I am a professor of computational statistics in the MATH department at University of Copenhagen. I cofounded Copenhagen Causality Lab and do research at the intersection of AI and statistics. My main interest is to automatize learning of causal explanations from data. I use techniques from Bayesian networks, stochastic processes, predictive modeling and machine learning to discover causal structures and achieve explainable, robust and transportable AI.
PhD in Statistics, 2004
University of Copenhagen
MSc in Mathematics, 2000
University of Copenhagen
Oracle inequalities for multivariate Hawkes processes and other point processes using $ℓ_1$-penalized estimation.
An algorithm for and implementation of sparse group lasso optimization with applications to multinomial sparse group lasso classification.
We consider local alignments without gaps of two independent Markov chains from a finite alphabet, and we derive sufficient conditions for the number of essentially different local alignments with a score exceeding a high threshold to be asymptotically Poisson distributed.