Sebastian Ankargren
I am a Senior Data Scientist at Spotify. I received my PhD in statistics from Uppsala University in 2019. At Spotify, I work on the development of the internal experimentation platform, and on the external experimentation platform Confidence.
Blog posts
- Experiment Like Spotify: With Confidence (with Johan Rydberg), Confidence
- Bringing Sequential Testing to Experiments with Longitudinal Data (Part 2): Sequential Testing (with Mattias Frånberg and Mårten Schultzberg), Spotify Engineering
- Bringing Sequential Testing to Experiments with Longitudinal Data (Part 1): The Peeking Problem 2.0 (with Mattias Frånberg and Mårten Schultzberg), Spotify Engineering
- Choosing a Sequential Testing Framework — Comparisons and Discussions (with Mårten Schultzberg), Spotify Engineering
- Comparing Quantiles at Scale in Online A/B Testing (with Mårten Schultzberg), Spotify Engineering
Peer-reviewed publications
- Oelrich, O., Villani, M., and Ankargren, S. (2024) “Local Prediction Pools”, Journal of Forecasting
- Schultzberg, M., and Ankargren, S. (2023) “Resampling-Free Bootstrap Inference for Quantiles”, Proceedings of the Future Technologies Conference (FTC) 2022
- Ankargren, S., and Jonéus, P. (2021) “Simulation Smoothing for Nowcasting with Large Mixed-Frequency VARs”, Econometrics and Statistics.
- Ankargren, S., Unosson, M., and Yang, Y. (2020) “A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior”, Journal of Time Series Econometrics.
- Jin, S., and Ankargren, S. (2019) “Frequentist Model Averaging in Structural Equation Modelling”, Psychometrika.
- Ankargren, S., and Jin, S. (2018) “On the Least-Squares Model Averaging Interval Estimator”, Communications in Statistics—Theory and Methods.
- Ankargren S., Bjellerup, M., and Shahnazarian, H. (2017) “The Importance of the Financial System for the Real Economy”, Empirical Economics.
Work in progress
- Nowcasting Swedish GDP Growth (with Unn Lindholm)
- Time-Varying Macroeconomic Forecast Uncertainty: Sweden and the Covid-19 Pandemic
- Estimating Large Mixed-Frequency Bayesian VAR Models (with Paulina Jonéus)
- The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden (with Hovick Shahnazarian)
- Estimating a VECM for a Small Open Economy (with Johan Lyhagen)