Ecological momentary assessment
Statistical models for intensive longitudinal data, dynamic structural equation models, and latent processes in psychology.
Professor of Statistics
Department of Psychology, University of Oslo
My main research interests involve developing scalable and trustworthy algorithms and software for analysis of large and complex data in the cognitive sciences. I am also increasingly interested in understanding how generative AI best could be put to use both in algorithm development and as a data science companion.
My home is at the Center for Lifespan Changes in Brain and Cognition.
I am also:

Research
Statistical models for intensive longitudinal data, dynamic structural equation models, and latent processes in psychology.
Efficient algorithms using state-space representations, sparse matrix methods, automatic differentiation, and Bayesian computation.
Semiparametric methods for nonlinear trajectories, mixed response data, and multilevel psychological measurement.
Bayesian models and sequential Monte Carlo methods for rankings, pairwise preferences, and partial order data.
Explainable personalized predictions.
Publications
This paper presents a hybrid NUTS-Gibbs sampler for dynamic structural equation models with binomial outcomes. The Gibbs step handles Pólya-Gamma latent variables from a logit link, while the NUTS step uses a Kalman filter to marginalize over latent states. arXiv preprint.
We present an estimation procedure for nonlinear mixed-effects models in which the population trajectory is represented by penalized splines and adapted to individuals via subject-specific transformation parameters. Exact derivatives are obtained via automatic differentiation implemented through Template Model Builder. arXiv preprint.
This paper shows that the within-level part of any dynamic structural equation model can be reformulated as a linear Gaussian state space model, enabling analytical marginalization via a Kalman filter and highly efficient estimation via Hamiltonian Monte Carlo. arXiv preprint.
This paper evaluates multiple interpretability techniques for machine learning models applied to neuroimaging data, including SHAP and SAGE. We trained XGBoost models to predict age and fluid intelligence using UK Biobank data and found that subcortical mean intensities are associated with brain aging, while fluid intelligence prediction is driven by the hippocampus and cerebellum. Published in Neuroinformatics.
This paper considers rank and preference modeling for the case in which data arrive sequentially, rather than in a batch. The goal is to compute the posterior distribution incrementally in time, so that it can be quickly updated when new data arrives. To this end, we develop a sequential Monte Carlo algorithm for the Bayesian Mallows model. arXiv preprint currently under revision.
Software
This R package provides nested sequential Monte Carlo algorithms for performing sequential inference in the Bayesian Mallows model.
This R package contains functions for estimating generalized additive latent and mixed models.
This R package contains functions for estimating whether a subject is left- or right-dominant for language processing based on the results of dichotic listening experiments and information about handedness.
This R package contains functions for meta analysis using generalized additive (mixed) models, by combining fits from multiple studies.
Teaching
At the Department of Psychology, I teach quantitative methods at bachelor, master and PhD level.
I have also occasionally given courses in statistics, machine learning, and artificial intelligence, with a particular focus on its use in clinical psychology and behavioral sciences. If interested, you are welcome to get in touch.
Contact
Email: oystein.sorensen@psykologi.uio.no
Office: Department of Psychology, University of Oslo
Oslo, Norway