Biography

I am a senior consultant for Sonat at Equinor, an Adjunct Associate Professor in Statistics at The University of Bergen and a licensed actuary.

Research 🔭

My research interests include computational statistics, information theory, financial and actuarial mathematics, machine learning, and programming, while applications to problems with latent dynamics are especially interesting.

• See my UiB homepage for more details on everything research related.

Software 📱

Most of my software is open source on Github and tied to my research such as

• aGTBoost: Adaptive and automatic gradient boosting computations
• GraphSPME: High dimensional precision matrix estimation with a known graphical structure
• ensemble-information-filter: High dimensional data assimilation on Gaussian Markov Random Fieds

but there are exceptions:

• atomic-bouldering-progression: App for optimizing and logging training for climbing

Hobbies 🧗🏻🐕‍🦺🛶🏕️

I seek to go on more adventures into the wild. Preferably together with my wife and our eurasier dog Arya (chalk-bearer). I also enjoy climbing both indoors and outdoors while hammocking and in good company, and perhaps enjoy an easy kayak trip.

Blogging 💻

When I have time and energy to spare, about things I find interesting.

Fandom 🙏🏻

I am a huge fan of TMB, XGBoost and Rcpp.