Background and activities
My research interests are spatio-temporal statistics and computational statistics, often applied to the Earth sciences. Research projects:
- Center for Geophysical Forecasting (SFI -CGF) (https://www.ntnu.edu/cgf)
- Geophysics and Applied Mathematics in Exploration and Safe production (https://wiki.math.ntnu.no/games/home)
- Maritime Autonomous Sampling and Control (https://wiki.math.ntnu.no/mascot)
I am also taking part in the GEOPARD project on data assimilation in geological models, the Havvarsel project working on ocenographic data assimilation and the ML4ITS project working on machine learning for irregular time series data.
Along with methods for parameter estimation, prediction and data assimilation, I 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'.
(external departments): Gunhild Berget
Former PhD students: Erlend Aune, Gabriele Martinelli, Javad Rezaie, Marie Lilleborge, Jacob Skauvold, Jacopo Paglia, Michael Gineste.
I have supervised 45 MSc students.
Study programs and education
I am active in 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).
- 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.
Scientific, academic and artistic work
Displaying a selection of activities. See all publications in the database
- (2021) Assessing the value of seismic monitoring of CO2 storage using simulations and statistical analysis. International Journal of Greenhouse Gas Control. vol. 105.
- (2021) Using an autonomous underwater vehicle with onboard stochastic advection-diffusion models to map excursion sets of environmental variables. Environmetrics.
- (2021) Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling. Annals of Applied Statistics. vol. 15 (2).
- (2021) Batch seismic inversion using the iterative ensemble Kalman smoother. Computational Geosciences.
- (2021) Inference in cylindrical models having latent Markovian classes - with an application to ocean current data. Spatial Statistics. vol. 41.
- (2021) Value of information of in-situ inspections of mooring lines. Proceedings of the Institution of Mechanical Engineers. Part O, Journal of risk and reliability.
- (2021) Efficient spatial designs using Hausdorff distances and Bayesian optimization. Scandinavian Journal of Statistics.
- (2020) Ensemble-based seismic inversion for a stratified medium. Geophysics. vol. 85 (1).
- (2020) Value of information analysis for complex simulator models: Application to wind farm maintenance. Decision Analysis. vol. 17 (2).
- (2020) Workflow for Sensitivity Analysis and Decision Making on the Lower Limit of the Mud-Weight Window in an Overpressured Formation. SPE Journal. vol. 25 (6).
- (2019) Value of information analysis for subsurface energy resources applications. Applied Energy. vol. 252.
- (2019) Value of information of time-lapse seismic data by simulation-regression: comparison with double-loop Monte Carlo. Computational Geosciences. vol. 23 (5).
- (2019) Toward adaptive robotic sampling of phytoplankton in the coastal ocean. Science robotics. vol. 4 (27).
- (2019) Compact models for adaptive sampling in marine robotics. The international journal of robotics research. vol. 39 (1).
- (2019) Parametric spatial covariance models in the ensemble Kalman filter. Spatial Statistics. vol. 29.
- (2019) A revised implicit equal-weights particle filter. Quarterly Journal of the Royal Meteorological Society. vol. 145 (721).
- (2018) Sequential information gathering schemes for spatial risk and decision analysis applications. Stochastic environmental research and risk assessment (Print). vol. 32 (4).
- (2018) Information-driven robotic sampling in the coastal ocean. Journal of Field Robotics (JFR). vol. 35 (7).
- (2018) Statistical modeling for real-time pore pressure prediction from predrill analysis and well logs. Geophysics. vol. 84 (2).
- (2018) Rock Classification Using Multivariate Analysis of Measurement While Drilling Data: Towards a Better Sampling Strategy. Minerals. vol. 8 (9).
- (2018) Data assimilation for a geological process model using the ensemble Kalman filter. Basin Research. vol. 30 (4).
- (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) Value of information analysis of snow measurements for the scheduling of hydropower production. Energy Systems, Springer Verlag. vol. 10 (1).
- (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) 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) 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 (JCGS). 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) 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) 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) 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) 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) 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).
- (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) 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.