arXived

  • Bayesian Prediction with Covariates Subject to Detection Limits
    with Caroline Svahn
    arXived
  • Bayesian Modeling of Effective and Functional Brain Connectivity using Hierarchical Vector Autoregressions
    with Bertil Wegmann, Anders Lundquist and Anders Eklund
    arXived
  • Local Prediction Pools
    with Oscar Oelrich and Sebastian Ankargren
    arXived
  • Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates
    with Oskar Gustafsson and Pär Stockhammar
    arXived
  • When are Bayesian model probabilities overconfident?
    with Oscar Oelrich, Shutong Ding, Måns Magnusson and Aki Vehtari
    arXived

Journal Articles

  • Dynamic Mixture of Experts Models for Online Prediction
    with Parfait Munezero and Robert Kohn
    Technometrics (2022)
  • Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes
    with Matias Quiroz, Robert Kohn and Robert Salomone
    Econometrics & Statistics - Part B Statistics. (2022)
  • Robust Real-Time Delay Predictions in a Network of High-Frequency Urban Buses
    with Hector Rodriguez-Deniz
    IEEE Transactions on Intelligent Transportation Systems (2022)
  • A Multilayered Block Network Model to Forecast Large Dynamic Transportation Graphs: an Application to US Air Transport
    with Hector Rodriguez-Deniz and Augusto Voltes-Dorta
    Transportation Research Part C - Emerging Technologies (2022)
  • Spatial 3D Matérn priors for fast whole-brain fMRI analysis
    with Per Sidén, Finn Lindgren, David Bolin and Anders Eklund
    Bayesian Analysis (2021)
  • The block-Poisson estimator for optimally tuned exact subsampling MCMC
    with Matias Quiroz, Minh-Ngoc Tran, Robert Kohn and Khue-Dung Dang
    Journal of Computational and Graphical Statistics (2021)
  • Physiological Gaussian Process Priors for the Hemodynamics in fMRI Analysis
    with Josef Wilzén and Anders Eklund
    Journal of Neuroscience Methods (2020)
  • DOLDA - a regularized supervised topic model for high-dimensional multi-class regression
    with Måns Magnusson and Leif Jonsson
    Computational Statistics (2020)
  • Hamiltonian Monte Carlo with Energy Conserving Subsampling
    with Khue-Dung Dang, Matias Quiroz, Robert Kohn and Minh-Ngoc Tran
    Journal of Machine Learning Research (2019)
  • Speeding Up MCMC by Efficient Data Subsampling
    with Matias Quiroz, Robert Kohn and Minh Ngoc Tran
    Journal of the American Statistical Association (2019)
  • Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models
    with Måns Magnusson, Leif Jonsson and David Broman
    Journal of Computational and Graphical Statistics (2019)
  • Speeding Up MCMC by Delayed Acceptance and Data Subsampling
    with Matias Quiroz, Minh Ngoc Tran and Robert Kohn
    Journal of Computational and Graphical Statistics (2019)
  • Efficient Covariance Approximations for Large Sparse Precision Matrices
    with Per Sidén, Finn Lindgren and David Bolin
    Journal of Computational and Graphical Statistics (2018)
  • Tree Ensembles with Rule Structured Horseshoe Regularization
    with Malte Nalenz
    Annals of Applied Statistics (2018)
  • Subsampling MCMC - An Introduction for the Survey Statistician
    with Matias Quiroz, Robert Kohn, Minh-Ngoc Tran and Khue-Dung Dang
    Sankhya A (2018)
  • Invited discussion of “Bayesian Spatiotemporal Modeling Using Hierarchical Spatial Priors, with Applications to fMRI”
    with Per Sidén
    Bayesian Analysis (2018)
  • Fast Bayesian Whole-Brain fMRI Analysis with Spatial 3D Priors
    with Per Sidén, Anders Eklund and David Bolin
    NeuroImage (2017)
  • A Bayesian Heteroscedastic GLM with Application to fMRI Data with Motion Spikes
    with Anders Eklund and Martin A. Lindquist
    NeuroImage (2017)
  • Bayesian Rician Regression for Neuroimaging
    with Bertil Wegmann and Anders Eklund
    Frontiers in Neuroscience (2017)
  • BROCCOLI: Software for Fast fMRI Analysis on Many-Core CPUs and GPUs
    with Anders Eklund, Paul Dufort and Stephen LaConte
    Frontiers in Neuroinformatics (2014)
  • Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
    with Paolo Giordani, Tor Jacobson and Erik von Schedvin
    Journal of Financial and Quantitative Analysis (2014)
  • Harnessing Graphics Processing Units for Improved Neuroimaging Statistics
    with Anders Eklund and Stephen LaConte
    Cognitive, Affective, & Behavioral Neuroscience (2013)
  • Efficient Bayesian Multivariate Surface Regression
    with Feng Li
    Scandinavian Journal of Statistics (2013)
  • Regression Density Estimation With Variational Methods and Stochastic Approximation
    with David Nott, Siew Li Tan and Robert Kohn
    Journal of Computational and Graphical Statistics (2012)
  • Generalized Smooth Finite Mixtures
    with David Nott and Robert Kohn
    Journal of Econometrics (2012)
  • Bayesian Inference in Structural Second-Price Common Value Auctions
    with Bertil Wegmann
    Journal of Business and Economic Statistics (2011)
  • Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student t Densities
    with Feng Li and Robert Kohn
    Journal of Statistical Planning and Inference (2010)
  • Forecasting Macroeconomic Time Series with Locally Adaptive Signal Extraction
    with Feng Li and Robert Kohn
    International Journal of Forecasting (2010)
  • Steady-State Priors for Vector Autoregressions
    with Mattias Villani
    Journal of Applied Econometrics (2009)
  • Regression Density Estimation using Smooth Adaptive Gaussian Mixtures
    with Robert Kohn and Paolo Giordani
    Journal of Econometrics (2009)
  • Evaluating an Estimated New Keynesian Small Open Economy Model
    with Malin Adolfson, Stefan Laséen and Jesper Lindé
    Journal of Economic Dynamics and Control (2008)
  • Empirical Properties of Closed and Open Economy DSGE Models of the Euro Area
    with Malin Adolfson, Stefan Laséen and Jesper Lindé
    Macroeconomic Dynamics (2008)
  • Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
    with Malin Adolfson, Michael K. Andersson, Jesper Lindé and Anders Vredin
    International Journal of Central Banking (2007)
  • Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
    with Malin Adolfson, Stefan Laséen and Jesper Lindé
    Journal of International Economics (2007)
  • Bayesian Analysis of DSGE Models — Some Comments
    with Malin Adolfson and Jesper Lindé
    Econometric Reviews (2007)
  • Forecasting Performance of an Open Economy DSGE Model
    with Malin Adolfson and Jesper Lindé
    Econometric Reviews (2007)
  • Bayesian Point Estimation of the Cointegration Space
    with Mattias Villani
    Journal of Econometrics (2006)
  • The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
    with Rolf Larsson
    Communications in Statistics - Theory and Methods (2006)
  • A Bayesian Approach to Modelling Graphical Vector Autoregressions
    with Jukka Corander
    Journal of Time Series Analysis (2006)
  • The Role of Sticky Prices in an Open Economy Dsge Model: A Bayesian Investigation
    with Malin Adolfson, Stefan Laséen and Jesper Lindé
    Journal of the European Economic Association (2005)
  • Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model
    with Malin Adolfson, Stefan Laséen and Jesper Lindé
    International Finance (2005)
  • Bayesian Reference Analysis of Cointegration
    with Mattias Villani
    Econometric Theory (2005)
  • Bayesian Assessment of Dimensionality in Reduced Rank Regression
    with Jukka Corander
    Statistica Neerlandica (2005)
  • Bayesian Prediction with Cointegrated Vector Autoregressions
    with Mattias Villani
    International Journal of Forecasting (2001)
  • Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes
    with Mattias Villani
    Journal of Time Series Analysis (2001)
  • A Distance Measure Between Cointegration Spaces
    with Rolf Larsson
    Journal of Time Series Analysis (2001)

Refereed Conference Proceedings

  • Spectral Subsampling MCMC for Stationary Time Series
    with Robert Salomone, Matias Quiroz, Robert Kohn and Minh-Ngoc Tran
    International Conference on Machine Learning (ICML) (2020)
  • Anatomically Informed Bayesian Spatial Priors for fMRI analysis
    with David Abramian, Per Sidén, Hans Knutsson and Anders Eklund
    IEEE International Symposium on Biomedical Imaging (ISBI) (2020)
  • Real-Time Robotic Search using Hierarchical Spatial Point Processes
    with Olov Andersson, Per Sidén, Johan Dahlin and Patrick Doherty
    Uncertainty in Artificial Intelligence (UAI) (2019)
  • Urban Network Travel Time Prediction via Online Multi-Output Gaussian Process Regression
    with Hector Rodriguez-Deniz and Erik Jenelius
    IEEE International Conference on Intelligent Transportation Systems (ITSC) (2017)
  • Bayesian Diffusion Tensor Estimation with Spatial Priors
    with Xuan Gu, Per Sidén, Bertil Wegmann, Anders Eklund and Hans Knutsson
    Computer Analysis of Images and Patterns (CAIP) (2017)
  • Intrusion-Damage Assessment and Mitigation in Cyber-Physical Systems for Control Applications
    with Rouhollah Mahfouzi, Amir Aminifar, Petru Eles, and Zebo Peng
    International Conference on Real-Time Networks and Systems (RTNS) (2016)
  • Automatic Localization of Bugs to Faulty Components in Large Scale Software Systems Using Bayesian Classification
    with Leif Jonsson, David Broman, Måns Magnusson, Kristian Sandahl and Sigrid Eldh
    IEEE International Conference on Software Quality, Reliability and Security (QRS) (2016)
  • Perception-Aware Power Management for Mobile Games via Dynamic Resolution Scaling
    with Arian Maghazeh, Unmesh D. Bordoloi, Petru Eles and Zebo Peng
    IEEE/ACM International Conference on Computer-Aided Design (ICCAD) (2015)
  • Statistical Analysis of Process Variation based on Indirect Measurements for Electronic System Design
    with Ivan Ukhov, Petru Eles and Zebo Peng
    IEEE/ACM ASP-DAC Design Automation Conference (2014)

Book Chapters

  • Bayesian Heteroscedastic Regression for Diffusion Tensor Imaging
    with Bertil Wegmann and Anders Eklund
    In 'Modeling, Analysis, and Visualization of Anisotropy' (Schultz, Özarslan and Hotz eds.), Springer (2017)
  • Modelling Conditional Densities Using Finite Smooth Mixtures
    with Feng Li and Robert Kohn
    In 'Mixture models - Estimation and Applications (Robert, Mengerson and Titterington, eds), Wiley (2011)
  • Bayesian Approaches to Cointegration
    with Gary Koop, Rodney Strachan and Herman van Dijk
    In 'Palgrave Handbook of Econometrics, Vol 1, Econometric Theory' (2006)

Books

  • Official Statistics – Methodology and Applications in Honour of Daniel Thorburn
    with Michael Carlson and Hans Nyquist (editors)
    (2006)

Other publications

  • The Riksbank’s communication of macroeconomic uncertainty
    with David Kjellberg
    Sveriges Riksbank Economic Review (2010)
  • RAMSES – a new general equilibrium model for monetary policy analysis
    with Malin Adolfson, Stefan Laseén and Jesper Lindé
    Sveriges Riksbank Economic Review (2007)
  • Aspects of Bayesian Cointegration
    with Mattias Villani
    PhD thesis in Statistics, Stockholm University (2007)

Older working papers

  • Modeling Text Complexity using a Multi-Scale Probit
    with Johan Falkenjack and Arne Jönsson
    (2018)
  • The Block Pseudo-Marginal Sampler
    with Minh-Ngoc Tran, Robert Kohn and Matias Quiroz
    (2017)
  • Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
    with Johan Dahlin and Thomas Schön
    (2015)
  • Monetary Policy Analysis in a Small Open Economy Using Bayesian Cointegrated Structural VARs
    with Anders Warne
    (2014)
  • Dynamic Mixture-of-Experts Models for Longitudinal and Discrete-Time Survival Data
    with Matias Quiroz
    (2013)
  • Bayesian Inference of General Linear Restrictions on the Cointegration Space
    with Mattias Villani
    (2005)
  • Panel Regression with Unobserved Classes
    with Mickael Bäckman
    (2000)