Mattias Villani

Natural Born Bayesian


I am Professor of Statistics at the Division of Statistics and Machine Learning at the Department of Computer and Information Science (IDA), Linköping University.
I am also a member of the Machine Learning Research Group at IDA.

My research focuses on developing Bayesian methods for inference and prediction using flexible models.
See my Research page for a list of publications.

Here are some data sets that are currently keeping me busy:

  • tall data - longitudinal data on a quarter of a million Swedish firms
  • wide data - classifying documents and text using thousands of covariates/features
  • massively multivariate data – 4D (space + time) images of brain activity in 100,000 locations in the brain.

I teach courses in Bayesian learning, Advanced Bayesian LearningText mining, Statistical analysis of complex data, and Probability theory.

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Disclaimer: Any views expressed here are my own and do not necessarily reflect the views of Linköping University, or anyone else for that matter.