3 citations · 3 across the 4 of their papers we have counts for
4 papers
An Ensemble Information Filter: Learning and Encoding Sparse Structures in Ensemble Kalman Methods
Berent Ånund Strømnes Lunde
Ensemble-based Data Assimilation faces significant challenges in high-dimensional systems due to spurious correlations and ensemble collapse. We propose the Ensemble Information Fi…
GraphSPME: Markov Precision Matrix Estimation and Asymptotic Stein-Type Shrinkage
Berent Ånund Strømnes Lunde, Feda Curic, Sondre Sortland
GraphSPME is an open source Python, R and C++ header-only package implement-ing non-parametric sparse precision matrix estimation along with asymptotic Stein-type shrinkage estimat…
agtboost: Adaptive and Automatic Gradient Tree Boosting Computations
Berent Ånund Strømnes Lunde, Tore Selland Kleppe
agtboost is an R package implementing fast gradient tree boosting computations in a manner similar to other established frameworks such as xgboost and LightGBM, but with significan…
An information criterion for automatic gradient tree boosting
Berent Ånund Strømnes Lunde, Tore Selland Kleppe, Hans Julius Skaug
An information theoretic approach to learning the complexity of classification and regression trees and the number of trees in gradient tree boosting is proposed. The optimism (tes…