2, Paris, 91-99. [Google Scholar = 5].

5.5. PUBLICATIONS CURRENTLY UNDER EVALUATION

5.6. WORKING PAPERS

Wiper, M.P., de Dios Tena Horrillo, J., Forrest, D. and Corona, F. (2017). Evaluating

significant effects from alternative seeding systems: a Bayesian approach, with an

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application to the UEFA Champions League. Working Paper 2017-04, Statistics and

Econometrics Series, Universidad Carlos III de Madrid.

C. García de la Fuente, P. Galeano and M. P. Wiper (2014). Bayesian estimation of a

dynamic conditional correlation model with multivariate Skew-Slash innovations.

Working Paper 2014-06, Statistics and Econometrics Series, Universidad Carlos III

de Madrid.

Y. Zhao, M. C. Ausín and M. P. Wiper (2013). Bayesian multivariate Bernstein

polynomial density estimation. Working Paper 2013-06, Statistics and Econometrics

Series, Universidad Carlos III de Madrid. [Google Scholar = 4].

C. García de la Fuente, P. Galeano and M. P. Wiper (2012). Modeling financial time

series with the skew slash distribution. Working Paper 2012-06, Statistics and

Econometrics Series, Universidad Carlos III de Madrid. [Google Scholar = 3].

J. A. Carnicero, M. C. Ausín and M. P. Wiper (2011). Non-parametric methods for

circular-circular and circular-linear data based on Bernstein copulas. Working Paper

11-07, Statistics and Econometrics Series, Universidad Carlos III de Madrid.

N. Torrado, R. E. Lillo and M. P. Wiper (2011). On stochastic properties between

some ordered random variables. Working Paper 11-03, Statistics and Econometrics

Series, Universidad Carlos III de Madrid.J.

Carnicero, M. P. Wiper and M. C. Ausín (2010). Circular Bernstein polynomial

distributions. Working Paper 10-25, Statistics and Econometrics Series, Universidad

Carlos III de Madrid. [Google Scholar = 2].

A. P. Palacios, J. M. Marín and M. P. Wiper (2010). Bayesian hierarchical modelling

of bacteria growth. Working Paper 10-09, Statistics and Econometrics Series,

Universidad Carlos III de Madrid.

P. Ramírez, R. E. Lillo and M. P. Wiper (2008). On identifiability of MAP processes.

Working Paper 08-13, Statistics and Econometrics Series, Universidad Carlos III de

Madrid. [Google Scholar = 3].

J. A. Carnicero and M. P. Wiper (2008). A semi-parametric model for circular data

based on mixtures of beta distributions. Working Paper 08-05, Statistics and

Econometrics Series, Universidad Carlos III de Madrid. [Google Scholar = 1].

P. Ramírez, R. E. Lillo, M. P. Wiper and S. Wilson (2008). Inference for double

Pareto lognormal queues with applications. Working Paper 08-02, Statistics and

Econometrics Series, Universidad Carlos III de Madrid. [Google Scholar = 4].

14

M. P. Wiper, F. Girón and A. Pewsey (2005). Bayesian inference for the half-normal

and half-t distributions. Working Paper 05-47, Statistics and Econometrics Series,

Universidad Carlos III de Madrid. [Google Scholar = 2].

M. C. Ausín, R. E. Lillo and M. P. Wiper (2005). Transient bayesian inference for

short and long-tailed GI/G/1 queueing systems.  Working Paper 05-35, Statistics and

Econometrics Series, Universidad Carlos III de Madrid. [Google Scholar = 3].

M. T. Rodríguez Bernal and M. P. Wiper (2002). Bayesian inference for fault based

software reliability models given software metrics data. Working Paper 02-04,

Statistics and Econometrics Series, Universidad Carlos III de Madrid.

M. C. Ausín, R. Lillo and M.P. Wiper (2001). Bayesian inference and prediction for

the GI/M/1 queueing system. Working Paper 01-41, Statistics and Econometrics

Series, Universidad Carlos III de Madrid.

M. Wiper and M.T. Rodriguez Bernal (2001). Bayesian inference for a software

reliability model using metrics. Working Paper 01-20, Statistics and Econometrics

Series, Universidad Carlos III de Madrid.

F. Ruggeri, M. Wiper and D. Ríos Insua (1996). Bayesian Analysis of Dependence in

M/M/1 Models. Quaderno IAMI 96.8, CNR-IAMI, Milan, Italy. [Google Scholar =

2].

M. Wiper (1996). Forecasting for a Lognormal Reliability Model with Expert

Information. Quaderno IAMI 96.12, CNR-IAMI, Milan, Italy.

M. P. Wiper (1993). Statistical Analysis of Metrics Data from Two Languages. In

Software Product Measurement: The COSMOS Tool, Its Theory And Use, eds. S.

Stainer, N. Fuchs, R. Lockhart y R. Whitty. Unpublished manuscript of the

COSMOS project, Goldsmiths College, London University.

M. P. Wiper, L. Brunenberg and M. Göbbels (1991). COSMOS Report,

COSMOS/GC/WP1/REP/56.1.

M. P. Wiper and S. French (1990). Bayesian updating by remodelling an expert's

quantiles. Research Report 90.7, University of Leeds, School of Computer Studies.

5.7. OTHER PUBLICATIONS

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M.P. Wiper (2005). Introduction. Statistical Inference for Stochastic Processes, 8,

225-225. Guest editorial for the special edition on Bayesian inference for stochastic

processes.

R. A. Sugden and M. P. Wiper (1997) Introduction to Probability and Statistics,

Volume 2, Statistics. Diploma in Mathematics, Computing and Statistics, subject

guide, University of London, ISBN 07187 14407.

M. P. Wiper (1994). Stochastic Processes. University of London External

Programme, BSc Mathematical Studies subject guide, University of London, ISBN

07187 12382.

M. P. Wiper (1993). Time Series and Multivariate Statistics. University of London

External Programme, BSc Mathematical Studies subject guide, University of

London, ISBN 07187 1158 0.

M. P. Wiper (1992). Probability Models and Decisions. University of London

External Programme, BSc Mathematical Studies subject guide, University of

London, ISBN 07187 1057 6.

5.8. THESIS TRIBUNALS

2019: Internal examiner for the doctoral thesis of H. Nguyen directed by Dr. M.C. Ausín and Dr. P. Galeano, Universidad Carlos III de Madrid.

2019: Internal examiner for the doctoral thesis of Ö. Deniz Akyildiz directed by Professor J. Miguez, Universidad Carlos III de Madrid.

2018: External examiner for the doctoral thesis of Y. Lai directed by Prof. R. Boys, Newcastle University, UK.

2018: External examiner for the doctoral thesis of A. Kang directed by Dr. X. Wang, University of Kent, UK.

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2014: External examiner for the doctoral thesis of M. Abud Darda, directed by Prof. C. Moreno and Prof. R. Guseo, Università degli Studi de Padova, Italy.

2014: External examiner for the doctoral thesis of E. Ruli, directed by Prof. L. Ventura and Prof. N. Santori, Università degli Studi de Padova, Italy.

2014: External examiner for the doctoral thesis of R. Pappadà, directed

by Prof. N. Torelli and Dr. F. Durante., Università degli Studi de Padova, Italy.

2012: External examiner for the doctoral thesis of J.F. Rosco Nieves, directed by Dr. A. Pewsey, Universidad de Extremadura.

2011: Internal examiner for the doctoral thesis of L. Martino, directed by Dr. J. Miguéz, Universidad Carlos III de Madrid.

2009: External examiner for the doctoral thesis of A. Quirós Carretero, directed by Dr. R. Montes, Universidad Rey Juan Carlos.

2008: Internal examiner for the doctoral thesis of C. G. Camarda, directed by Dr. M. Durbán, Universidad Carlos III de Madrid and Prof. J. Gampe, Max Planck Institute for Demographic Research, Rostock, Germany.

2005: External examiner for the doctoral thesis of M. A. Negrín Hernández, directed by Prof. F. Vázquez Pólo, Universidad de las Palmas de Gran Canaria.

2004: Internal examiner for the doctoral thesis of M. D. Redondas Marrero, directed by Prof. D. Peña Sánchez de Rivero, Universidad Carlos III de Madrid.

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2004: Internal examiner for the doctoral thesis of C. Broto Pelegrín, directed by Prof. E. Ruiz Ortega, Universidad Carlos III de Madrid.

2001: External examiner for the doctoral thesis of A. Moreno Díaz, directed by Prof. D. Ríos Insua, Universidad Politécnica de Madrid.

2000: External examiner for the doctoral thesis of D. V. Conesa, directed by Dr. C. Armero, Universitat de Valencia.

1997: External examiner for the doctoral thesis of A. Faria, directed by Prof. J.Q. Smith, University of Warwick.

5.9. THESIS SUPERVISION

PhD Theses

(2000-2003) Bayesian inference for queueing systems (“Inferencia bayesiana para colas”). Student, Maria Concepción Ausín, co-director Dr. Rosa E. Lillo. Doctoral Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

(2003-2009) Bayesian inference for teletraffic data. Student, Josefa Ramírez Cobo, co-director Rosa Lillo. Doctoral Programme in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid.

(2007-2011) Stochastic comparisons and Bayesian inference in software reliability. Student, Nuria Torrado, co-director Rosa Lillo. Doctoral Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

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(2006-2011) Semi-parametric and non-parametric methods for directional data. Student, José Antonio Carnicero Carreño. Doctoral Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

(2008-2013) Models and inference for population dynamics. Student, Ana Paula Palacios, co-director Juan Miguel Marín. Doctoral Programme in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid.

(2010-2014) Bayesian analysis of heterogeneity in stochastic frontier models. Student, Jorge Galán, co-director, Helena Veiga. Doctoral Programme in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid.

(2010-2014) Modeling financial returns with skew-slash innovations. Student, Cristina García de la Fuente, co-director, Pedro Galeano. Doctoral Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

(2011-2015) Contributions to Bayesian nonparametrics. Student, Yanyun Zhao, co-director, María Concepción Ausín. Doctoral Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

(2016-) Bayesian efficiency modeling in tourism. Student, Yaguo Deng, co-director Helena Veiga, Doctoral Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

Masters Theses

(2013) Bayesian modelling of crime data using integer time series. Student: Teresa Fernández Jiménez. Masters Programme in Engineering Mathematics, Universidad Carlos III de Madrid.

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(2012-2013) A Bayesian analysis of non-decreasing longitudinal data using birth-death processes. Student: Andrea Bassi, co-director, Alessandra Guglielmi. Masters Programme in Engineering Mathematics, Politecnico de Milano, Italy. (2016) Poisson models for football outcomes prediction. Student: Itzcoátl Bueno García. Masters Programme in Business Administration and Quantitative Methods, Universidad Carlos III de Madrid.

Undergraduate Theses (Trabajos fin de Grado)

(2016) Competitiveness in European football leagues (Competitividad en las ligas de fútbol europeas). Student: Rosalía Santamaría Muñoz. Undergraduate degree programme in Statistics and Business.

6. ACADEMIC ACTIVITIES

6.1. RECENT SEMINARS AND CONFERENCES

16/12/2017, ERCIM 2017, London, UK. Oral presentation. Time-varying nonstationary

multivariate risk analysis using a dynamic Bayesian copula.

05/09/2016, XXXVI Congreso del SEIO, Toledo, España. Oral presentation. Inferencia

bayesiana para modelos GARCH con errores SNI.

14/12/2013 ERCIM 2013, London, UK. Oral presentation. Non-parametric copulas for

circular-linear and circular-circular data: An application to wind directions.

17/07/2013 17th APS Informs 2013, San José, Costa Rica. Oral presentation. Bayesian

analysis of the MAP_2/G/1 queueing system.

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18/12/2011 ERCIM 2011, London, UK. Oral presentation. Time series models for

compass wind directions.

16/06/2011 YIRCOBL’11 Istanbul, Turkey. Oral presentation. Modeling time series of

discretized wind directions using a wrapped Poisson HMM.

11/12/2010 ERCIM 2010, London, UK. Oral presentation. Bayesian nonparametric

inference for INAR time series models.

08/07/2010 IWAP 2010 Madrid. Oral presentation. A Bayesian reliability model for

repairable systems: an application to software data.

06/12/2008 IASC 2008, Yokohama, Japan. Oral presentation. Bayesian Inference and

Identifiability Conditions for the Markovian Arrival Process.

28/08/2008 Compstat 2008, Porto, Portugal. Oral presentation. Bayesian Nonparametric

Estimation of Bacterial Growth Curves Using Neural Networks.

27/09/2007 XXIX Congreso del SEIO. Oral presentation. Un modelo semiparamétrico

para datos circulares.

16/04/2007 Workshop on Mathematical Methodologies for Operational Risk, Eindhoven,

Holland. Oral presentation. Bayesian software reliability models using metrics

information.

25/07/2005 European Meeting of Statisticians, Oslo, Norway. Oral presentation. Bayesian

inference for the half normal and half t distributions.

07/04/2005 Universidad Rey Juan Carlos, Madrid. Seminar. Bayesian inference for the

half normal and half t distributions.

04/02/2005 Congreso MAT.ES, Valencia. Oral presentation. Inferencia bayesiana para el

sistema de colas G/G/1.

31/01/2005 Universidad de las Palmas de Gran Canaria. Seminar. Inferencia bayesiana

para el sistema de colas G/G/1.

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25/05/2004 ISBA Meeting, Viña del Mar, Chile. Oral presentation. Semiparametric

Inference for GI/G/1 Queues.

08/07/2003 EURO/INFORMS Joint International Meeting, Istanbul. Oral presentation.

Bayesian inference and prediction for the GI/M/c queueing system with applications to

optimal design problems.

08/07/2003 EURO/INFORMS Joint International Meeting, Istanbul. Oral presentation. A

Bayesian analysis of beta testing.

12/04/2003 XXVII Congreso del SEIO, Universidad de Lleida. Oral presentation.

Comprobación de software. Un análisis bayesiano.

27/09/2002 IV Jornadas de Confiabilidad, Universidad de Las Palmas de Gran Canaria.

Oral presentation. Comprobación de software. Un análisis bayesiano.

26/11/2001 CNR-IAMI, Milan, Italy. Seminar: Bayesian inference for software

reliability models given metrics and failure time data.

20/11/2001 Workshop Apoyo a la Decisión en Ingeniería del Software, ADIS 2001. Oral

presentation: Bayesian inference for a software reliability model using metrics

information.

07/11/2001 XXVI Congreso del SEIO, Universidad de Jaén, Úbeda. Oral presentation:

Inferencia bayesiana para un modelo de fiabilidad de software utilizando métricas.

20/09/2001 Congreso ESREL 2001, Turin, Italy. Oral presentation: Bayesian inference

for a software reliability model using metrics information.

14/12/2000 Congreso sobre Técnicas de Ayuda de la Decisión en la Defensa, Madrid. Oral

presentation: Inferencia bayesiana para algunos modelos de Lanchester.

5/4/2000 XXV Congreso del SEIO, Universidad de Vigo. Oral presentation: Inferencia

bayesiana para algunos modelos de Lanchester.

16/3/2000 Universidad Rey Juan Carlos I, Madrid. Seminar: Inferencia para colas M/G/1.

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17/5/1999 Universitat de Valencia. Seminar: Mixturas de distribuciones gamma con

aplicaciones.

16/12/1998 CNR-IAMI, Milan, Italy. Seminar: Bayesian inference and optimal release

times for two software reliability models.

10/11/1998 University of Surrey, England. Seminar: Bayesian inference for Lanchester

type combat models.

3/6/1998 Conference, Bayesian Statistics VI, Valencia. Poster: Bayesian inference for

Lanchester type models.

26/3/1998 Universidad Rey Juan Carlos I, Madrid. Seminar: Comparison of software

testing methods using statistical sampling.

6.2. OTHER ACADEMIC ACTIVITY

12-14 June 2019: Scientific committee, “Eleventh Workshop on Bayesian inference and stochastic processes”, Madrid, Spain.

13-15 June 2017: Scientific committee, “Tenth Workshop on Bayesian inference and stochastic processes”, Milan, Italy.

Since February 2016: Associate Editor of Computational Statistics.

14-16 June 2015: Scientific committee, “Ninth Workshop on Bayesian inference and stochastic processes”, Istanbul, Turkey.

6-7 November 2014: Scientific committee: “Workshop Métodos Bayesianos'14.Madrid”, Universidad Complutense de Madrid.

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6-8 June 2013: Scientific committee, “Eighth Workshop on Bayesian inference and stochastic processes”, Milan, Italy.

Since January 2013: Associate Editor of Bayesian Analysis.

1-3 September 2011: Scientific committee, Chairman of local organizing committee, “Seventh Workshop on Bayesian inference and stochastic processes”, Getafe, Spain.

15-17 June 2011: Scientific committee, “Yeditepe International Research Conference on Bayesian Learning”, Istambul, Turkey.

18-20 June 2009: Scientific committee, “Sixth Workshop on Bayesian inference and stochastic processes”, Bressanone, Italy.

14-16 June 2007: Scientific committee, “Fifth Workshop on Bayesian inference and stochastic processes”, Valencia, Spain.

2-4 June 2005: Scientific committee, “Fourth Workshop on Bayesian inference and stochastic processes”, Varenna, Italy.

15-17 May 2003: Scientific committee, “Third Workshop on Bayesian inference and stochastic processes”, La Manga, Spain.

31 May-2 June 2001: Scientific committee, “Second Workshop on Bayesian inference and stochastic processes”, Varenna, Italy.

1999-2001: interviews for the ISBA bulletin.

5-6 June 1998: Co-organizer, “Workshop on Bayesian inference and stochastic processes”, Real Academia de Ciencias, Madrid.

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April 1998-March 2000: Travel grant awarded: Acciones Integradas, HB1997-0057, "Bayesian inference for Lanchester type systems" (head of project: Santiago Velilla).

March 1997-April 1997: Grant: Lire 3.5 million, CNR-IAMI, Milan, Italy.

December 1995-June 1996: Grant: Lire 13.2 million, CNR-IAMI, Milan.

Since 1990: referee for various journals: Annals of Statistics, Bayesian Analysis, J.R.S.S. D, J.S.P.I., E.J.O.R., etc.

6. COMPUTING EXPERIENCE

Statistical packages: FirstBayes, GLIM, Minitab, OpenBugs, R, Splus, SPSS, Stan, Statgraphics.

Others: FORTRAN (Nag, IMSL), Matlab.

7. ADMINISTRATION

Universidad Carlos III de Madrid (1997-)

Seminar organizer (2001-2003), Departmental contact for the doctoral programme in Economics (2002-2003). Sub-director of the doctoral programme in Business Administration and Quantitative Methods (2003 - 2004). Director of the doctoral programme in Business Administration

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and Quantitative Methods (2004 -2006). Sub-director of the Masters programme in Business Administration and Quantitative Methods (2012 -2014).

Goldsmiths College (1990-1997)

Safety officer (1990-1994), Statistics seminar organizer (1990-1994), Quality control officer (1991-1992), Undergraduate admissions officer (1994-1997).

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