Bakgrunn og aktiviteter
Research interests
My research interests are spatio-temporal statistics and computational statistics, often applied to the Earth sciences. We have a research project on Uncertainty in Reservoir Evaluation (https://wiki.math.ntnu.no/ure).
I also work on value of information analysis in this context of spatio-temporal applications. Here is our book on 'Value of Information in the Earth Sciences' (http://www.cambridge.org/9781107040267), published by Cambridge University Press. (Runner up publication award by the Decision analysis society at INFORMS, 2017.)
I am associate editor of 'Mathematical geosciences' and 'Statistics and computing'.
PhD students (statistics): Michael Gineste, Jacob Skauvold, Jacopo Paglia
Connected PhD students (external departments): Trygve Fossum, Veena Vezhapparambu, Hanne Siri Heglum, Gunhild Berget
Former PhD students: Erlend Aune (now Amedia), Gabriele Martinelli (now Thomson Reuters), Javad Rezaie (now GE), Marie Lilleborge (now Cancer Registry Norway)
Study programs and education
I am currently leading the study program for Physics and Mathematics (https://www.ntnu.no/studier/mtfyma) at NTNU and member of the Industrial Mathematics board (https://www.ntnu.no/studier/mtfyma/industriell_matematikk).
Project and master thesis topics.
Background
- MSc in applied mathematics at the University of Oslo (1997) and PhD at NTNU (2003).
- Industry experience from the Norwegian Defense Research Establishment and Statoil.
- Visitor Stanford University 2001-02, Duke University and the Statistical and Applied Mathematical Sciences Institute, North Carolina in 2009-10, and Stanford University in 2014-15.
Vitenskapelig, faglig og kunstnerisk arbeid
Viser et utvalg av aktivitet. Se alle publikasjoner i databasen
2017
- (2017) Simulation-Regression Approximations for Value of Information Analysis of Geophysical Data. Mathematical Geosciences. vol. 49 (4).
- (2017) The value of information for correlated GLMs. Journal of Statistical Planning and Inference. vol. 180.
- (2017) Data assimilation for a geological process model using the ensemble Kalman filter. Basin Research.
- (2017) Value of information analysis of snow measurements for the scheduling of hydropower production. Energy Systems, Springer Verlag.
2016
- (2016) A Fused Lasso Approach to Nonstationary Spatial Covariance Estimation. Journal of Agricultural Biological and Environmental Statistics. vol. 21 (3).
- (2016) A skewed unscented Kalman filter. International Journal of Control. vol. 89 (12).
- (2016) A parametric model for seismic wavelets-with estimation and uncertainty quantification. Geophysical Journal International. vol. 205 (2).
2015
- (2015) Value of Information in the Earth Sciences. Cambridge University Press. 2015. ISBN 978-1-107-04026-7.
- (2015) Efficient designs for Bayesian networks with sub-tree bounds. Statistics and computing. vol. 27 (2).
- (2015) Information Gathering in Bayesian Networks Applied to Petroleum Prospecting. Mathematical Geosciences. vol. 48 (3).
2014
- (2014) Parameter estimation in high dimensional Gaussian distributions. Statistics and computing. vol. 24 (2).
- (2014) Estimation and prediction in spatial models with block composite likelihoods. Journal of Computational And Graphical Statistics. vol. 23 (2).
- (2014) Dynamic exploration designs for graphical models using clustering with applications to petroleum exploration. Knowledge-Based Systems. vol. 58.
- (2014) Strategies for Petroleum Exploration on the Basis of Bayesian Networks: A Case Study. SPE Journal. vol. 19 (4).
- (2014) Kalman filter variants in the closed skew normal setting. Computational Statistics & Data Analysis. vol. 75.
- (2014) Value of information analysis and Bayesian inversion for closed skew-normal distributions: Applications to seismic amplitude variation with offset data. Geophysics. vol. 79 (4).
2013
- (2013) Iterative numerical methods for sampling from high dimensional Gaussian distributions. Statistics and computing. vol. 23 (4).
- (2013) Three-dimensional non-stationary and non-linear isotropic AVA inversion. Geophysical Journal International. vol. 194 (2).
- (2013) The value of information in portfolio problems with dependent projects. Decision Analysis. vol. 10 (4).
- (2013) The Value of Information in Mineral Exploration Within a Multi-Gaussian Framework. Mathematical Geosciences. vol. 45 (7).
- (2013) Dynamic decision making for graphical models applied to oil exploration. European Journal of Operational Research. vol. 230 (3).
- (2013) Building Bayesian networks from basin modeling scenarios for improved geological decision making. Petroleum Geoscience. vol. 19 (3).
2012
- (2012) Approximate Bayesian inference for large spatial datasets using predictive process models. Computational Statistics & Data Analysis. vol. 56 (6).
- (2012) Shrinked (1-alpha) ensemble Kalman filter and alpha Gaussian mixture filter. Computational Geosciences. vol. 16 (3).
2011
- (2011) Positioning and position error of petroleum wells. Journal of Geodetic Science. vol. 1 (2).
- (2011) Approximate Bayesian inference in spatial GLMM with skew normal latent variables. Computational Statistics & Data Analysis. vol. 55 (4).
- (2011) Bayesian networks for prospect analysis in the North Sea. American Association of Petroleum Geologists Bulletin. vol. 95 (8).
- (2011) A class of covariate-dependent spatiotemporal covariance functions for the analysis of daily ozone concentration. Annals of Applied Statistics. vol. 5 (4).
2010
- (2010) The Value of Information in Spatial Decision Making. Mathematical Geosciences. vol. 42 (2).
- (2010) Analysis of prior models for a blocky inversion of seismic AVA data. Geophysics. vol. 75 (3).
2009
- (2009) Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models. Scandinavian Journal of Statistics. vol. 36 (1).
- (2009) Local and Spatial Joint Frequency Uncertainty and its Application to Rock Mass Characterisation. Rock Mechanics and Rock Engineering. vol. 42 (4).
2008
2006
- (2006) Positioning drill-bit and look-ahead events using seismic traveltime data. Geophysics. vol. 71 (4).
- (2006) On directional Metropolis-Hastings algorithms. Statistics and computing. vol. 16 (1).
2004
- (2004) Stochastic reservoir characterization using prestack seismic data. Geophysics. vol. 69.
- (2004) Estimation of geological attributes from a well log: An application of hidden Markov chains. Mathematical Geology. vol. 36.
- (2004) On the use of local optimizations within Metropolis-Hastings updates. Journal of The Royal Statistical Society Series B-statistical Methodology. vol. 66.