Research interests:

• Foundations of Bayesian inference
• The relationship between frequentist and Bayesian approaches.
• Bayesian Networks.
• Dynamic Models.
• History of Probability and Statistic

Main recent publications:

• Gómez-Villegas, M. A. and González-Pérez, B. (2011) A Bayesian analysis for the homogeneity testing problem using epsilon-contaminated priors. Communications in Statistics-Theory and Methods, 40, 6, 1049-1062.
• Ausín, C.,  Gómez-Villegas, M. A.,  González-Pérez, B., Rodríguez_Bernal, M. Salazar, I. and Sanz, L. (2011)  Bayesian analysis of multiple hypothesis testing with applications to Microarray experiments. Communications in Statistics-Theory and Methods, 40, 13, 2276-2291.
• Gómez-Villegas, M. A., Gómez-Sánchez-Manzano, E., Maín, P. &  Navarro, H. (2011) The effect of Non-normality in the Power Exponential Distributions, (Modern Mathematical Tools and Techniques in Capturing Complexity, L. Pardo, N. Balakrihnan & M. A. Gil, eds.) Berlin: Springer-Verlag, 119-129.
• Gómez-Villegas, M.A.  (2010) Erich Lehmann (1917-2009). Obituario, Boletín de Estadística e Investigación Operativa, 26, 2, 183-185.
• Gómez-Villegas, M.A., Maín, P., Navarro, H. & Susi, R. (2010) Sensitivity to hyperprior parameters in Gaussian Bayesian networks, Cuadernos de Trabajos de la Escuela Universitaria de Estadística, 03, 2010.
• Gómez-Villegas, M.A., Maín, P., Navarro, H. & Susi, R. (2010) Dealing with uncertainty in Gaussian Bayesian networks from a regression perspective, Proceedings the 5 European Workshop on Probabilistic Graphical Models.
• Gómez-Villegas, M.A. & González-Pérez, B. (2010) r*s tables from a Bayesian viewpoint, Revista Matemática Complutense, 23, 1, 19-35
• Gómez-Villegas, M.A., Maín, P., Navarro, H. & Susi, R. (2010) Sensitivity to hyperprior parameters in Gaussian Bayesian networks, Cuadernos de Trabajos de la Escuela Universitaria de Estadística, 03, 2010
• Gómez-Villegas, M.A., Maín, P., Navarro, H. & Susi, R. (2010) Dealing with uncertainty in Gaussian Bayesian networks from a regression perspective, Proceedings the 5 European Workshop on Probabilistic Graphical Models
• Gómez-Villegas, M.A., Maín P. and Sanz, L. (2009). A Bayesian analysis for the multivariate point null testing problem, Statistics, 43, 4, 379-391.
• Gómez-Villegas, M.A. and González Pérez, B. (2008). Epsilon-contaminated priors in contingency tables. Test, 17, 1, 163-178
• Gómez-Villegas, M.A. and González Pérez, B. (2008). The multivariate point null testing problem: A Bayesian discussion. Statistics &Probability Letters,78, 17, 3070-3074.
• Gómez-Villegas, M. A., Gómez-Sánchez-Manzano, E. and Marín, J. M. (2008). Multivariate exponential power distributions as mixtures of normal distributions with Bayesian applications. Communications in Statistics-Theory and Methods, 37, 6, 972-985.
• Gómez-Villegas, M.A., Maín P. and Susi, R. (2008). Extreme inaccuracies in Gaussian Bayesian networks. Journal of Multivariate Analysis,  99, 9, 1929-1940.
• Gómez-Villegas, M.A., Portela J. and Sanz, L. (2008). A Bayesian test for the mean of the Power Exponential distribution. Communications in Statistics-Theory and Methods, 37, 18, 2865-2876.54.
• M.A. Gómez-Villegas, J. Portela and L. Sanz: A Bayesian test for the mean of the power exponential distribution, Comm. Statist. Theory and Methods 37 (2008), no. 18-20, 2865-2876.