November 15 2017: Two new preprints on fractional SPDEs appeared today on ArXiv. The first one, The SPDE approach for Gaussian random fields with general smoothness, shows how the SPDE approach can be extended so that it can be used for computationally efficient inference for Gaussian fields with general smoothess, and not just for Markov fields. There is also an R-package that implements the methods developed in the paper. The second preprint, Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise, contains a weak error analysis for the method.Older updates can be seen in the News section.
Briefly about meI am currently working at the Department of mathematical sciences at University of Gothenburg and Chalmers University of Technology. My main area of research is spatial statistics and topics of interest include Gaussian Markov random fields, stochastic partial differential equations, spatio-temporal modeling, and image analysis. Further information about my group can be found in the People section.