arXived and Submitted papers

 

The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC

arXived 2018
with Matias QuirozMNT Tran, Robert Kohn and Khue-Dung Dang
arXiv

Modeling Text Complexity using a Multi-Scale Probit

arXived 2018
with Johan Falkenjack and Arne Jönsson
arXiv

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Physiological Gaussian Process Priors for the Hemodynamics in fMRI Analysis

arXived 2017
with Josef Wilzén and Anders Eklund
arXiv

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Mixture-of-Experts Models for Longitudinal and Discrete-Time Survival Data

with Matias Quiroz
working paper

Journal publications

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Hamiltonian Monte Carlo with Energy Conserving Subsampling

Journal of Machine Learning Research, 2019
with Khue-Dung DangMatias QuirozRobert Kohn and Minh-Ngoc Tran
arXiv

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Subsampling MCMC – An Introduction for the Survey Statistician

Sankhya A, 2019.
with Matias Quiroz, Robert Kohn, MNT Tran and Khue-Dung Dang
arXiv | journal | shareedit

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Efficient Covariance Approximations for Large Sparse Precision Matrices

Journal of Computational and Graphical Statistics, 2018, Vol 27:4, 898-909.
with Per Sidén, Finn Lindgren and David Bolin
arXiv | journal | code

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Speeding Up MCMC by Efficient Data Subsampling

Journal of the American Statistical Association, 2019
with Matias Quiroz, Robert Kohn and Minh Ngoc Tran
arXiv | journal

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Invited Discussion of "Bayesian Spatiotemporal Modeling Using Hierarchical Spatial Priors, with Applications to fmri"

Bayesian Analysis, 2019
with Per Sidén
journal | code

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Tree Ensembles with Rule Structured Horseshoe Regularization

Annals of Applied Statistics, 2018, Vol 12:4, 2379-2408.
with Malte Nalenz
arXiv | journal | R package

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DOLDA – A regularized supervised topic model for high-dimensional multi-class regression

Computational Statistics
with Måns Magnusson and Leif Jonsson
arXiv | code

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Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models

Journal of Computational and Graphical Statistics, 2019, Vol 27:2, 449-463.
with Måns Magnusson, Leif Jonsson and David Broman
arXiv | journal | code

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Speeding Up MCMC by Delayed Acceptance and Data Subsampling

Journal of Computational and Graphical Statistics, 2018, Vol 27:1, 12-22.
with Matias Quiroz, Minh Ngoc Tran and Robert Kohn.
arXiv | journal

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Fast Bayesian whole-brain fMRI analysis with spatial 3D priors

NeuroImage, 2017, Vol 146, 211-225.
with Per Sidén, Anders Eklund and David Bolin
arXiv | journal | SPM extension code

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A Bayesian Heteroscedastic GLM with Application to fMRI Data with Motion Spikes

NeuroImage, 2017, Vol 155, 354-369.
with Anders Eklund and Martin Lindquist
arXiv | bioRXiv | journal | code

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Bayesian Rician Regression for Neuroimaging

Frontiers in Neuroscience, 2017, Vol 11,
with Bertil Wegmann and Anders Eklund
arXiv | bioRXiv | journal

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BROCCOLI: Software for fast fMRI analysis on many-core CPUs and GPUs

Frontiers in Neuroinformatics, 2014, Vol 8.
with Anders Eklund, Paul Dufort and Stephen LaConte
journal | code

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Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

Journal of Financial and Quantitative Analysis, 2014, Vol. 49:4, 1071-1099.
with Paolo Giordani, Tor Jacobson and Erik von Schedvin
ssrn | journal

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Harnessing graphics processing units for improved neuroimaging statistics

Cognitive, Affective, & Behavioral Neuroscience, 2013, Vol. 13, 587–597.
with Anders Eklund and Stephen LaConte
journal

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Efficient Bayesian Multivariate Surface Regression

Scandinavian Journal of Statistics, 2013, Vol. 40, 706-723.
with Feng Li
arXiv | journal | poster

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Regression Density Estimation With Variational Methods and Stochastic Approximation

Journal of Computational and Graphical Statistics, 2012, 21:3, 797-820.
with David Nott, Siew Li Tan and Robert Kohn
journal | poster

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Generalized smooth finite mixtures

Journal of Econometrics, 2012, Vol 171:2, 121-133.
with Robert Kohn and Paolo Giordani
journal

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Bayesian Inference in Structural Second-Price Common Value Auctions

Journal of Business & Economic Statistics, 2011, Vol 29:3, 382-396.
with Bertil Wegmann
journal

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Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities

Journal of Statistical Planning and Inference, 2010, 140:12, 3638-3654.
with Feng Li and Robert Kohn
ssrn | journal

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Forecasting macroeconomic time series with locally adaptive signal extraction

International Journal of Forecasting, 2010, Vol 26:2, 312-325.
with Paolo Giordani
ssrn | journal

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Steady‐state priors for vector autoregressions

Journal of Applied Econometrics, 2009, 24:4, 630-650.
journal

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Regression density estimation using smooth adaptive Gaussian mixtures

Journal of Econometrics, 2009, 153:2, 155-173.
with Robert Kohn and Paolo Giordani
journal

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Evaluating a New-Keynesian Model for a Small Open Economy

Journal of Economic Dynamics & Control, 2008, Vol 32, 2690–2721.
with Malin Adolfson, Stefan Laseén and Jesper Lindé.
ssrn | journal

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Empirical Properties of Closed and Open Economy DSGE Models of the Euro Area

Macroeconomic Dynamics, 2008, Vol 12, 2-19.
with Malin Adolfson, Stefan Laseén and Jesper Lindé.
journal

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Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks

International Journal of Central Banking, 2007, Vol 4, 111-144.
with Malin Adolfson, Michael K. Andersson, Jesper Lindé and Anders Vredin.
journal

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Bayesian estimation of an open economy DSGE model with incomplete pass-through

Journal of International Economics, 2007, Vol 72, 481–511.
with Malin Adolfson, Stefan Laseén and Jesper Lindé
ssrn | journal

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Bayesian analysis of DSGE models - Some comments

Econometric Reviews, 2007, Vol 26:2-4, 172-185.
with Malin Adolfson and Jesper Lindé.
journal

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Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model

Econometric Reviews, 2007, Vol 26:2-4, 289-328.
with Malin Adolfson and Jesper Lindé
journal | working paper

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Bayesian Point Estimation of the Cointegration Space

Journal of Econometrics, 2006, 134:2, 645-664.
journal

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The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis

Communications in Statistics - Theory and Methods, 2006, Vol 35:6, 1123-1140.
with Rolf Larsson
journal

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A Bayesian Approach to Modelling Graphical Vector Autoregressions

Journal of Time Series Analysis, 2006, Vol 27:1, 141-156.
with Jukka Corander
ssrnjournal

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THE ROLE OF STICKY PRICES IN AN OPEN ECONOMY DSGE MODEL: A BAYESIAN INVESTIGATION

Journal of the European Economic Association, 2005, Volume 3, 444–457.
with Malin Adolfson, Stefan Laseén and Jesper Lindé.
journal

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Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model

International Finance, 2005, Vol 8:3, 509-544.
with Malin Adolfson, Stefan Laseén and Jesper Lindé.
journal

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Bayesian Reference Analysis of Cointegration

Econometric Theory, 2005, Vol 21:2, 326-357.
journal

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Bayesian assessment of dimensionality in reduced rank regression

Statistica Neerlandica, 2004, Vol 58:3, 255-270.
with Jukka Corander
journal

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Bayesian prediction with cointegrated vector autoregressions

International Journal of Forecasting, 2001, 17:4, 585-605.
journal

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Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes

Journal of Time Series Analysis, 2001, 22:1, 67-86.
journal

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A Distance Measure Between Cointegration Spaces

Economics Letters, 2001, Vol 70:1, 21-27.
with Rolf Larsson
journal

Refereed conference proceedings

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Real-Time Robotic Search using Structural Spatial Point Processes

Uncertainty in Artificial Intelligence (UAI), 2019
with Olov Andersson, Per Sidén, Johan Dahlin and Patrick Doherthy
arXiv

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Urban Network Travel Time Prediction via Online Multi-Output Gaussian Process Regression

IEEE International Conference on Intelligent Transportation Systems (ITSC), 2017.
with Hector Rodriguez-Deniz and Erik Jenelius.
proceedings

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Bayesian Diffusion Tensor Estimation with Spatial Priors

Computer Analysis of Images and Patterns (CAIP), 2017, Lecture Notes in Computer Science, vol 10424. Springer.
with Xuan Gu, Per Sidén, Bertil Wegmann, Anders Eklund and Hans Knutsson.
proceedings

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Intrusion-Damage Assessment and Mitigation in Cyber-Physical Systems for Control Applications

International Conference on Real-Time Networks and Systems (RTNS), 2016, 141-150.
with Rouhollah Mahfouzi, Amir Aminifar, Petru Eles, and Zebo Peng.
proceedings

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Automatic Localization of Bugs to Faulty Components in Large Scale Software Systems using Bayesian Classification

IEEE International Conference on Software Quality, Reliability and Security (QRS), 2016.
with Leif Jonsson, David Broman, Måns Magnusson, Kristian Sandahl and Sigrid Eldh.
proceedings

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Perception-aware power management for mobile games via dynamic resolution scaling

IEEE/ACM International Conference on Computer-Aided Design (ICCAD), 2015.
with Arian Maghazeh, Unmesh D. Bordoloi, Petru Eles and Zebo Peng.
proceedings

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Statistical analysis of process variation based on indirect measurements for electronic system design

IEEE/ACM ASP-DAC Design Automation Conference, 2014.
with Ivan Ukhov, Petru Eles and Zebo Peng.
proceedings

Books 

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Official Statistics – Methodology and Applications in Honour of Daniel Thorburn.

Edited jointly with Michael Carlson and Hans Nyquist.
website

Books chapters 

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Bayesian Heteroscedastic Regression for Diffusion Tensor Imaging

In Modeling, Analysis, and Visualization of Anisotropy, 2017, (Schultz, Özarslan and Hotz eds.), Springer.
with Bertil Wegmann and Anders Eklund
book

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Modeling Conditional Densities using Finite Smooth Mixtures

In Mixture models: Estimation and Applications, 2011, (Robert, Mengerson and Titterington, eds), Wiley.
with Feng Li and Robert Kohn
book

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Bayesian Approaches to Cointegration

In Handbook of Econometrics, Vol 1, Econometric Theory, 2006, Palgrave.
with Gary Koop, Rodney Strachan and Herman van Dijk
chapter

Other publications

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Sveriges Riksbank's Communication of Macroeconomic Uncertainty

Sveriges Riksbank Economic Review, 2010:1.
with David Kjellberg
economic review

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RAMSES – a new general equilibrium model for monetary policy analysis

Sveriges Riksbank Economic Review, 2007:2.
with Malin Adolfson, Stefan Laseén and Jesper Lindé.
economic review

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Aspect of Bayesian Cointegration

PhD thesis in Statistics, Stockholm University, 2000.
thesis

 Good papers that got left behind

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Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods

with Johan Dahlin and Thomas Schön
arXiv

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Monetary Policy Analysis in a Small Open Economy Using Bayesian Cointegrated Structural Vars

with Anders Warne
working paper

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Bayesian Inference for General Linear Restrictions on the Cointegration Space

working paper