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I completed a PhD entitled "Decomposition and classification of electroencephalography data" at DTU Compute, at the Technical University of Denmark. I earned the Master of Science degree in Applied Mathematics in September 2011. During my studies, I mainly focused on statistics. I have now moved more into the realm of machine learning, working with EEG data. One of the two main topics of the PhD thesis concerned automatic classification of independent components of EEG data into multiple classes and how to obtain good generalization performance on that task. The code used in this work to extract features is available on Publications and software. The other main focus was supervised decomposition and classification of data arranged as higher-order arrays, also known as tensors.