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Publication profile

Publication profile

Alex Lenkoski

Alex, Lenkoski
Name: Alex Lenkoski
Title: Sjefsforsker / Chief Research Scientist
Phone: (+47) 22852559 Mob: 45772349
Email: lenkoski [at] nr [dot] no
Scientific areas: Hierarchical bayesian modeling, Model uncertainty, Forecasting, Economics, finance and energy markets
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Academic article
2020
Lenkoski, Alex; Aanes, Fredrik Lohne. Sovereign risk indices and bayesian theory averaging. Econometrics (ISSN 2225-1146). 8(2) doi: 10.3390/econometrics8020022. 2020.
Heinrich, Claudio Constantin; Hellton, Kristoffer Herland; Lenkoski, Alex; Thorarinsdottir, Thordis Linda. Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts. Journal of the American Statistical Association (ISSN 0162-1459). doi: 10.1080/01621459.2020.1769634. 2020.
2019
Schuhen, Nina; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Rapid adjustment and post-processing of temperature forecast trajectories. Quarterly Journal of the Royal Meteorological Society (ISSN 0035-9009). doi: 10.1002/qj.3718. 2019.
Kourtellos, Andros; Lenkoski, Alex; Petrou, Kyriakos. Measuring the strength of the theories of government size. Empirical Economics (ISSN 0377-7332). pp 1-38. doi: 10.1007/s00181-019-01718-0. 2019.
2018
Uhler, Caroline; Lenkoski, Alex; Richards, Donald. Exact formulas for the normalizing constants of wishart distributions for graphical models. Annals of Statistics (ISSN 0090-5364). 46(1) pp 90-118. doi: 10.1214/17-AOS1543. 2018.
2015
Dyrrdal, Anita Verpe; Lenkoski, Alex; Thorarinsdottir, Thordis Linda; Stordal, Frode. Bayesian hierarchical modeling of extreme hourly precipitation in Norway. Environmetrics (ISSN 1180-4009). 26(2) pp 89-106. doi: 10.1002/env.2301. 2015. Fulltekst
Bachl, Fabian; Lenkoski, Alex; Thorarinsdottir, Thordis Linda; Garbe, Christoph S.. Bayesian motion estimation for dust aerosols. Annals of Applied Statistics (ISSN 1932-6157). 9(3) pp 1298-1327. doi: 10.1214/15-AOAS835. 2015.
Didden, Eva-Maria; Thorarinsdottir, Thordis Linda; Lenkoski, Alex; Schnörr, Christoph. Shape from texture using locally scaled point processes. Image Analysis and Stereology (ISSN 1580-3139). 34(3) pp 161-170. doi: 10.5566/ias.1078. 2015.
2014
Hinne, Max; Lenkoski, Alex; Heskes, Tom; van Gerven, Marcel. Efficient sampling of Gaussian graphical models using conditional Bayes factors. Stat (ISSN 2049-1573). 3(1) pp 326-336. doi: 10.1002/sta4.66. 2014. Fulltekst
Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E.. Two-Stage Bayesian Model Averaging in Endogenous Variable Models. Econometric Reviews (ISSN 0747-4938). 33(1-4) pp 122-151. doi: 10.1080/07474938.2013.807150. 2014. Fulltekst
2013
Möller, Annette; Lenkoski, Alex; Thorarinsdottir, Thordis Linda. Multivariate probabilistic forecasting using Bayesian model averaging and copulas. Quarterly Journal of the Royal Meteorological Society (ISSN 0035-9009). 139(673) pp 982-991. doi: 10.1002/qj.2009. 2013.
Lenkoski, Alex. A Direct Sampler for G-Wishart Variates. Stat (ISSN 2049-1573). 2(1) pp 119-128. doi: 10.1002/sta4.23. 2013.
2012
Cheng, Yuan; Lenkoski, Alex. Hierarchical Gaussian graphical models: Beyond reversible jump. Electronic Journal of Statistics (ISSN 1935-7524). 6 pp 2309-2331. doi: 10.1214/12-EJS746. 2012.
Academic lecture
2019
Schuhen, Nina; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Rapid Adjustment of Forecast Trajectories: improving short-term forecast skill through statistical post-processing. European Geosciences Union General Assembly; Wien, 4/7/2019 - 4/12/2019. Omtale
Schuhen, Nina; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Rapid adjustment of weather forecast trajectories. Big Insight Lunch Meeting; Norsk Regnesentral, 5/8/2019.
Steinbakk, Gunnhildur Högnadóttir; Lenkoski, Alex; Løland, Anders; Huseby, Ragnar Bang. Using published bid/ask curves to error dress spot electricity prices. Det 20. norske statistikermøtet, 6/18/2019 - 6/20/2019.
2018
Schuhen, Nina; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Improving forecasts through rapid updating of temperature trajectories and statistical post-processing. European Geosciences Union General Assembly; Wien, 4/8/2018 - 4/13/2018.
Thorarinsdottir, Thordis Linda; Heinrich, Claudio Constantin; Lenkoski, Alex; Kolstad, Erik Wilhelm; Paasche, Øyvind. Varsling av vær og klima i maskinlæringens tid. Hvor gode kan sesongvarslene bli? Kraftverkshydrologi og miljøforhold, 11/20/2018 - 11/21/2018.
Thorarinsdottir, Thordis Linda; Lenkoski, Alex; Hellton, Kristoffer Herland; Steinbakk, Gunnhildur Högnadóttir; Dyrrdal, Anita Verpe; Stordal, Frode; Schlichting, Lena; Engeland, Kolbjørn. On developing general and efficient inference algorithms for complicated hierarchical models. 13th German Probability and Statistics Days; Freiburg, 2/28/2018.
2017
Løland, Anders; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Probabilistic Forecasting of Temporal Trajectories of Regional Power Production. Forecasting and Risk Management for Renewable Energy; University Paris Diderot, Paris, 7/7/2017 - 7/9/2017.
2016
Løland, Anders; Lenkoski, Alex; Huseby, Ragnar Bang; Steinbakk, Gunnhildur Högnadóttir; Øigård, Tor Arne. Error Dressing Published Bid/Ask Curves and Predictive Distributions of the Nord Pool System Spot Price. FlomQ – Workshop om flomestimering – Morgendagens teknologi; Trondheim, 5/24/2016 - 5/25/2016.
Thorarinsdottir, Thordis Linda; Steinbakk, Gunnhildur Högnadóttir; Engeland, Kolbjørn; Lenkoski, Alex; Schlichting, Lena. Regional flood frequency analysis for Norway. Karlsruhe Insitute of Technology Stochastics Seminar, 5/17/2016.
Thorarinsdottir, Thordis Linda; Steinbakk, Gunnhildur Högnadóttir; Engeland, Kolbjørn; Lenkoski, Alex; Schlichting, Lena. Regional flood frequency analysis for Norway. University of Exeter Statistics Seminar, 5/12/2016.
2014
Løland, Anders; Lenkoski, Alex; Hobæk Haff, Ingrid; Neef, Linda Reiersølmoen. Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims. The 2014 International Conference of the Royal Statistical Society; Sheffield, 9/1/2014 - 9/4/2014.
2013
Thorarinsdottir, Thordis Linda; Didden, Eva-Maria; Lenkoski, Alex. Geometric analysis of textured 3D scenes via locally scaled point processes. Joint Statistical Meeting; Montreal, 8/3/2013 - 8/8/2013.
Thorarinsdottir, Thordis Linda; Didden, Eva-Maria; Lenkoski, Alex. Efficient framework for Bayesian inference in locally scaled point processes. 11th European Congress of Stereology and Image Analysis; Kaiserslautern, 7/8/2013 - 7/12/2013.
Lenkoski, Alex. A Direct Sampler for G-Wishart Variates. Computational and Financial Economics 2013; London, 12/14/2013 - 12/16/2013.
Lenkoski, Alex. A Direct Sampler for G-Wishart Variates. European Seminar on Bayesian Econometrics 2013; Oslo, 8/22/2013 - 8/24/2013.
Lecture
2021
Scheuerer, Michael; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. The Climate Futures Center for Research-based Innovation. Statkraft knowledge session; Oslo, 11/11/2021.
2016
Thorarinsdottir, Thordis Linda; Steinbakk, Gunnhildur Högnadóttir; Engeland, Kolbjørn; Schlichting, Lena; Lenkoski, Alex. Flomfrekvensanalyse for umålte felt. FlomQ workshop on flomestimering; Trondheim, 5/23/2016.
Report
2021
Huseby, Ragnar Bang; Løland, Anders; Lenkoski, Alex. StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with assessment of uncertainty. Norsk Regnesentral. NR-notat SAMBA/29/21. pp 28. 2021.
2020
Thorarinsdottir, Thordis Linda; Schuhen, Nina; Lenkoski, Alex. Trajectory adjustment of lagged seasonal forecast ensembles. Norsk Regnesentral. NR-notat SAMBA/19/20. pp 13. 2020.
2019
Skuland, Kristoffer; Heinrich, Claudio Constantin; Lenkoski, Alex; Thorarinsdottir, Thordis Linda. Stratospheric events and long-range Scandinavian winter surface temperature forecasts. Norsk Regnesentral. NR-notat SAMBA/21/19. pp 33. 2019.
2016
Lenkoski, Alex; Løland, Anders; Steinbakk, Gunnhildur Högnadóttir. A time series model of frequency deviations. Norsk Regnesentral. NR-notat SAMBA/40/16. pp 53. 2016.
Steinbakk, Gunnhildur Högnadóttir; Lenkoski, Alex; Løland, Anders. What explains the frequency deviation? Norsk Regnesentral. NR-notat SAMBA/26/16. pp 202. 2016.
2015
Lenkoski, Alex; Hobæk Haff, Ingrid; Aas, Kjersti. A DLM for Predicting the Return of a Portfolio. Norsk Regnesentral. NR-notat SAMBA/26/15. pp 41. 2015.
Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.5. Norsk Regnesentral. NR-notat SAMBA/21/15. pp 56. 2015.
Lenkoski, Alex; Løland, Anders; Hobæk Haff, Ingrid; Neef, Linda Reiersølmoen. Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims. Norsk Regnesentral. NR-notat SAMBA/41/15. pp 25. 2015.
2014
Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.0. Norsk Regnesentral. NR-notat SAMBA/42/14. pp 58. 2014.
Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot - Short Term forecasts of Demand, Renewable Production and Spot Price - Version 8.0. Norsk Regnesentral. NR-notat SAMBA/18/14. pp 47. 2014.
Thorarinsdottir, Thordis Linda; Lenkoski, Alex. Lecture notes on Bayesian inference. Norsk Regnesentral. NR-notat SAMBA/43/14. pp 82. 2014.
Neef, Linda Reiersølmoen; Lenkoski, Alex; Løland, Anders. Model for Detecting Soft Fraud in Travel Insurance Claims: Technical Documentation. Norsk Regnesentral. NR-notat SAMBA/56/14. pp 19. 2014.
Neef, Linda Reiersølmoen; Lenkoski, Alex; Løland, Anders. Calculation of Probabilities for Soft Fraud in Travel Insurance Claims. Norsk Regnesentral. NR-notat SAMBA/28/14. pp 11. 2014.
Lenkoski, Alex; Aas, Kjersti. A GARCH-NIG-Copula Model for Portfolio Optimization. Norsk Regnesentral. NR-notat SAMBA/50/14. pp 45. 2014.
Lenkoski, Alex; Haugen, Marion. A Hedonic Forecasting System for Airbnb Bookings. Norsk Regnesentral. NR-notat SAMBA/12/14. pp 30. 2014.
Huseby, Ragnar Bang; Løland, Anders; Haugen, Marion; Steinbakk, Gunnhildur Högnadóttir; Ferkingstad, Egil; Thorarinsdottir, Thordis Linda; Lenkoski, Alex. StfSpot - Short Term forecasts of Demand and Spot Price - Version 7.0. Norsk Regnesentral. NR-notat SAMBA/05/14. pp 54. 2014.
Editorial
2016
Lenkoski, Alex; Thorarinsdottir, Thordis Linda. Comments on: Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. Journal of The Royal Statistical Society Series B-statistical Methodology (ISSN 1369-7412). 78(3) pp 548. 2016.
Interview
2021
Lenkoski, Alex. Vinteren blir mild og strømmen blir dyr. 2021. Dagbladet [Avis] 11/24/2021.
Postal address:
Norsk Regnesentral/
Norwegian Computing Center
P.O. Box 114 Blindern
NO-0314 Oslo
Norway
Visit address:
Norsk Regnesentral
Gaustadalleen 23a
Kristen Nygaards hus
NO-0373 Oslo.
Phone:
(+47) 22 85 25 00
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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR