I’m an assistant professor in statistics at Baruch College (Zicklin, CUNY). I got a PhD in statistical science at Duke under the supervision of Jim Berger. Most of the research I’ve done is related to Bayesian hypothesis testing and model selection, but I’m also interested in other things, such as design of experiments or foundations of statistical science.
My email address is
Publications & preprints
- Peña, V. & Berger, J. O. Restricted type II maximum likelihood priors on regression coefficients.
- Mulder, J., Berger, J. O., Peña, V., & Bayarri, M. J. On the Ubiquity of Information Inconsistency with Conjugate Priors.
- Peña, V. & Berger, J. O. A note on recent criticisms to Birnbaum’s theorem.
- Barrientos, A. F. & Peña, V. Bayesian Bootstraps for massive datasets. To appear in Bayesian Analysis.
- Berger, J.O., Garcia-Donato, G., Martinez-Beneito, M.A, & Peña, V. Bayesian variable selection in high dimensional problems without assumptions on prior model probabilities.
- Banks, D. & Peña, V. (2017). Discussion of “Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens when God’s, Imputer’s, and Analyst’s Models are Uncongenial?.” Statistica Sinica, 27(4), 1554-1559.
- Jauch, M. & Peña, V. (2016). Bayesian optimization with shape constraints. NIPS Workshop on Bayesian Optimization.
- Attolini, C. S. O., Peña, V., & Rossell, D. (2015). Designing alternative splicing RNA-seq studies. Beyond generic guidelines. Bioinformatics, 31(22), 3631-3637.
Talks & posters