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Hi there 👋

I work with computational statistics on a practical and theoretical level. I reside in Equinor.
🔭 Generally researching information theoretic approaches to make ML-algorithms adaptive to the problem/data at hand.
🌱 Currently working on large scale ensemble based data assimilation.
More information on my web page

Berent Å. S. Lunde's Projects

adcomp icon adcomp

AD computation with Template Model Builder (TMB)

agtboost icon agtboost

Adaptive and automatic gradient boosting computations.

capital21 icon capital21

Datasets from the book: "Capital in the Twenty-First Century" by Thomas Piketty.

covboost icon covboost

Estimate (possibly sparse, high dimensional) covariance matrix through boosting

dgumbel icon dgumbel

The Gumbel density, distribution, quantile and random generating functions and corresponding gradient functions.

ert icon ert

ERT—Ensemble based Reservoir Tool—is a tool to run ensemble based on reservoir models. ERT was originally devised as tool to do model updating (history matching) with the EnKF method, now the primary method for model updating is the Ensemble Smoother (ES).

exactspa icon exactspa

R package utilizing ExactSPA methodology

it-ift icon it-ift

TMB program for likelihood estimation of jump diffusions.

my_webpage icon my_webpage

Webpage for Berent Lunde using Academic Blogdown

spatmb icon spatmb

Using TMB to build the saddlepoint approximation

stat230-uib-numerical icon stat230-uib-numerical

Numerical exercises in R for the course Life Insurance Mathematics (STAT230) at the University of Bergen

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