Lukas Arnroth

ORCID: 0000-0002-8567-5116
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About
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Research Areas
  • Statistical Methods and Inference
  • Bayesian Methods and Mixture Models
  • Statistical Distribution Estimation and Applications
  • Advanced Statistical Methods and Models
  • Statistical Methods in Clinical Trials
  • Statistical Methods and Bayesian Inference
  • Neural Networks and Applications
  • Risk and Portfolio Optimization
  • Fault Detection and Control Systems
  • Religion, Society, and Development
  • Electromagnetic Scattering and Analysis
  • Tensor decomposition and applications
  • Control Systems and Identification
  • Matrix Theory and Algorithms
  • Religious Education and Schools
  • Gene expression and cancer classification
  • Machine Learning and Data Classification
  • Gaussian Processes and Bayesian Inference
  • International Development and Aid

Uppsala University
2019-2025

Composite quantile regression is based on the convex combination of single loss functions and enjoys many advantages over regression. The Bayesian extension finite mixture asymmetric Laplace densities. This article mainly aims to contribute theoretical justification composite from perspective density estimation. As such, we further show that distribution can be used for estimation in general. We obtain upper bounds rates convergence mixtures For mixtures, parametric rate up a logarithmic...

10.1080/03610926.2024.2438312 article EN cc-by Communication in Statistics- Theory and Methods 2025-01-05

Integrating spatial transcriptomics with antibody-based proteomics enables the investigation of biological regulation within intact tissue architecture. However, current approaches for multi-omics integration often depend on dimensionality reduction or autoencoders, which disregard context, limit interpretability, and face challenges scalability. To address these limitations, we developed INLAomics, a multivariate hierarchical Bayesian framework that models protein abundance in sections by...

10.1101/2025.05.02.651831 preprint EN cc-by-nc 2025-05-08

Abstract $$L^p$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>L</mml:mi><mml:mi>p</mml:mi></mml:msup></mml:math> -quantiles are a class of generalized quantiles defined as minimizers an asymmetric power function. They include both quantiles, $$p=1$$ xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:math> , and expectiles, $$p=2$$...

10.1007/s00184-024-00950-8 article EN cc-by Metrika 2024-02-21

Bayesian quantile regression generally relies on the asymmetric Laplace distribution (ALD) as error distribution. We consider methods for Lp-quantile based skewed exponential power (SEPD). Both and frequentist estimation procedures are outlined compared with previous work SEPD. find that our proposed greatly outperform a method in terms of estimation. Further, standard regression, we perform better root mean square (RMSE). Empirical evidence statistical properties models is provided through...

10.1080/03610918.2023.2224945 article EN cc-by Communications in Statistics - Simulation and Computation 2023-06-25

Clinical trials involving multiple time-to-event outcomes are increasingly common. In this paper, permutation tests for testing group differences in multivariate data proposed. Unlike other two-sample survival data, the proposed attain nominal type I error rate. A simulation study shows that outperform their competitors when degree of censored observations is sufficiently high. When censoring low, it seen naive such as Hotelling's T2 tailored to data. Computational and practical aspects...

10.1002/pst.1938 article EN Pharmaceutical Statistics 2019-03-26

[[EQUATION]] -quantiles are a class of generalized quantiles defined as minimizers an asymmetric power function. This paper is the first to study composite -quantile regression, where Bayesian approach considered. The proposed method shown outperform quantile regression in most aspects.

10.2139/ssrn.4246819 article EN SSRN Electronic Journal 2022-01-01

Linear mixed models are standard to analyze repeated measures or longitudinal data under the assumption of normality for random components in model. Although often used both frequentist and Bayesian inference, their evaluation from robustness perspective has not received as much attention inference frequentist. The aim this study is evaluate tests normality. We use a general class exponential power distributions, EPD, particularly focus on testing fixed effects models. EPD contains light...

10.1080/03610926.2021.1906432 article EN cc-by-nc-nd Communication in Statistics- Theory and Methods 2021-04-14

Tests based on Neyman's C(α) approach are proposed for the shape parameter of exponential power distribution (EPD). Earlier work maximum likelihood estimators EPD shows that asymptotic normality is hard to establish under classic regularity conditions due a discontinuity in its density functions and non-dominated third derivatives. Nevertheless, local optimality test can be established via Le Cam's differentiability quadratic mean, with alternatives order n−1/2. We mainly focus setting null...

10.1080/00949655.2021.2007919 article EN cc-by-nc-nd Journal of Statistical Computation and Simulation 2021-11-30
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