79 citations · 274 across the 8 of their papers we have counts for
8 papers
Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA
Egil Ferkingstad, Leonhard Held, Håvard Rue
Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general, and computa…
A Bayesian hierarchical model for monthly maxima of instantaneous flow
Egil Ferkingstad, Oli Pall Geirsson, Birgir Hrafnkelsson +2
We propose a comprehensive Bayesian hierarchical model for monthly maxima of instantaneous flow in river catchments. The Gumbel distribution is used as the probabilistic model for…
Improving the INLA approach for approximate Bayesian inference for latent Gaussian models
Egil Ferkingstad, Håvard Rue
We introduce a new copula-based correction for generalized linear mixed models (GLMMs) within the integrated nested Laplace approximation (INLA) approach for approximate Bayesian i…
Coping with area price risk in electricity markets: Forecasting Contracts for Difference in the Nordic power market
Egil Ferkingstad, Anders Løland
Contracts for Difference (CfDs) are forwards on the spread between an area price and the system price. Together with the system price forwards, these products are used to hedge the…
Monte Carlo Null Models for Genomic Data
Egil Ferkingstad, Lars Holden, Geir Kjetil Sandve
As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes…
Causal modeling and inference for electricity markets
Egil Ferkingstad, Anders Løland, Mathilde Wilhelmsen
How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined…