AL
Alex Lenkoski
stat.APstat.MEstat.COBayesian Model AveragingCAR modelCovariance selectionCrops, Agriculturalcs.CVDirichlet processEndogeneity
On Valency
published · living versionsW_hzrran67·v1 · currentpublished
Multivariate probabilistic forecasting using Bayesian model averaging and copulas
with Annette Möller, Thordis L. Thorarinsdottir
1 version
Preprints & journals
28 papers in the corpus · 2010–2026Dynamic factor and double PCA models for partially observed survival curves: Forecasting demand in short-term rental markets2609.31190v1 · Marthe Elisabeth Aastveit, Alex Lenkoski, Thordis Thorarinsdottir2026 · 0 citationsarXiv
Short-term rental market occupancy - daily time series for 2017-2022 on 500 markets worldwide2609.27445v1 · Marthe Elisabeth Aastveit, Andreas Buschermohle, Alex Lenkoski et al.2026 · 0 citationsarXiv
A multi-environment dataset consisting of official field trials for three major crops in the Nordic countries.42637792 · Aasen, Nora R, Herrera-Foessel, Sybil A, Vandeskog, Silius M et al.2026 · 1 citationScientific data. 2026;13(1)
Simulation and evaluation of local daily temperature and precipitation series derived by stochastic downscaling of ERA5 reanalysis2507.01692v2 · Silius M. Vandeskog, Thordis L. Thorarinsdottir, Alex Lenkoski2025 · 0 citationsHydrol. Earth Syst. Sci., 30, 3875-3901 (2026)
Combining predictive distributions for time-to-event outcomes in meteorology2503.19534v1 · C'eline Cunen, Thea Roksv\aag, Claudio Heinrich-Mertsching et al.2025 · 0 citationsarXiv
Gaussian copula modeling of extreme cold and weak-wind events over Europe conditioned on winter weather regimes2209.12556v4 · Paulina Tedesco, Alex Lenkoski, Hannah C. Bloomfield et al.2022 · 26 citationsarXiv
Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods2201.01121v1 · Thea Roksv\aag, Alex Lenkoski, Michael Scheuerer et al.2022 · 2 citationsarXiv
Sovereign Risk Indices and Bayesian Theory Averaging1910.06596v1 · Alex Lenkoski, Fredrik Lohne Aanes2019 · 2 citationsarXiv
Multivariate postprocessing methods for high-dimensional seasonal weather forecasts1907.09716v2 · Claudio Heinrich, Kristoffer H. Hellton, Alex Lenkoski et al.2019 · 14 citationsarXiv
Probabilistic Forecasting of Temporal Trajectories of Regional Power Production - Part 1: Wind1903.01186v1 · Thordis Thorarinsdottir, Anders L\oland, Alex Lenkoski2019 · 1 citationarXiv
Probabilistic Forecasting of Temporal Trajectories of Regional Power Production - Part 2: Photovoltaic Solar1903.01188v1 · Thordis Thorarinsdottir, Anders L\oland, Alex Lenkoski2019 · 1 citationarXiv
Using published bid/ask curves to error dress spot electricity price forecasts1812.02433v1 · Gunnhildur H. Steinbakk, Alex Lenkoski, Ragnar Bang Huseby et al.2018 · 0 citationsarXiv
Spatially adaptive, Bayesian estimation for probabilistic temperature forecasts1507.05066v3 · Annette Moller, Thordis L. Thorarinsdottir, Alex Lenkoski et al.2015 · 4 citationsarXiv
Efficient sampling of Gaussian graphical models using conditional Bayes factors1409.2676v1 · Max Hinne, Alex Lenkoski, Tom Heskes et al.2014 · 12 citationsarXiv
Exact formulas for the normalizing constants of Wishart distributions for graphical models1406.4901v2 · Caroline Uhler, Alex Lenkoski, Donald Richards2014 · 36 citationsarXiv
Two-Stage Bayesian Model Averaging in Endogenous Variable Models.24223471 · Lenkoski, Alex, Eicher, Theo S, Raftery, Adrian E2021 · 47 citationsEconometric reviews. 2014;33(1-4)
Shape from Texture using Locally Scaled Point Processes1311.7401v1 · Eva-Maria Didden, Thordis Linda Thorarinsdottir, Alex Lenkoski et al.2013 · 2 citationsarXiv
Bayesian hierarchical modeling of extreme hourly precipitation in Norway1309.6111v2 · Anita V. Dyrrdal, Alex Lenkoski, Thordis L. Thorarinsdottir et al.2013 · 101 citationsarXiv
Bayesian Motion Estimation for Dust Aerosols1308.0469v2 · Fabian E. Bachl, Alex Lenkoski, Thordis L. Thorarinsdottir et al.2013 · 0 citationsarXiv
A Direct Sampler for G-Wishart Variates1304.1350v1 · Alex Lenkoski2013 · 69 citationsarXiv
A Multivariate Graphical Stochastic Volatility Model1205.2746v1 · Yuan Cheng, Alex Lenkoski2012 · 0 citationsarXiv
Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment1205.2501v1 · Alexander Jordan, Alex Lenkoski2012 · 5 citationsarXiv
Instrumental Variable Bayesian Model Averaging via Conditional Bayes Factors1202.5846v3 · Anna Karl, Alex Lenkoski2012 · 25 citationsarXiv
Multivariate probabilistic forecasting using Bayesian model averaging and copulas1202.3956v1 · Annette Moller, Alex Lenkoski, Thordis L. Thorarinsdottir2012 · 131 citationsarXivon Valency
Repeat surgery after lumbar decompression for herniated disc: the quality implications of hospital and surgeon variation.22193055 · Martin, Brook I, Mirza, Sohail K, Flum, David R et al.2012 · 88 citationsThe spine journal : official journal of the North American Spine Society. 2012;12(2):89-97
Copula Gaussian graphical models and their application to modeling functional disability data1108.1680v1 · Adrian Dobra, Alex Lenkoski2011 · 187 citationsAnnals of Applied Statistics 2011, Vol. 5, No. 2A, 969-993
Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data.26924867 · Dobra, Adrian, Lenkoski, Alex, Rodriguez, Abel2024 · 131 citationsJournal of the American Statistical Association. 2011;106(496):1418-1433
Sparse covariance estimation in heterogeneous samples.26925189 · Rodríguez, Abel, Lenkoski, Alex, Dobra, Adrian2020 · 48 citationsElectronic journal of statistics. 2011;5:981-1014
Career total: 58 works. 28 are in this corpus.
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