RESEARCH

My research has focused on different aspects of imprecise probability theory. Imprecise probabilities arise in situations where the existence of imprecise or vague information makes it unadvaisable to work with a precise and unique probability distribution. In those situations, it may be useful (and more reasonable) to consider alternative models, such as sets of probability measures, upper and lower probabilities, Choquet capacities, etc.

You can find more information at the website of the Society for Imprecise Probability: Theories and Applications (SIPTA).

The main idea of my PhD thesis, which I carried out under the guidance of Inés Couso and Pedro Gil, was to compare the different imprecise probability models that we may consider when we regard random sets as imprecise random variables. You can see a summary of my dissertation here.

I have also made some research on the behavioral theory of imprecise probabilities. This theory unifies the different imprecise probability models under the concepts of coherent lower and upper previsions, and was developed mainly by Peter Walley, with a strong influence of de Finetti's previous work on coherent previsions. My reserach in this topic has focused on some of the theoretical challenges, and I have done most of it in collaboration with Gert de Cooman and Marco Zaffalon.