Oskar Høgberg Simensen

About

I am a statistician by training. My primary research interests lie in Bayesian methods and in non- and semiparametric inference — approaches that let the data speak for itself by relying on flexible models rather than rigid parametric assumptions.

Much of my work sits at the meeting point of theory and computation: I enjoy developing methods that are principled on paper and practical to use, and turning them into open-source software. My Julia packages for density estimation and automatic histogram construction grew directly out of this interest, and I care a good deal about making statistical tools fast, reliable, and easy for others to pick up.

Away from the keyboard, I like to stay active, whether that is training calisthenics or getting out on a hike. When I am after something a little more relaxing, I enjoy baking.

Software projects

Journal articles

  1. Simensen, O. H., Christensen, D., & Hjort, N. L. (2026). Random irregular histograms, Computational Statistics & Data Analysis. [link] [pdf]
  2. Simensen, O. H. (2025). AutoHist.jl: A Julia package for fast and automatic histogram construction, Journal of Open Source Software. [link] [pdf]