79 citations · 141 across the 7 of their papers we have counts for
7 papers
Some properties of Euler capital allocation
Lars Holden
The paper discusses capital allocation using the Euler formula and focuses on the risk measures Value-at-Risk (VaR) and Expected shortfall (ES). Some new results connected to this…
Multiple Model-Free Knockoffs
Lars Holden, Kristoffer Hellton
Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to contr…
The two subset recurrent property of Markov chains
Lars Holden
This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far awa…
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…
The Genomic HyperBrowser: inferential genomics at the sequence level
Geir K. Sandve, Sveinung Gundersen, Halfdan Rydbeck +11
The immense increase in the generation of genomic scale data poses an unmet analytical challenge, due to a lack of established methodology with the required flexibility and power.…
Adaptive independent Metropolis--Hastings
Lars Holden, Ragnar Hauge, Marit Holden
We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension…