Research Leader

Alex Lenkoski

Projects

A white-painted living room featuring a desk, a beige sofa and coffee table and a round dining table with chairs. There are windows at the end of the room.
  • Statistical modelling
  • Machine learning

Dynamic pricing of short-term rental properties

Publications

  • 67 publications found
  • Publisher
Publisher Norsk Regnesentral
Publisher Norsk Regnesentral

Michael Scheuerer; Frank Alexander Lenkoski; Value at Risk of an Insurer's Portfolio NR-notat, 2025. Article journal

Michael Scheuerer; Frank Alexander Lenkoski; Silius Mortensønn Vandeskog; Climate Aware Real Estate Pricing NR-notat, 2025. Article journal

Hazard Indices for Europe 2024. Scientific lecture

Seasonal forecasts for Norway 2022. Scientific lecture

Potensialet i data 2022. Lecture

Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods Quarterly Journal of the Royal Meteorological Society, (ISSN 0035-9009 1477-870X ), doi: https://doi.org/10.1002/qj.4403 , 2022. Scientific article

Publisher Norsk Regnesentral

Alex Lenkoski; Vinteren blir mild og strømmen blir dyr 2021. Media interview

Sovereign risk indices and bayesian theory averaging Econometrics, vol. 8, (ISSN 2225-1146 ), doi: https://doi.org/10.3390/econometrics8020022 , 2020. Scientific article

Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts Journal of the American Statistical Association, (ISSN 0162-1459 1537-274X ), doi: https://doi.org/10.1080/01621459.2020.1769634 , 2020. Scientific article

Publisher Norsk Regnesentral

Rapid adjustment and post-processing of temperature forecast trajectories Quarterly Journal of the Royal Meteorological Society, (ISSN 0035-9009 1477-870X ), doi: https://doi.org/10.1002/qj.3718 , 2019. Scientific article

Measuring the strength of the theories of government size Empirical Economics, pp. 1 38 , (ISSN 0377-7332 1435-8921 ), doi: https://doi.org/10.1007/s00181-019-01718-0 , 2019. Scientific article

Exact formulas for the normalizing constants of wishart distributions for graphical models Annals of Statistics, vol. 46, pp. 90 118 , (ISSN 0090-5364 2168-8966 ), doi: https://doi.org/10.1214/17-AOS1543 , 2018. Scientific article

Publisher Norsk Regnesentral
Publisher Norsk Regnesentral

Comments on: Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings Journal of the Royal Statistical Society, Series B (Statistical Methodology), vol. 78, pp. 548 548 , (ISSN 1369-7412 1467-9868 ), 2016. Editorial

Publisher Norsk Regnesentral

Bayesian hierarchical modeling of extreme hourly precipitation in Norway Environmetrics, vol. 26, pp. 89 106 , (ISSN 1180-4009 1099-095X ), doi: https://doi.org/10.1002/env.2301 , 2015. Scientific article

Bayesian motion estimation for dust aerosols Annals of Applied Statistics, vol. 9, pp. 1298 1327 , (ISSN 1932-6157 1941-7330 ), doi: https://doi.org/10.1214/15-AOAS835 , 2015. Scientific article

Shape from texture using locally scaled point processes Image Analysis and Stereology, vol. 34, pp. 161 170 , (ISSN 1580-3139 1854-5165 ), doi: https://doi.org/10.5566/ias.1078 , 2015. Scientific article

Publisher Norsk Regnesentral
Publisher Norsk Regnesentral

Efficient sampling of Gaussian graphical models using conditional Bayes factors Stat, vol. 3, pp. 326 336 , (ISSN 2049-1573 ), doi: https://doi.org/10.1002/sta4.66 , 2014. Scientific article

Publisher Norsk Regnesentral

Two-Stage Bayesian Model Averaging in Endogenous Variable Models Econometric Reviews, vol. 33, pp. 122 151 , (ISSN 0747-4938 1532-4168 ), doi: https://doi.org/10.1080/07474938.2013.807150 , 2014. Scientific article

Annette Möller; Alex Lenkoski; Thordis Linda Thorarinsdottir; Multivariate probabilistic forecasting using Bayesian model averaging and copulas Quarterly Journal of the Royal Meteorological Society, pp. 982 991 , doi: https://doi.org/10.1002/qj.2009 , 2013. Scientific article

Publisher John Wiley & Sons

A Direct Sampler for G-Wishart Variates Stat, vol. 2, pp. 119 128 , (ISSN 2049-1573 ), doi: https://doi.org/10.1002/sta4.23 , 2013. Scientific article

Alex Lenkoski; A Direct Sampler for G-Wishart Variates 2013. Scientific lecture

A Direct Sampler for G-Wishart Variates 2013. Scientific lecture

Hierarchical Gaussian graphical models: Beyond reversible jump Electronic Journal of Statistics, vol. 6, pp. 2309 2331 , (ISSN 1935-7524 ), doi: https://doi.org/10.1214/12-EJS746 , 2012. Scientific article