Scientific interests:
- Machine learning. Novel methods for solving difficult inference problems.
- Approximate Bayesian inference with deterministic methods. Manfred Opper and I have contributed to the development of Expectation Propagation (formerly known as Adaptive TAP and also called Expectation Consistent by us). Currently, Ulrich Paquet, Manfred and I are interested in calculating perturbation corrections to EP
- Bioinformatics with specific focus on promoter analysis and gene regulation (see gene regulation group homepage), jointly headed by Anders Krogh, Albin Sandelin and me. We are interested in probabilistic modelling of genomic data such as gene expression micro-array type and sequence tags, chip-on-chip and CAGE in close collaboration with experimental groups at BRIC, the University hospital and Riken, Japan.
- Approximate Bayesian inference with Markov chain Monte Carlo methods. I am interesting in MCMC for providing ground truth for deterministic methods and for making MCMC practical for large problems. This involves improving the mixing properties of Gibbs sampling type algorithms, proposal distributions for non-linear state space models and generalized ensemble methods to get marginal likelihood estimates.
- Some machine learning models that have been and still are very interesting: classification with Gaussian processes, independent component analysis (ICA), low rank matrix factorization for collaborative filtering, non-parametric Bayes, sparse linear latent variable models and non-linear state space models.
- Statistical Signal Processing. Inference algorithms for mobile communication and source separation in hearing instruments.
Short CV, long CV, research profile in English and research profile in Danish.
Download preprint and papers from ORBIT, the DTU research database.
Old preprints and papers page still available but not updated regularly.
Download old software.
Current students (main supervisor unless otherwise stated):
- Morten Hansen (DTU)
- Ricardo Henao (DTU and KU)
- Jens Vilstrup Johansen (KU)
- Troels Torben Marstrand (KU, joint supervision with Albin Sandelin and Anders Krogh)
- Ulla Brasch Mogensen (KU, co-supervisor)
- Jóan Petur Petersen (DTU)
- Carsten Stahlhut (DTU, co-supervisor)
- Man-Hung Eric Tang (KU, joint supervision with Albin Sandelin and Anders Krogh)
- Eivind Valen (KU, joint supervision with Albin Sandelin and Anders Krogh)
Former students:
- Morten Nonboe Andersen (DTU)
- Thomas Beierholm (DTU)
- Kare Brandt Petersen (DTU)
- Sune Olander Rasmussen (KU, co-supervisor)
Teaching: DTU courses 2457, 2459, 2581 and 2901 and KU course 27221.
Master projects are available for DTU and KU students.
