Finn Lindgren, Homepage

Who am I?

Since 2010-04-01, I am a PostDoc at NTNU, Trondheim, Norway.

On 2003-08-01, I obtained my PhD degree in mathematical statistics at the Centre for Mathematical Sciences at Lund University. My main research interests are Bayesian hierarchical modelling, spatial modelling, Gaussian Markov random fields and stochastic partial differential equations, with applications in geostatistics and climate modelling.

Toledo Spring School lecture notes

In March 2010, I gave 3 lectures on GMRF/SPDE/INLA at the Toledo Spring School on Advances And Challenges In Space-time Modelling Of Natural Events:
Part 1+2+3a, GMRF+SPDE+INLA (8MB pdf)
Part 3b, example conclusion (39MB pdf)

New preprint

Finn Lindgren, Johan Lindström and Håvard Rue, An explicit link between Gaussian fields and Gaussian Markov random fields: The SPDE approach, 2010:
NTNU Statistics Preprint, No. 5/2010 (19MB pdf)
Preprints in Mathematical Sciences, 2010:3 (19MB pdf)