News

  • Nov, 30, 2017. I evaluated Jenny Häggström for the Docent title in Statistics at Umeå University.
  • Oct 27, 2017. Talk at the Cramér Society, Stockholm. Slides.
  • Oct 26, 2017. Keynote at ESOBE2017. Slides.
  • Oct 25, 2017. One-day ESOBE2017 course at Maastricht University on ‘ML for Econometricians’. Slides, suggested reading, some code and software available in this GitHub repo.
  • Oct 6, 2017. New publication: Bayesian Rician Regression for Neuroimaging, Frontiers in Neuroscience (with Bertil Wegmann and Anders EklundarXiv | bioRxiv
  • Aug 22, 2017. New paper: Physiological Gaussian Process Priors for the Hemodynamics in fMRI Analysis (with Josef Wilzén and Anders Eklund). arXiv
  • Aug 4, 2017. New paper: Hamiltonian Monte Carlo with Energy Conserving Subsampling (with Khue-Dung DanMatias QuirozRobert Kohn and Minh Ngoc Tran). arXiv.
  • July 10, 2017. New publication: Urban Network Travel Time Prediction via Online Multi-Output Gaussian Process Regression, IEEE International Conference on Intelligent Transportation Systems (ITSC2017) (with Héctor Rodgríguez-Déniz, Erik Jenelius).
  • July 9, 2017. New publication: Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models, Journal of Computational and Graphical Statistics (with Måns Magnusson, Leif Jonsson and David Broman).
  • June 2, 2017. New publication: Bayesian Diffusion Tensor Estimation with Spatial Priors, International Conference on Computer Analysis of Images and Patterns (CAIP), 2017 (with Guan Xu, Per Sidén, Bertil WegmannAnders Eklund, Evren Özarslan and Hans Knutsson).
  • May 26, 2017. New paper: Efficient Covariance Approximations for Large Sparse Precision Matrices (with Per Sidén, Finn Lindgren and David BolinarXiv
  • May 14, 2017. I am now an Associate Investigator in Australian Research Council Center of Excellence for Mathematical and Statistical Frontiers (ACEMS).
  • April 28, 2017. New publication: A Bayesian Heteroscedastic GLM with Application to fMRI Data with Motion Spikes, NeuroImage (with Anders Eklund and Martin Lindquist). Journal Version.
  • April 11, 2017. I am reviewing for NIPS2017.
  • March 25, 2017. New publication: Speeding up MCMC by Delayed Acceptance and Data Subsampling, Journal of Computational and Graphical Statistics (with Matias QuirozMinh Ngoc Tran and Robert Kohn). arXiv | Journal Version
  • March 6, 2017. I am on the Scientific Programme Committee for CMStatistics2017 in London Dec 16-18. I will also be organizing the session Scalable Bayesian methods for large data problems.
  • Feb 16, 2017. New paper: Tree Ensembles with Rule Structured Horseshoe Regularization (with Malte Nalenz) was posted on arXiv.
  • Feb 2, 2017. I gave a talk about sparse parallel Gibbs sampling for topic models at a symposium on topic models with practitioners from the humanities, social and computer science. Slides
  • Jan 27, 2017. I am reviewing for ICML2017.
  • Jan 20, 2017. New publication: ‘Bayesian Heteroscedastic Regression for Diffusion Tensor Imaging’ (with Bertil Wegmann and Anders Eklund) will appear as a chapter in the Springer book ‘Modeling, Analysis, and Visualization of Anisotropy’.
  • Dec 21, 2016. New paper: Bayesian Non-central Chi Regression for Neuroimaging (with Bertil Wegmann and Anders Eklund) is available on arXiv and bioRxiv.
  • Dec 19, 2016. My previous PhD student Matias Quiroz received a very generous 3-year Wallander post doc scholarship grant following a nomination from our department.
  • Dec 9-12, 2016. I co-chaired, attended and organized a machine learning session at CMStatistics2016 in Seville, Spain.
  • Dec 3, 2016. New paper: A Bayesian Heteroscedastic GLM with Application to fMRI Data with Motion Spikes (with Anders Eklund and Martin Lindquist). bioRxiv
  • Nov 14, 2016. New publication: Fast Bayesian Whole-Brain fMRI Analysis with Spatial 3D Priors, NeuroImage (with Per Sidén, Anders Eklund and David Bolin).
  • Oct 21, 2016. I was on the grading committee for Jonas Hallgren’s PhD thesis Inference in Temporal Graphical Models in Mathematical Statistics at KTH.
  • Sept-Oct, 2016. I designed and taught our new master/phd course in Advanced Machine Learning with our new STIMA lecturer Jose M. Pena.
  • Sept 26, 2016. I was on the grading committee for Cheng Zhang‘s PhD defence of her thesis Structured Representation Using Latent Variable Models in Computer Science at KTH.
  • Sept 6, 2016. New publication: Intrusion-Damage Assessment and Mitigation in Cyber-Physical Systems for Control Applications, International Conference on Real-Time Networks and Systems, 2016 (with Rouhollah Mahfouzi, Amir Aminifar, Petru Eles and Zebo Peng).
  • August 15-18, 2016. I gave a talk at the biannual Smögen Workshop on spatial statistics. More importantly, I bravely took cold ocean baths at 7 AM every morning.
  • July 4, 2016. Keynote at Melbourne Bayesian Econometrics Workshop.
  • July 3, 2016. I gave this year’s masterclass in Computational Methods for Large-Scale Bayesian Inference at the University of Melbourne. 
  • June 26-30, 2016. Organization of Human Brain Mapping (OHBM1016) conference, Geneva, Switzerland.
  • June 19, 2016. New publication: Automatic Localization of Bugs to Faulty Components in Large Scale Software Systems using Bayesian Classification, IEEE International Conference on Software Quality, Reliability & Security, 2016 (with Leif Jonsson, David Broman, Måns Magnusson, Kristian Sandahl and Sigrid Eldh).
  • June 12-18, 2016. ISBA2016. World meeting for Bayesian Statistics, Sardinia, Italy.
  • June 6, 2016. New paper: Fast Bayesian whole-brain fMRI analysis with spatial 3D priors with Per Sidén, Anders Eklund and David Bolin. arXiv.
  • May 20, 2016. Workshop on Machine Intelligence and Autonomous Systems, Rio de Janeiro, Brazil.
  • May 19, 2016. AIMday in Belo Horizonte, Brazil.
  • May 16-18, 2016. Participated in SACF Brazil-Sweden excellence seminars in Brasilia.
  • April 12, 2016. We received a 27 MSEK SSF Smart Systems grant (main PI Patrick Doherty).
  • March 29, 2016. New paper: Exact Subsampling MCMC with Matias Quiroz and Robert Kohn. arXiv.
  • March 8, 2016. New paper: Block-Wise Pseudo-Marginal Metropolis-Hastings with Minh Ngoc Tran, Robert Kohn and Matias Quiroz. arXiv
  • Feb 16, 2016. I gave a talk at Ericsson-LiU event (strategic collaboration agreement, see http://goo.gl/CeVjvQ) about finding bugs in large computer codes using supervised multi-class regression topic models.
  • Feb 2, 2016. New version of ‘Speeding Up MCMC by Efficient Subsampling’, now with a correlated PMMH approach to subsampling and comparison against all major competing subsampling methods.
  • Jan 31, 2016. New paper ‘DOLDA – a regularized supervised topic model for high-dimensional multi-class regression’ with Måns Magnusson and Leif Jonsson. http://arxiv.org/abs/1602.00260.
  • Jan 15, 2016. I am co-chair for CMStatistics2016 which takes place in Sevilla in mid December.
  • Jan 15-28, 2016. I was on a research visit to University of New South Wales, Sydney.
  • Nov 12, 2015. I gave a one-day course on Bayesian analysis of VARs, State-space models and DSGEs at the National Institute of Economic Research (Konjunkturinstitutet).
  • Nov 6, 2015. I was on the examination committee for Tohid Ardeshiris PhD thesis ‘Analytical Approximations for Bayesian Inference’ in Automatic Control at Linköping University.
  • Oct, 2015. I evaluated Carl-Henrik Ek for Associate Professor in machine learning at KTH.
  • Oct, 2015. I am now co-supervisor of Olov Andersson (Robotics), Johan Falkenjack (Machine learning for readability of natural language), Chandan Roy (Cyclone forecasting using ANN) and Sarah Alsaadi (Psychometrics), all at Linköping University.
  • Sept 9, 2015. I am giving a talk on Learning from Big Data at the workshop Big data: Building data strategies for central banks in light of the data revolution organized by Sveriges Riksbank.
  • Sept 7, 2015. My student Matias Quiroz defends his PhD thesis in Statistics at Stockholm University. Opponent is Prof. Bani Mallick at Texas A&M University.
  • Sept 2, 2015. I am now associate editor for Part B: Statistics of the new Elsevier journal Econometrics & Statistics.
  • New paper:  Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator (with Matias Quiroz and Robert Kohn). arXiv
  • New paper: Efficient approximate Bayesian inference for models with intractable likelihoods (with Johan Dahlin and Thomas Schön). arXiv
  • New paper: Parallelizing LDA using Partially Collapsed Gibbs Sampling (with Måns Magnusson, Leif Jonsson and David Broman). arXiv
  • New publication with main author Arian Maghazeh (and co-authors Unmesh Bordoloi, Petru Eles and Zebo Peng): Perception-Aware Power Management for Mobile Games via Dynamic Resolution Scaling, IEEE/ACM International Conference on Computer-Aided Design (ICCAD).
  • I am reviewing for NIPS2015.
  • I am a member of the Scientific Committee for the conference CMStatistics2015. I am also organizing a session there on Statistical Analysis of Text.
  • I am giving a talk on April 14 at Chalmers Machine Learning Summer School. Here are my slides.
  • A major revision of: Speeding Up MCMC by Efficient Data Subsampling (with Matias Quiroz and Robert Kohn) is available on arXiv.
  • I am giving a talk at Bayes@Lund2015. Here are my slides.
  • I am reviewing for AIStats2015.
  • My student Matias Quiroz was given the Young Scientist Award at LinStat2014
  • Per Sidén joins our neuroimaging group as my new PhD student. Welcome Per!
  • My former PhD student Feng Li was awarded the 2014 Cramér prize for best PhD thesis in Statistics and Mathematical Statistics.
    Feng’s video presentation was presented at the annual meeting.
  • New PhD course Advanced Bayesian Learning starts on March 26. I am teaching it jointly with Thomas Schön and José M. Pena.
  • New working paper: Bayesian Inference in Structural Second-Price Auctions with both Private-Value and Common-Value Bidders (with Bertil Wegmann)
  • New publication: BROCCOLI: Software for Fast fMRI Analysis on Many-Core CPUs and GPUs. Frontiers in Neuroinformatics (with Anders Eklund, Paul Dufort and Stephen LaConte)
  • I received a 5.5 million SEK grant from the Swedish Research Council for the project Statistical Analysis of fMRI data.