Niels Richard Hansen
Professor in Computational Statistics
Department of Mathematical Sciences
Universitetsparken 5
DK-2100 Copenhagen Ø
+45 - 35 32 07 83
202020192018201720162015 and older
Gherardo Varando, Niels Richard Hansen. Graphical continuous Lyapunov models. arXiv:2005.10483 , pp. 1-10. Accepted for UAI 2020.
Søren Wengel Mogensen, Niels Richard Hansen. Graphical modeling of stochastic processes driven by correlated errors. arXiv:2005.07568 , pp. 1-40.
Lasse Petersen, Niels Richard Hansen. Testing Conditional Independence via Quantile Regression Based Partial Copulas. arXiv:2003.13126 , pp. 1-34.
Adam Lund, Søren Wengel Mogensen, Niels Richard Hansen. Soft Maximin Aggregation of Heterogeneous Array Data. arXiv:1805.02407 , pp. 1-23.
Frederik Vissing Mikkelsen and Niels Richard Hansen. Learning Large Scale Ordinary Differential Equation Systems. arXiv:1710.09308, pp. 1-55.
Niels Richard Hansen and Alexander Sokol. Degrees of freedom for nonlinear least squares estimation. arXiv:1402.2997, pp. 1-37.
Søren Wengel Mogensen and Niels Richard Hansen. Markov equivalence of marginalized local independence graphs, Annals of Statistics, 48(1), 539–559.

Adam Lund and Niels Richard Hansen. Sparse Network Estimation for Dynamical Spatio-temporal Array Models. Journal of Multivariate Analysis, 174, Article 104532.

Søren Wengel Mogensen, Daniel Malinsky, Niels Richard Hansen. Causal Learning for Partially Observed Stochastic Dynamical Systems. Proceedings of the 34th conference on Uncertainty in Artificial Intelligence. (Supplementary material)
Frederik Riis Mikkelsen and Niels Richard Hansen. Degrees of Freedom for Piecewise Lipschitz Estimators. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 54(2), 819-841.

Constanze Pentzold, Shiraz Ali Shah, Niels Richard Hansen, Benoît Le Tallec, Andaine Seguin-Orlando, Michelle Debatisse, Michael Lisby and Vibe H. Oestergaard. FANCD2 binding identifies conserved fragile sites at large transcribed genes in avian cells. Nucleic Acids Research, 46(3), 1280–1294.
Niels Richard Hansen. On Stein’s unbiased risk estimate for reduced rank estimators. Statistics & Probability Letters, 135, 76-82.
Adam Lund, Martin Vincent and Niels Richard Hansen. Penalized estimation in large-scale generalized linear array models. Journal of Computational and Graphical Statistics, 26(3), 709-724.
Søren Wengel Mogensen, Adam Lund and Niels Richard Hansen. Sparse Maximin Aggregation of Neuronal Activity. Proceedings, SPARS 2017.
Frederik Riis Mikkelsen and Niels Richard Hansen. Sparse Estimation in Ordinary Differential Equation Systems. Proceedings, SPARS 2017.
Justin Guinney, et. al. (Niels Richard Hansen as part of the "Prostate Cancer Challenge DREAM Community"). Prediction of overall survival for patients with metastatic castration-resistant prostate cancer: development of a prognostic model through a crowdsourced challenge with open clinical trial data. The Lancet Oncology, 18(1), 132-142.
Søren Wengel Mogensen, Anne H. Petersen, Ann-Sophie Buchardt, Niels Richard Hansen. Survival prognosis and variable selection: A case study for metastatic castrate resistant prostate cancer patients. F1000Reseach, doi: 10.12688/f1000research.8427.1.
Alexander Sokol and Niels Richard Hansen. Exponential Martingales and Changes of Measure for Counting Processes. Stochastic Analysis and Applications, 33(5), 823-843.
Niels Richard Hansen. Nonparametric likelihood based estimation of linear filters for point processes. Statistics and Computing 25(3), 609-618.
Niels Richard Hansen, Patricia Reynaud-Bouret and Vincent Rivoirard. Lasso and probabilistic inequalities for multivariate point processes. Bernoulli 21(1), 83-143.
Katharina Perell, Martin Vincent, Ben Vainer, Bodil Laub Petersen, Birgitte Federspiel, Anne Kirstine Møller, Mette Madsen, Niels Richard Hansen, Lennart Friis-Hansen, Finn Cilius Nielsen and Gedske Daugaard. Development and validation of a microRNA based diagnostic assay for primary tumor site classification of liver core biopsies. Molecular Oncology 9(1), 68-77.
Alexander Sokol and Niels Richard Hansen. Causal interpretation of stochastic differential equations. Electron. J. Probab. 19, no. 100, 1-24.
Correction to Example 2.3
Martin Vincent, Katharina Perell, Finn Cilius Nielsen, Gedske Daugaard and Niels Richard Hansen. Modeling tissue contamination to improve molecular identification of the primary tumor site of metastases. Bioinformatics 30(10), 1417-1423.
Martin Vincent and Niels Richard Hansen. Sparse group lasso and high dimensional multinomial classification. Computational Statistics & Data Analysis 71, 771-786.
Alexander Sokol and Niels Richard Hansen. Causal interpretation of stochastic differential equations. arXiv:1304.0217, pp. 1-25.
Niels Richard Hansen. Statistics with R. Lecture notes. pp. 1-197.
Alexander Sokol and Niels Richard Hansen. Using measure changes to construct stochastic intensity point processes. Poster. Presented at the Dynstoch meeting in Heidelberg.
Lisbeth Carstensen, Albin Sandelin, Ole Winther and Niels Richard Hansen. Multivariate Hawkes process models of the occurrence of regulatory elements. BMC Bioinformatics 2010, 11:456.
Niels Richard Hansen. Probability Theory and Statistics. With a view towards the natural sciences. Lecture notes. pp. 1-296.
Niels Richard Hansen. Statistical models for local occurrences of RNA-structures. Journal of Computational Biology. June 2009, 16(6): 845-858.
Niels Richard Hansen. The maximum of a Lévy process reflected at a general barrier. Stochastic Processes and Their Applications, 119(7), 2336-2356.
Shiraz Ali Shah, Niels R. Hansen and Roger A. Garrett.
Distribution of CRISPR spacer matches in viruses and plasmids of crenarchaeal acidothermophiles and implications for their inhibitory mechanism. Biochemical Society Transactions, vol. 37, 23-28.
Niels Richard Hansen. Asymptotics for Local Maximal Stack Scores with General Loop Penalty Function. Advances in Applied Probability, vol. 39, No. 3, 776-798.
Niels Richard Hansen. Aspects of Algebraic Statistics. Notes.
Niels Richard Hansen. Local alignment of Markov chains. The Annals of Applied Probability Vol. 16, No. 3, 1262-1296.
Niels Richard Hansen. The maximum of a random walk reflected at a general barrier. The Annals of Applied Probability, Vol. 16, No. 1, 15-29.
Niels Richard Hansen and Anders Tolver Jensen. The extremal behavior over regenerative cycles for Markov additive processes with heavy tails. Stochastic process. Appl. 115(4), 579-591.
Niels Richard Hansen. Local stacks in a Markov chain. Scientific report.
Niels Richard Hansen. Bioinformatik - en statistisk disciplin (in Danish). Matilde 19.
Niels Richard Hansen. Markov Controlled Excursions, Local Alignment and Structure. From Markov additive processes to biological sequence analysis. Ph.D. Thesis. pp. 1-154.
Niels Richard Hansen and Ernst Hansen. Establishing geometric drift via the Laplace transform of symmetric measures. Statistics & Probability Letters, volume 60, nr. 3, 289-295.
Søren Boel, Toke Meier Carlsen, Niels Richard Hansen. A useful strengthening of the Stone-Weierstrass theorem. The American Mathematical Monthly volume 108, nr. 7, 642-643.
Niels Richard Hansen. Riesz repræsentationssætning og Lebesgue målet (in Danish). Famøs, 10(3), pp. 1-6.