I am a post-doctoral researcher at the Linköping University, Sweden. My main research interests are state space models (hidden Markov models), Bayesian data analysis, and statistical software development.
Selected R packages
- KFAS: Kalman Filter and Smoother for Exponential Family State Space Models
- seqHMM: Hidden Markov Models for Life Sequences and Other Multivariate, Multichannel Categorical Time Series
- bssm: Bayesian Inference of State Space Models
- walker: Baysian Dynamic Regression Models with Stan
- Rlibeemd: Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant (CEEMDAN)
Publications
Working papers
Vihola M, Helske J, Franks, J (2018). Importance sampling type estimators based on approximate marginal MCMC. On ArXiv.
Voutilainen M, Helske J, Högmander, H (2018). A Bayesian modeling of historical demographic development: Finland 1648-1850.
Peer-reviewed papers and book chapters
Lindsten, F, Helske J, Vihola M (2018). Graphical model inference: Sequential Monte Carlo meets deterministic approximations. NIPS2018.
Helske S, Helske J, Eerola M (2018). Combining Sequence Analysis and Hidden Markov Models in the Analysis of Complex Life Sequence Data. In: Ritschard G, Studer M (eds) Sequence Analysis and Related Approaches. Life Course Research and Social Policies, vol 10. Springer, Cham.
Helske S, Helske J (2018). Mixture hidden Markov models for sequence data: the seqHMM package in R. Accepted to Journal of Statistical Software.
Helske J (2017). KFAS: exponential family state space models in R. Journal of Statistical Software, 78(10):1-39.
Luukko PJJ., Helske J, Räsänen E (2016). Introducing libeemd: a program package for performing the ensemble empirical mode decomposition. Computational Statistics, 31(2):545-557.
Helske J, Nyblom J (2015). Improved frequentist prediction intervals for autoregressive models by simulation. In Siem Jan Koopman and Neil Shephard, editors, Unobserved Components and Time Series Econometrics. Oxford University Press.
Helske J, Nyblom J, Ekholm P, Meissner K (2013). Estimating aggregated nutrient fluxes in four Finnish rivers via Gaussian state space models. Environmetrics, 24(4):237–247.
Non-peer-reviewed conference proceedings and book chapters
Helske S, Helske J, Eerola M (2016). Analysing Complex Life Sequence Data with Hidden Markov Modelling. International Conference on Sequence Analysis and Related Methods (LaCOSA II), Lausanne, Switzerland.
Helske J, Nyblom J (2014). Improved frequentist prediction intervals for ARMA models by simulation. In Johan Knif and Bernd Pape, editors, Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen, number 296 in Acta Wasaensia, pages 71–86. University of Vaasa.
Helske J, Eerola M, Tabus I (2010). Minimum description length based hidden Markov model clustering for life sequence analysis. In Proceedings of 2010 Workshop on Information Theoretic Methods in Science and Engineering, Tampere Finland.
Posters
Helske, J, Vihola M, Franks, J (2017). Accelerating MCMC with an approximation - Importance sampling versus delayed acceptance. SMC2017, Uppsala, Sweden.
Helske, J (2017). Bayesian non-Gaussian state space models in R - Random-walk Metropolis versus Hamiltonian Monte Carlo. UseR! 2017, Brussels, Belgium.
Helske, S., Helske, J. (2016). The mixture hidden Markov model for the analysis of Internet usage and well-being among adolescents. International Conference on Sequence Analysis and Related Methods (LaCOSA II), Lausanne, Switzerland.
Helske, J (2016). bssm: Bayesian exponential family state space models in R. Nordstat 2016, Copenhagen, Denmark.
Helske J (2015). KFAS: exponential family state space models in R. UseR! 2015, Aalborg, Denmark. Best poster award.
Helske, S, Helske, J (2015). The seqHMM package: hidden Markov models for life sequences. The useR! 2015, Aalborg, Denmark.
Helske, S, Helske, J, Eerola, M, Tabus, I (2014). Clustering multidimensional life sequences with hidden Markov models. Nordstat 2014, Turku, Finland.
Helske J, Nyblom J, Ekholm P, Meissner K (2013). Estimating yearly nutrient fluxes via Gaussian state space models. Limnological Days 2013, Helsinki, Finland.
Teaching
- Part-Time Teacher in R Course (in Finnish), University of Jyväskylä (Spring 2012, Fall 2012, Spring 2013, Spring 2014, Spring 2015).
- Part-Time Teacher in Statistical Computing Seminar (in English), University of Jyväskylä (Spring 2013).
- Teaching assistant in Basics in Statistics 1 (in Finnish), University of Jyväskylä (Fall 2008, Fall 2010, Fall 2011).
- Teaching assistant in Sampling Methods (in Finnish), University of Jyväskylä (Spring 2011).
- Teaching assistant in Advanced Course in Statistics (in Finnish), University of Jyväskylä (Spring 2010).
- Teaching assistant in Basic Course in Statistics (in Finnish), University of Jyväskylä (Spring 2008).