Oskar Gustafsson

Variance stabilizing filters#

Pär Stockhammar, Oskar Gustafsson, 2019, Communications in Statistics - Theory and Methods.

Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates

M. Villani, Pär Stockhammar, Oskar Gustafsson, 2020, Journal of Applied Econometrics.

Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC

Mattias Villani, Oskar Gustafsson, Par Stockhammar, 2020 .