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Torkel Erhardsson

Associate Professor, Docent

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

Publications

2023

Torkel Erhardsson (2023) Reciprocal properties of random fields on undirected graphs Journal of Applied Probability, Vol. 60, p. 781-796 (Article in journal) Continue to DOI

2021

Krzysztof Bartoszek, Torkel Erhardsson (2021) NORMAL APPROXIMATION FOR MIXTURES OF NORMAL DISTRIBUTIONS AND THE EVOLUTION OF PHENOTYPIC TRAITS Advances in Applied Probability, Vol. 53, p. 162-188 (Article in journal) Continue to DOI

2020

Torkel Erhardsson, Stefane Saize, Xiangfeng Yang (2020) Reciprocal Chains: Foundations IEEE Transactions on Automatic Control, Vol. 65, p. 4840-4845 (Article in journal) Continue to DOI

2014

Torkel Erhardsson (2014) Conditions for convergence of random coefficient AR(1) processes and perpetuities in higher dimensions Bernoulli, Vol. 20, p. 990-1005 (Article in journal) Continue to DOI

2008

Torkel Erhardsson (2008) Non-parametric Bayesian inference for integrals with respect to an unknown finite measure Scandinavian Journal of Statistics, Vol. 35, p. 369-384 (Article in journal) Continue to DOI

Organisation