• Bokmål
  • English

Nettstedskart

Publication profile

Publication profile

Alex Lenkoski

Alex, Lenkoski
Name: Alex Lenkoski
Title: Sjefsforsker / Chief Research Scientist
Phone: (+47) 22852559
Email: Alex [dot] Lenkoski [at] nr [dot] no
Scientific areas: Hierarchical bayesian modeling, Model uncertainty, Forecasting, Economics, finance and energy markets
Homepage: https://www.nr.no/~lenkoski/
Add to contacts (vCard)
 Show publications

 

    Academic journal articles

    2018

    Uhler, Caroline; Lenkoski, Alex; Richards, Donald. Exact formulas for the normalizing constants of wishart distributions for graphical models. Annals of Statistics (ISSN 0090-5364). 46(1) pp 90-118. doi: 10.1214/17-AOS1543. 2018.

    2015

    Bachl, Fabian; Lenkoski, Alex; Thorarinsdottir, Thordis Linda; Garbe, Christoph S.. Bayesian motion estimation for dust aerosols. Annals of Applied Statistics (ISSN 1932-6157). 9(3) pp 1298-1327. doi: 10.1214/15-AOAS835. 2015.

    Didden, Eva-Maria; Thorarinsdottir, Thordis Linda; Lenkoski, Alex; Schnörr, Christoph. Shape from texture using locally scaled point processes. Image Analysis and Stereology (ISSN 1580-3139). 34(3) pp 161-170. doi: 10.5566/ias.1078. 2015.

    Dyrrdal, Anita Verpe; Lenkoski, Alex; Thorarinsdottir, Thordis Linda; Stordal, Frode. Bayesian hierarchical modeling of extreme hourly precipitation in Norway. Environmetrics (ISSN 1180-4009). 26(2) pp 89-106. doi: 10.1002/env.2301. 2015. Full-text 

    2014

    Hinne, Max; Lenkoski, Alex; Heskes, Tom; van Gerven, Marcel. Efficient sampling of Gaussian graphical models using conditional Bayes factors. Stat (ISSN 2049-1573). 3(1) pp 326-336. doi: 10.1002/sta4.66. 2014. Full-text 

    Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E.. Two-Stage Bayesian Model Averaging in Endogenous Variable Models. Econometric Reviews (ISSN 0747-4938). 33(1-4) pp 122-151. doi: 10.1080/07474938.2013.807150. 2014. Full-text 

    2013

    Lenkoski, Alex. A Direct Sampler for G-Wishart Variates. Stat (ISSN 2049-1573). 2(1) pp 119-128. doi: 10.1002/sta4.23. 2013.

    Möller, Annette; Lenkoski, Alex; Thorarinsdottir, Thordis Linda. Multivariate probabilistic forecasting using Bayesian model averaging and copulas. Quarterly Journal of the Royal Meteorological Society (ISSN 0035-9009). 139(673) pp 982-991. doi: 10.1002/qj.2009. 2013.

    2012

    Cheng, Yuan; Lenkoski, Alex. Hierarchical Gaussian graphical models: Beyond reversible jump. Electronic Journal of Statistics (ISSN 1935-7524). 6 pp 2309-2331. doi: 10.1214/12-EJS746. 2012.

    Academic lectures

    2018

    Thorarinsdottir, Thordis Linda; Lenkoski, Alex; Hellton, Kristoffer Herland; Steinbakk, Gunnhildur Högnadóttir; Dyrrdal, Anita Verpe; Stordal, Frode; Schlichting, Lena; Engeland, Kolbjørn. On developing general and efficient inference algorithms for complicated hierarchical models. Konferanse, 13th German Probability and Statistics Days; Freiburg, 28.02.2018.

    Thorarinsdottir, Thordis Linda; Heinrich, Claudio Constantin; Lenkoski, Alex; Kolstad, Erik Wilhelm; Paasche, Øyvind. Varsling av vær og klima i maskinlæringens tid. Hvor gode kan sesongvarslene bli? Seminar, Kraftverkshydrologi og miljøforhold, 20.11.2018 - 21.11.2018.

    2017

    Løland, Anders; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Probabilistic Forecasting of Temporal Trajectories of Regional Power Production. Workshop, Forecasting and Risk Management for Renewable Energy; University Paris Diderot, Paris, 07.07.2017 - 09.07.2017.

    2016

    Løland, Anders; Lenkoski, Alex; Huseby, Ragnar Bang; Steinbakk, Gunnhildur Högnadóttir; Øigård, Tor Arne. Error Dressing Published Bid/Ask Curves and Predictive Distributions of the Nord Pool System Spot Price. Workshop, FlomQ – Workshop om flomestimering – Morgendagens teknologi; Trondheim, 24.05.2016 - 25.05.2016.

    Thorarinsdottir, Thordis Linda; Steinbakk, Gunnhildur Högnadóttir; Engeland, Kolbjørn; Lenkoski, Alex; Schlichting, Lena. Regional flood frequency analysis for Norway. Seminar, University of Exeter Statistics Seminar, 12.05.2016.

    Thorarinsdottir, Thordis Linda; Steinbakk, Gunnhildur Högnadóttir; Engeland, Kolbjørn; Lenkoski, Alex; Schlichting, Lena. Regional flood frequency analysis for Norway. Seminar, Karlsruhe Insitute of Technology Stochastics Seminar, 17.05.2016.

    2014

    Løland, Anders; Lenkoski, Alex; Hobæk Haff, Ingrid; Neef, Linda Reiersølmoen. Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims. Konferanse, The 2014 International Conference of the Royal Statistical Society; Sheffield, 01.09.2014 - 04.09.2014.

    2013

    Lenkoski, Alex. A Direct Sampler for G-Wishart Variates. Konferanse, Computational and Financial Economics 2013; London, 14.12.2013 - 16.12.2013.

    Lenkoski, Alex. A Direct Sampler for G-Wishart Variates. Seminar, European Seminar on Bayesian Econometrics 2013; Oslo, 22.08.2013 - 24.08.2013.

    Thorarinsdottir, Thordis Linda; Didden, Eva-Maria; Lenkoski, Alex. Geometric analysis of textured 3D scenes via locally scaled point processes. Konferanse, Joint Statistical Meeting; Montreal, 03.08.2013 - 08.08.2013.

    Thorarinsdottir, Thordis Linda; Didden, Eva-Maria; Lenkoski, Alex. Efficient framework for Bayesian inference in locally scaled point processes. Konferanse, 11th European Congress of Stereology and Image Analysis; Kaiserslautern, 08.07.2013 - 12.07.2013.

    Scientific lectures

    2016

    Thorarinsdottir, Thordis Linda; Steinbakk, Gunnhildur Högnadóttir; Engeland, Kolbjørn; Schlichting, Lena; Lenkoski, Alex. Flomfrekvensanalyse for umålte felt. Workshop, FlomQ workshop on flomestimering; Trondheim, 23.05.2016.

    Reports

    2016

    Lenkoski, Alex; Løland, Anders; Steinbakk, Gunnhildur Högnadóttir. A time series model of frequency deviations. Norsk Regnesentral, Oslo. NR-notat SAMBA/40/16. pp 53. 2016.

    Steinbakk, Gunnhildur Högnadóttir; Lenkoski, Alex; Løland, Anders. What explains the frequency deviation? Norsk Regnesentral, Oslo. NR-notat SAMBA/26/16. pp 202. 2016.

    2015

    Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.5. Norsk Regnesentral, Oslo. NR-notat SAMBA/21/15. pp 56. 2015.

    Lenkoski, Alex; Løland, Anders; Hobæk Haff, Ingrid; Neef, Linda Reiersølmoen. Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims. Norsk Regnesentral, Oslo. NR-notat SAMBA/41/15. pp 25. 2015.

    Lenkoski, Alex; Hobæk Haff, Ingrid; Aas, Kjersti. A DLM for Predicting the Return of a Portfolio. Norsk Regnesentral, Oslo. NR-notat SAMBA/26/15. pp 41. 2015.

    2014

    Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot - Short Term forecasts of Demand, Renewable Production and Spot Price - Version 8.0. Norsk Regnesentral, . NR-notat SAMBA/18/14. pp 47. 2014.

    Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.0. Norsk Regnesentral, . NR-notat SAMBA/42/14. pp 58. 2014.

    Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot - Short Term forecasts of Demand and Spot Price - Version 7.0. Norsk Regnesentral, . NR-notat SAMBA/05/14. pp 54. 2014.

    Lenkoski, Alex; Aas, Kjersti. A GARCH-NIG-Copula Model for Portfolio Optimization. Norsk Regnesentral, . NR-notat SAMBA/50/14. pp 45. 2014.

    Lenkoski, Alex; Haugen, Marion. A Hedonic Forecasting System for Airbnb Bookings. Norsk Regnesentral, Oslo. NR-notat SAMBA/12/14. pp 30. 2014.

    Neef, Linda Reiersølmoen; Lenkoski, Alex; Løland, Anders. Model for Detecting Soft Fraud in Travel Insurance Claims: Technical Documentation. Norsk Regnesentral, Oslo. NR-notat SAMBA/56/14. pp 19. 2014.

    Neef, Linda Reiersølmoen; Lenkoski, Alex; Løland, Anders. Calculation of Probabilities for Soft Fraud in Travel Insurance Claims. Norsk Regnesentral, Oslo. NR-notat SAMBA/28/14. pp 11. 2014.

    Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Lecture notes on Bayesian inference. Norsk Regnesentral, . NR-notat SAMBA/43/14. pp 82. 2014.

    Editorials

    2016

    Lenkoski, Alex; Thorarinsdottir, Thordis Linda. Comments on: Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. Journal of The Royal Statistical Society Series B-statistical Methodology (ISSN 1369-7412). 78(3) pp 548. 2016.

Postadresse:
Norsk Regnesentral
Postboks 114 Blindern
0314 Oslo
Besøksadresse:
Norsk Regnesentral
Gaustadalleen 23a
Kristen Nygaards hus
0373 Oslo
Tlf:
(+47) 22 85 25 00
Adresse Hvordan komme til NR
Sosiale media Del på sosiale media
Personvernerklæring Personvernerklæring
Postadresse: Norsk Regnesentral, Postboks 114 Blindern, 0314 Oslo
Besøksadresse: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, 0373 Oslo
Tlf: (+47) 22 85 25 00
AdresseHvordan komme til NR