Photo of Torkel Erhardsson

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




Torkel Erhardsson (2023) Reciprocal properties of random fields on undirected graphs Journal of Applied Probability Continue to DOI


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 Continue to DOI


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


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


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 Continue to DOI