Niels Richard Hansen
Professor in Computational Statistics
Department of Mathematical Sciences
Universitetsparken 5
DK-2100 Copenhagen Ø
+45 - 35 32 07 83
I am currently leading the research project Causal inference with incomplete data, funded by VILLUM FONDEN, and I am cofounder of Copenhagen Causality Lab. I am, moreover, a cofounder of the The Dynamical Systems Interdisciplinary Network.

Research subjects include: multivariate and high-dimensional dynamic models; causal dynamic models; point processes; stochastic differential equations; regression; model selection and penalized estimation methods; machine learning; R.

Master's in Mathematics (2000), PhD in Statistics (2004), University of Copenhagen.
Assistant and Associate Professor in Statistics (2004-2013), University of Copenhagen.
Visiting Scholar (2010-2011), Biostatistics, University of Berkeley.
2018-2021. Lasse Petersen. Causal Inference and Machine Learning
2017-2020. Christian Furrer. Biometric risks in life insurance. (Co-supervisor)
2017-2020. Rune Christiansen. Causal Inference and Applications. (Co-supervisor)
2016-2020. Søren Wengel Mogensen. Causality in continuous-time dynamical systems.
2014-2017. Frederik Riis Mikkelsen. Model Selection and Risk Estimation with Applications to Nonlinear Ordinary Differential Equation Systems.
2013-2016. Adam Lund. Spatio-temporal modeling of neuron fields.
2010-2014. Alexander Sokol. On martingales, causality, identifiability and model selection.
Awarded the Science PhD Award 2014 as one of three outstanding PhD-projects at Science, University of Copenhagen.
2009-2013. Martin Vincent. High dimensional multiclass classification with applications to cancer diagnosis.
2006-2010. Lisbeth Carstensen. Hawkes processes and combinatorial transcriptional regulation.
2017-2018. Chair of the European Regional Committee of the Bernoulli Society.
2015-2018. Editor, Scandinavian Journal of Statistics.
2013- Member of the editorial board of the International Journal of Biostatistics.
2012-2016. Member of the European Regional Committee of the Bernoulli Society.
2014-2015 Associate Editor, Scandinavian Journal of Statistics.
2008-2010. Chairman of the Danish Society for Theoretical Statistics (DSTS).
Active on the statistics and machine learning Q&A site CrossValidated and on a few other StackExchange sites.