Publications of Steffen L. Lauritzen

Articles under submission

S. Lauritzen and A. Rinaldo and K. Sadeghi   Exchangeability in network models.  (2017). arXiv:1709.038851

S. Lauritzen and C. Uhler and P. Zwiernik.  Maximum likelihood estimation in Gaussian models under total positivity.  (2017). arXiv:1702.04031

S. Lauritzen and A. Rinaldo and K. Sadeghi.  Random Networks, Graphical Models, and Exchangeability.  (2017). arXiv:1701.08420

S. Lauritzen and K. Sadeghi.  Unifying Markov properties for graphical models  (2016). arXiv:1608.05810. To appear in The Annals of Statistics.

Monographs

S. Højsgaard, D. Edwards, and S. Lauritzen. Graphical Models with R.
Springer-Verlag, Berlin-Heidelberg-New York, 2012. 182 pp.

S. L. Lauritzen. Thiele: Pioneer in Statistics. Oxford University Press, Oxford, 2002, 288 pp. 

R. G. Cowell, A. P. Dawid, S. L. Lauritzen and D. J. Spiegelhalter. Probabilistic Networks and Expert Systems. Springer-Verlag, Berlin-Heidelberg-New York, 1999. 321 pp.

S. L. Lauritzen. Graphical Models. Clarendon Press, Oxford, 1996. 298 pp. Errata

S. L. Lauritzen. Extremal Families and Systems of Sufficient Statistics. Lecture Notes in Statistics, No. 49. Springer-Verlag, Berlin-Heidelberg-New York, 1988. 268 pp.

S. L. Lauritzen. The Probabilistic Background of Some Statistical Methods in Physical Geodesy. Geod. Inst. Medd. No. 48, Copenhagen 1973. 99 pp.

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Peer reviewed journal articles

S. Fallat, S. Lauritzen, K. Sadeghi, C. Uhler, N. Wermuth and P. Zwiernik (2017). Total positivity in Markov structures. The Annals of Statistics 45, 1152-1184. Online version; see also arXiv:1510.01290. pdf reprint

P. G. M. Forbes and S. Lauritzen. Linear Estimating Equations for Exponential Families with Application to Gaussian Linear Concentration Models..  in  Linear Algebra and its Applications, 473, 261-283, 2015. doi: 10.1016/j.laa.2014.08.015

R. G. Cowell, T. Graversen, S. Lauritzen, and J. Mortera. Analysis of forensic DNA mixtures with artefacts (with discussion).  Journal of the Royal Statistical Society Series C, 64, 1-32, 2015.

T. Graversen and S. Lauritzen . Computational aspects of DNA mixture analysis. Statistics and Computing, 25, 527-541 2015.  doi 10.1007/s11222-014-9451-7

K. Sadeghi and S. Lauritzen. Markov properties for mixed graphs. Bernoulli, 20, 676-696, 2014. pdf-reprint

T. Graversen and S. Lauritzen. Estimation of parameters in DNA mixtures.  Journal of Applied Statistics, 40, 2423-2436, 2013.   doi: 10.1080/02664763.2013.817549.  e-print.

H. Gehrmann and S. Lauritzen. Estimation of means in graphical Gaussian models with symmetries, Annals of Statistics, 40, 1061-1073, 2012.

S. Lauritzen and N. Meinshausen. Discussion of "Latent Variable Graphical Model Selection via Convex Optimization". Annals of Statistics 40, 1973-1977, 2012.  pdf reprint

A. P. Dawid,  S. Lauritzen and M. Parry. Proper Local Scoring Rules on Discrete Sample Spaces.  Annals of Statistics, 40,  593-608, 2012. pdf reprint

M. Parry, A. P. Dawid, and S. Lauritzen. Proper Local Scoring Rules.  Annals of Statistics, 40,  561-592, 2012.
pdf reprint

R. Ramsahai and S. Lauritzen. Likelihood analysis of the binary instrumental variable model. Biometrika,  98, 987-994, 2011. First published online September 30, 2011 doi:10.1093/biomet/asr040. Electronic access.

R. G. Cowell, S. L. Lauritzen and J. Mortera.  Probabilistic Expert Systems for Handling Artifacts in Complex DNA Mixtures.  Forensic Science International: Genetics, 5, 202-209, 2011.

Højsgaard, S. and Lauritzen, S. L.
Graphical Gaussian models with edge and vertex symmetries. Journal of Royal Statistical Society, Series B, 70, 1005-1027, 2008.

Vicard
, P, Dawid, A. P., Mortera, J. and Lauritzen, S. L. Estimating mutation rates from paternity casework. Forensic Science International: Genetics, 2, 9-18, (2008). Electronic access.

Højsgaard, S. and Lauritzen, S. L. (2007). Inference in graphical Gaussian models with edge and vertex symmetries with the gRc package for R. Journal of Statistical Software, 23, 6.  The gRc package.

Cowell, R. G., Lauritzen, S. L. and Mortera, J. A gamma model for DNA mixture analyses.  Bayesian Analysis, 2, 333-348, 2007 Electronic access.

Cowell, R. G., Lauritzen, S. L. and Mortera, J. Identification and separation of DNA mixtures using peak area information.  Forensic Science International, 166, pp 28-34. 2007. Electronic access.

S. L. Lauritzen and N. A. Sheehan. Graphical models for genetic analyses. Statistical Science, 18, 489-514, 2003. pdf-reprint.

J. Mortera, A. P. Dawid and S. L. Lauritzen. Probabilistic expert systems for DNA mixture profiling. Theoretical Population Biology, 63, 191-205, 2003.

M. Bladt, A. Gonzalez and S. L. Lauritzen. The estimation of phase-type related functionals through Markov chain Monte Carlo methods. Scandinavian Actuarial Journal, 2003 , 280-300, 2003.

M. Böhlen, L. Bukauskas, P. S. Eriksen, S. L. Lauritzen, A. Mazeika, P. Musaeus and P. Mylov. 3D Visual data mining - goals and experiences. Computational Statistics and Data Analysis, 43, 445-469, 2003.

S. L. Lauritzen and J. Mortera. Bounding the number of contributors to mixed DNA stains. Forensic Science International, 130, 125-126, 2002. Electronic access. Published version has several misprints. Correct preprint version (ps).

S. L. Lauritzen and T. S. Richardson. Chain graph models and their causal interpretation (with discussion). Journal of the Royal Statistical Society, Series B, 64 , 321 - 361, 2002.

M. B. Hansen and S. L. Lauritzen. Non-parametric Bayes inference for concave distribution functions. Statistica Neerlandica, 56 , 110-127, 2002.

D. Edwards and S. L. Lauritzen. The TM algorithm for maximising a conditional likelihood function. Biometrika, 88, 961-972, 2001.

S. L. Lauritzen and D. Nilsson. Representing and solving decision problems with limited information. Management Science, 47, 1235 - 1251. September 2001. pdf reprint.

S. L. Lauritzen and F. Jensen. Stable local computation with conditional Gaussian distributions. Statistics and Computing, 11, 191-203, 2001.

B. Jørgensen and S. L. Lauritzen. Multivariate dispersion models. Journal of Multivariate Analysis, 74, 267-281, 2000.

H. Hundborg, M. Højbjerre, O. B. Christiansen and S. L. Lauritzen. Familial tendency to fetal loss analysed with Bayesian graphical models by Gibbs sampling. Statistics in Medicine, 19, 2147-2168, 2000. .ps-version. gzipped .ps-version.

S. L. Lauritzen and F. V. Jensen. Local computation with valuations from a commutative semigroup. Annals of Mathematics and Artificial Intelligence 21, 51-69, 1997.

B. L. Sørensen, K. Keiding and S. L. Lauritzen. A theoretical model for blinding in cake filtration. Water Environment Research 69,  168-173, 1997.

S. L. Lauritzen. The EM-algorithm for graphical association models with missing data. Computational Statistics and Data Analysis 1,  191-201, 1995.

O. B. Christiansen, H. H. Andersen, M. Højbjerre, T. A. Kruse, S. L. Lauritzen and N. Grunnet. Maternal HLA class II allogenotypes are markers for predisposition to fetal losses in families of women with unexplained recurrent fetal loss. European Journal of Immunogenetics 22,  323-334, 1995.

D. J. Spiegelhalter, A. P. Dawid, S. L. Lauritzen and R. G. Cowell. Bayesian analysis in expert systems. Statistical Science 8, 219-247, 1993.

A. P. Dawid and S. L. Lauritzen. Hyper Markov laws in the statistical analysis of decomposable graphical models. The Annals of Statistics 21, 1272-1317, 1993.

P. Diaconis, M. L. Eaton and S. L. Lauritzen. Finite deFinetti Theorems in Linear Models and Multivariate Analysis. Scandinavian Journal of Statistics 19,  289-315, 1992.

S. L. Lauritzen. Propagation of probabilities, means and variances in mixed graphical association models. Journal of the American Statistical Association 87,  1098-1108, 1992.

S. T. Jensen, S. Johansen and S. L. Lauritzen. Globally convergent algorithms for maximizing a likelihood function. Biometrika 78, 867-878, 1991.

S. L. Lauritzen, Chr. Thommesen and J. B. Andersen. A stochastic model in mobile communications. Stochastic Processes and their Applications 36, 165-172, 1990.

D. J. Spiegelhalter and S. L. Lauritzen. Techniques for Bayesian analysis of expert systems. Annals of Mathematics and Artificial Intelligence 2, 197-201, 1990.

D. J. Spiegelhalter and S. L. Lauritzen. Sequential updating of conditional probabilities on directed graphical structures. Networks 20, 579-605, 1990.

N. Wermuth and S. L. Lauritzen. On substantive research hypotheses, conditional independence graphs and graphical chain models (with discussion). Journal of the Royal Statistical Society,  Series B 52, 21-72, 1990.

F. V. Jensen, S. L. Lauritzen and K. G. Olesen. Bayesian updating in recursive graphical models by local computation. Computational Statistics Quarterly 4, 269-282, 1990.

S. L. Lauritzen, A. P. Dawid, B. N. Larsen and H.-G. Leimer. Independence properties of directed Markov fields. Networks 20, 491-505, 1990.

J. B. Andersen, S. L. Lauritzen and Chr. Thommesen. Distribution of phase derivatives in mobile communications. IEE Proceedings - H. Microwaves, Antennas and Propagation 137, 197-201, 1990.

S. L. Lauritzen and N. Wermuth. Graphical models for associations between variables, some of which are quantitative and some qualitative. Annals of Statistics 17, 31-57, 1989.

U. Küchler and S. L. Lauritzen. Exponential families, extreme point models and minimal space-time invariant functions for stochastic processes with stationary and independent increments. Scandinavian Journal of Statistics 15, 237-261, 1989.

M. Frydenberg and S. L. Lauritzen. Decomposition of maximum likelihood in mixed graphical interaction models. Biometrika 76, 539-555, 1989.

S. L. Lauritzen. Mixed graphical association models (with discussion). Scandinavian Journal of Statistics 15, 273-306, 1989.

P. F. Høilund-Carlsen, S. L. Lauritzen, J. Marving, S. Rasmussen, B. Hesse, K. Folke, J. Godtfredsen, B. Chræmmer-Jørgensen, N. Gadsbøll, H. Dige-Petersen and B.H. Jensen: Reliability of determinations of left ventricular ejection fraction by radionucleide cardiography. Evaluation by the method of variance components. British Heart Journal 59, 653-662, 1988.

S. L. Lauritzen and D. J. Spiegelhalter. Local computations with probabilities on graphical structures and their application to expert systems (with discussion). Journal of the Royal Statistical Society, Series B 50, 157-224, 1988.

P. F. Høilund-Carlsen, J. Marving, S. Rasmussen, N. Gadsbøll, B. Chræmmer-Jørgensen, S. L. Lauritzen and B. H. Jensen. Reproducibility of determination of right ventricular ejection fraction by radionucleide imaging: Assessment by the statistical method of variance components. International Journal of Cardiac Imaging 2, 183-196, 1987.

S. L. Lauritzen, T. P. Speed and K. Vijayan. Decomposable graphs and hypergraphs. J. Australian Mathematical Society, Series A 36, 12-29, 1984.

S. L. Lauritzen. Extreme point models in statistics (with discussion) Scandinavian Journal of Statistics 11, 65-91, 1984.

N. Wermuth and S. L. Lauritzen. Graphical and recursive models for contingency tables: Biometrika 70, 537-552, 1983.

S. L. Lauritzen. Time series analysis in 1880. A discussion of contributions made by T.N. Thiele. International Statistical Review 49, 1981, 319-333.

S. L. Lauritzen. Appendix to Jes Olesen, A. Æ. Krabbe and Per Tfelt-Hansen: Methodological aspects of profylactic drug trials in migraine. Cephalagia 1, 1981.

J. N. Darroch, S. L. Lauritzen and T. P. Speed. Markov fields and log-linear interaction models for contingency tables. Annals of Statistics 8, 522-539, 1980.

S. L. Lauritzen. Appendix to P. Schlichting, P.F. Høilund-Carlsen and F. Quaade: Comparison of self-reported height and weight with controlled height and weight in women and men. International Journal of Obesity, 1980.

T. M. Hansen, S. Keiding, S. L. Lauritzen, R. Manthorpe, S. F. Sørensen and A. Wiik. Clinical assessment of disease activity in rheumatoid arthritis. Scandinavian Journal of Rheumatology 8, 101-105,1979.

N. Keiding and S. L. Lauritzen. Marginal maximum likelihood estimates and estimation of the offspring mean in a branching process. Scandinavian Journal of Statistics 5, 106-110, 1978.

P. K. Andersen, S. Andersen and S. L. Lauritzen. The average noise from a Poisson stream of vehicles. Journal of Applied Probability 14, 817-828, 1977.

S. L. Lauritzen and O. Remmer. An investigation of the asymptotic properties of geodetic least squares estimates in certain types of network. Manuscripta Geodaetica 1, 261-268, 1976.

S. L. Lauritzen. Note on a case-study in Box-Jenkins seasonal forecasting of time series. Scandinavian Journal of Statistics 3, 93-94, 1976.

S. L. Lauritzen. Appendix to Winkel, P., Gæde, P. and Lyngbye, J.: Method for monitoring plasma progesterone concentrations in pregnancy. Clinical Chemistry 22, 1976.  

S. L. Lauritzen. General exponential models for discrete observations, Scandinavian Journal of Statistics 2, 22-33, 1975.

S. L. Lauritzen. Random orthogonal set functions and stochastic models for the gravity potential of the Earth, Stochastic Processes and their Applications 3, 65-72, 1975.

S. L. Lauritzen. Sufficiency, prediction and extreme models. Scandinavian Journal of Statistics 1, 128-134, 1974.

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Articles in collected volumes

M. Sofia Massa, Steffen L. Lauritzen (2010). Combining Statistical Models. in Algebraic Methods in Statistics and Probability II, Contemporary Mathematics, vol. 516, Amer. Math. Soc., Providence, RI, 2010, pp. 239-259. pdf reprint

Lauritzen, S. L. (2008). Exchangeable Rasch matrices. Rendiconti di Matematica, Serie VII, Volume 28, Roma, 83–95. Special issue of Rendiconti di Matematica, commemorating the centenary of Bruno de Finetti. Online version.

S. L. Lauritzen and N. S. Sheehan. Graphical models in genetics. Chapter 24 in Handbook of Statistical Genetics, 3rd edition. eds. D. J. Balding, M. Bishop and C. Cannings, pp. 808-842. Wiley, Chichester, 2007.

S. L. Lauritzen. Some modern applications of graphical models. In Highly Structured Stochastic Systems. eds. Green, P. J., Hjort, N. L. and Richardson, S., pp. 13-32, Oxford University Press, Oxford, 2003.

S. L. Lauritzen. Causal inference from graphical models. In Barndorff-Nielsen, O.E., Cox, D. R. and Klüppelberg, C. (eds.) Complex Stochastic Systems. Chapman and Hall/CRC. London, Boca Raton. pp. 63-107, 2001.

F. V. Jensen and S. L. Lauritzen. Probabilistic networks. Handbook of Defeasible Reasoning and Uncertainty Management Systems. D. M. Gabbay and Ph. Smets (eds.). Vol 5, pp. 289-320. Kluwer, Netherlands, 2000.

S. L. Lauritzen. Statistical Manifolds. In: Differential Geometry in Statistical Inference, pp. 165-216. IMS Monographs, Vol. X., Hayward, CA, 1987.

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Lecture notes

S. L. Lauritzen. Lectures on Statistical Inference. Univ. Cop. Inst. Math. Stat., 1985.

S. L. Lauritzen. Lectures on Multivariate Analysis. Univ. Cop. Inst. Math. Stat., 1982. 2nd ed.1985. 3rd ed.1989.

S. L. Lauritzen. Lectures on Contingency Tables. Univ. Cop. Inst. Math. Stat., 1979. 2nd ed. Aalborg University Press 1982. 3rd ed. Department of Mathematics, Aalborg 1989. Electronic edition 2002 (pdf).

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Conference articles

P. G. M. Forbes and S. Lauritzen. Fingerprint analysis using Bayesian alignment. In Proceedings of the Leeds Annual Statistics Research Workshop, 2013.

S. L. Lauritzen and A. Mazumder . Informativeness of genetic markers for forensic inference- An information theoretic approach. Forensic Science International: Genetics Supplement Series, Volume 1, Issue 1, August 2008, Pages 652-653. Progress in Forensic Genetics 12 - Proceedings of the 22nd International ISFG Congress.

R. G. Cowell, S. L. Lauritzen and J. Mortera. Probabilistic modelling for DNA mixture analysis. Forensic Science International: Genetics Supplement Series, Volume 1, Issue 1, August 2008, Pages 640-642. Progress in Forensic Genetics 12 - Proceedings of the 22nd International ISFG Congress.

R. G. Cowell, S. L. Lauritzen and J. Mortera. MAIES: A tool for DNA mixture analysis. In: Proceedings of the 22nd Conference on Uncertainty in Artificial Intelligence, 90-97 (eds R. Dechter and T. S. Richardson) , 2006.

S. L. Lauritzen . Goodness of fit - with a view towards particle physics. In PHYSTAT 05, Statistical Problems in Particle Physics, Astrophysics and Cosmology. L. Lyons and M. K. Unel (eds). Imperial College Press, 2006.

A. P. Dawid and S. L. Lauritzen.  The geometry of decision theory. In Proceedings of the Second International Symposium on Information Geometry and its Applications, 22-28. University of Tokyo, December 2005. Research Report 261 (2005), Department of Statistical Science, University College London.

S. Højsgaard and S. L. Lauritzen. Restricted concentration models - graphical Gaussian models with concentration parameters restricted to being equal. Proceedings of the Tenth International Workshop on Artificial Intelligence and Statistics, Jan 6-8, 2005, Savannah Hotel, Barbados, pp. 152-157. R. G. Cowell and Z. Ghahramani (eds). Society for Artificial Intelligence and Statistics, 2005. Available electronically at http://www.gatsby.ucl.ac.uk/aistats/

S. L. Lauritzen. Graphical models for surrogates. Bulletin of the International Statistical Institute, 60, 144-147, 2003. .pdf-version.

S. L. Lauritzen. Rasch models with exchangeable rows and columns. Bayesian Statistics 7. eds. J. M. Bernardo et al. pp 215-232. Oxford University Press, Oxford, 2003.

A. P. Dawid and S. L. Lauritzen. Compatible prior distributions. In Bayesian methods with application to science, policy and official statistics; Selected papers from ISBA 2000. Eurostat 2001. pdf-version

D. Nilsson and S. L. Lauritzen. Evaluating Influence Diagrams using LIMIDs. In Proceedings of the 16th Conference on Uncertainty in Artificial Intelligence.(ed. C. Boutilier and M. Goldszmidt), pp. 436-445. Morgan Kaufmann Publishers, San Francisco, 2000. .ps-version.

S. L. Lauritzen. Aspects of T. N. Thiele's contributions to statistics. Bulletin of the International Statistical Institute, 58, 27-30, 1999. .ps-version.

A. P. Dawid, U. Kjærulff and S. L. Lauritzen. Hybrid propagation in junction trees. In: B. Bouchon-Meunier, R. R. Yager and L. A. Zadeh (eds), Advances in Intelligent Computing - IPMU 94. Lecture Notes in Computer Science No. 945, pp. 87-97, 1995.

S. L. Lauritzen, B. Thiesson and D. J. Spiegelhalter. Diagnostic systems by model selection: a case study. Selecting Models from Data: AI and Statistics IV. Lecture Notes in Statistics No. 89, Springer-Verlag, New York, 1994, pp. 143-152.

K. G. Olesen, S. L. Lauritzen and F. V. Jensen. aHUGIN: A system creating adaptive causal probabilistic networks. Proceedings of the Eighth Conference on Uncertainty in Artificial Intelligence. Morgan Kaufmann, 1992, pp. 223-229.

D. J. Spiegelhalter and S. L. Lauritzen. Statistical reasoning and learning in knowledge-bases represented as causal networks. Lecture Notes in Medical Informatics 36, 105-112, Springer-Verlag, 1988.

S. L. Lauritzen. Conjugate connections in statistical theory. In: Proc. Workshop on Geometrization of Statistical Theory. (Ed. C.T.J. Dodson.). Univ. of Lancaster, 1987.

S. L. Lauritzen. Notions of sufficiency, Contributed Paper 44th Session of the International Statistical Institute, Madrid, 1983.S. L. Lauritzen. 

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Popularisation

C. Genest and S. Lauritzen. Les mosaïques de Thiele (2016). Accromath, 11, 24-29.

S. L. Lauritzen: Rundt på gulvet med komplekse tal. [Floor-show with complex numbers]. In Danish. Ingeniøren 14, 16-17, 2003.

S. L. Lauritzen: Thieles talmønstre - gulvfliser og komplekse heltal. [Thiele's patterns - tiles and complex integers]. In Danish. Matilde 15, 7-10, 2003. .pdf-reprint.

E. Jørgensen and S. L. Lauritzen. Bedre beslutninger med bayesianske netværk. [Better decisions with Bayesian networks]. In Danish. Naturens Verden 7 , 280-287, 1998. html-version.
ps-version.
 

Other publications

P. G. M. Forbes, S. Lauritzen. and Jesper Møller. Fingerprint Analysis with Marked Point Processes. (2014). arXiv:1407.5809

S. L. Lauritzen: Obituary: Professor Anders Hald, 1913-2007. Journal of the Royal Statistical Society, Series A, 171, 1029-1030, 2008.

S. L. Lauritzen. Discussion of Some Aspects of Model Selection for Prediction: article of Chakrabarti and Ghosh.  Bayesian Statistics 8. eds. J. M. Bernardo et al. pp 84-90. Oxford University Press, Oxford, 2007.

S. L. Lauritzen. Probabilistic expert systems. Encyclopedia of Statistical Sciences, Update Volume 2. S. Kotz, C. B. Read and D. L. Banks (eds.). Wiley, New York, 1998.

S. L. Lauritzen. Generating mixed hierarchical interaction models by selection. Research Report R-98-2009. Department of Mathematics. Aalborg University, 1998.

K. Borre and S. L. Lauritzen. Some geometric aspects of adjustment. In: Festschrift to Torben Krarup. (eds. Kejlsø et al.) Geodætisk Institut. Meddelelse No. 58, 1989.

S. L. Lauritzen. Test of hypotheses in decomposable mixed interaction models. Res. Rep. R-85-11. Inst. Elec. Syst. Aalborg University, 1985.

S. L. Lauritzen. Correcting for effects of common unobserved covariates in individual multiple logistic regression models, Tech. Rep. No. 72, Dept. of Stat., Stanford University, 1983.

S. L. Lauritzen. Projective statistical fields, Preprint No. 6, Inst. Math. Stat. University of Copenhagen, 1976.

S. L. Lauritzen. On the interrelationships among sufficiency, total sufficiency and some related concepts. Preprint Univ. Cop. Inst. Math. Stat. No 8, 1974.

S. L. Lauritzen. Sufficiency and time series analysis, Preprint Univ. Cop. Inst. Math. Stat., No. 11, 1972.

S. L. Lauritzen. Testing the order of autoregression, Preprint Univ. Cop. Inst. Math. Stat., No. 9, 1972.

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Last modified: Monday 17 July 2017  Author Steffen Lauritzen