Recent Publications

2026

Spatial self-confounding: Smoothness-related estimation bias in spatial regression models

Year: 2026+ | Journal: Biometrika | Authors: David Bolin, Jonas Wallin | DOI: 10.1093/biomet/asaf076

Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise

Year: 2026+ | Journal: Extremes | Authors: Zhongwei Zhang, David Bolin, Sebastian Engelke, Raphaël Huser | DOI: 10.1007/s10687-025-00517-4

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The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency

Year: 2026+ | Journal: Journal of Business & Economic Statistics | Authors: Junshu Jiang, Jordan Richards, Raphaël Huser, David Bolin | DOI: 10.1080/07350015.2025.2540080

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Markov properties of Gaussian random fields on compact metric graphs

Year: 2026 | Journal: Bernoulli | Authors: David Bolin, Alexandre B. Simas, Jonas Wallin | DOI: 10.3150/25-BEJ1853

Recent Publications

2026

Spatial self-confounding: Smoothness-related estimation bias in spatial regression models

Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise

The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency

Markov properties of Gaussian random fields on compact metric graphs

2025

Leveraging population information in brain connectivity via Bayesian ICA with a novel informative prior for correlation matrices

Efficient Modeling of Spatial Extremes over Large Geographical Domains

Robustness, model checking and latent Gaussian models

Linear cost and exponentially convergent approximation of Gaussian Matérn processes

New descriptors of connectivity-bottleneck effects improve understanding and prediction of diffusive transport in pore geometries

Enhanced spatial modeling on linear networks using Gaussian Whittle-Matérn fields

2024

Fitting latent non-Gaussian models using variational Bayes and Laplace approximations

Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts

Regularity and numerical approximation of fractional elliptic differential equations on compact metric graphs

A diffusion-based spatio-temporal extension of Gaussian Matérn fields

Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference

Gaussian Whittle–Matérn fields on metric graphs

2023

Controlling the flexibility of non-Gaussian processes through shrinkage priors

Template Independent Component Analysis with Spatial Priors for Accurate Subject-Level Brain Network Estimation and Inference

Exploring the Landscape Scale Influences of Tree Cover on Crop Yield in an Agroforestry Parkland Using Satellite Remote Sensing and Spatial Statistics

Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators

Local Scale Invariance and Robustness of Proper Scoring Rules

2022

The SPDE approach for Gaussian and non-Gaussian fields: 10 years and still running

Joint spatial modeling of significant wave height and wave period using the SPDE approach

Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces

Spatial Bayesian GLM on the cortical surface produces reliable task activations in individuals and groups

2021

Spatial 3D Matérn Priors for Fast Whole-Brain fMRI Analysis

Efficient methods for Gaussian Markov random fields under sparse linear constraints

Functional ANOVA modelling of pedestrian counts on streets in three European cities

Extreme Rainfall Events in the Northeastern United States Become More Frequent with Rising Temperatures, but Their Intensity Distribution Remains Stable

New Characterization Measures of Pore Shape and Connectivity Applied to Coatings used for Controlled Drug Release

Deformed SPDE models with an application to spatial modeling of significant wave height

2020

3D high spatial resolution visualisation and quantification of interconnectivity in polymer films

Linear mixed effects models for non-Gaussian continuous repeated measurement data

The Rational SPDE Approach for Gaussian Random Fields With General Smoothness

The COST IRACON Geometry-based Stochastic Channel Model for Vehicle-to-Vehicle Communication in Intersections

A Bayesian General Linear Modeling Approach to Cortical Surface fMRI Data Analysis

Multivariate type G Matérn stochastic partial differential equation random fields

Numerical solution of fractional elliptic stochastic PDEs with spatial white noise Open Access

2019

Statistical Modeling and Analysis of Big Data on Pedestrian Movement

Structure of Plot Systems and Economic Activity in Cities: Linking Plot Types to Retail and Food Services in London, Amsterdam and Stockholm

Prediction of diffusive transport through polymer films from characteristics of the pore geometry

Latent Gaussian random field mixture models

Bayesian Generalized Two-way ANOVA Modeling for Functional Data Using INLA