Department of mathematics
KTH Royal Institute of Technology SE-100 44 Stockholm SWEDEN Access Office: 3551 Phone: +46 8 790 72 01 E-mail: jimmyol@kth.se |

My research interests are in the following areas of mathematical statistics and applied probability:

- Markov chain Monte Carlo methods,
- sequential Monte Carlo methods,
- statistical inference in stochastic processes.

Click here for a list of publications.

I am

- currently a visiting professor at the Department of Mathematical Sciences at the University of Copenhagen,
- the Head of Division mathematical statistics at the Department of mathematics KTH,
- Associate and National Editor of Scandinavian Journal of Statistics.

During the second half of the spring semester 2018 I am lecturing the course SF2955 Computer intensive methods in mathematical statistics at KTH.