Torkel Erhardsson

I am a researcher in the areas of probability theory, stochastic processes, and statistical inference. My research interests include (but are not limited to):

1. Bounds for distances between probability distributions, derived using Stein's method and couplings, and applications of such bounds to normal approximations and compound Poisson approximations, e.g. for the number of rare events in stochastic processes.
2. Bayesian inference, primarily nonparametric, and frequentist asymptotics for posterior distributions.
3. Autoregressive processes in higher dimensions, with random coefficients and random error terms.
4. Reciprocal chains and reciprocal random fields indexed by undirected graphs