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Mathematical Statistics 50 most recent publications

[1]
A. Aurell and B. Djehiche, "Behavior near walls in the mean-field approach to crowd dynamics," SIAM Journal on Applied Mathematics, vol. 80, no. 3, pp. 1153-1174, 2020.
[2]
S. Källblad Nordin, "Black's inverse investment problem and forward criteria with consumption," SIAM Journal on Financial Mathematics, vol. 11, no. 2, pp. 494-525, 2020.
[3]
X. Wang et al., "Credit Scoring Based on the Set-Valued Identification Method," Journal of Systems Science and Complexity, 2020.
[4]
Y. Li et al., "Credit scoring by incorporating dynamic networked information," European Journal of Operational Research, 2020.
[5]
T. Zhang, R. Bokrantz and J. Olsson, "Direct optimization of dose-volume histogram metrics in radiation therapy treatment planning," Biomedical Physics & Engineering Express, vol. 6, no. 6, 2020.
[6]
M. K. Dao and B. Djehiche, "Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs," NoDEA. Nonlinear differential equations and applications (Printed ed.), vol. 27, no. 2, 2020.
[7]
H. Hult, P. Nyquist and C. Ringqvist, "Infinite swapping algorithm for training restricted Boltzmann machines.," in Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2018, Rennes, France, July 1–6, Bruno TuffinPierre L'Ecuyer Ed., Switzerland : Springer, 2020, pp. 285-307.
[8]
M. C. Christiansen and B. Djehiche, "Nonlinear reserving and multiple contract modifications in life insurance," Insurance, Mathematics & Economics, vol. 93, pp. 187-195, 2020.
[9]
M. Hyodo, T. Nishiyama and T. Pavlenko, "On error bounds for high-dimensional asymptotic distribution of L-2-type test statistic for equality of means," Statistics and Probability Letters, vol. 157, 2020.
[10]
J. Olsson and J. Westerborn, "Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models," Annals of the Institute of Statistical Mathematics, vol. 72, no. 2, pp. 545-576, 2020.
[11]
R. Douc, J. Olsson and F. Roueff, "Posterior consistency for partially observed Markov models," Stochastic Processes and their Applications, vol. 132, no. 2, pp. 733-759, 2020.
[12]
Z. Bao, L. Erdős and K. Schnelli, "Spectral rigidity for addition of random matrices at the regular edge," Journal of Functional Analysis, vol. 279, no. 7, 2020.
[13]
M. Hyodo, T. Nishiyama and T. Pavlenko, "Testing for independence of high-dimensional variables : rho V-coefficient based approach," Journal of Multivariate Analysis, vol. 178, 2020.
[14]
J. Olsson, T. Pavlenko and F. L. Rios, "Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods," Electronic Journal of Statistics, vol. 13, no. 2, pp. 2865-2897, 2019.
[15]
X. Wang, B. Djehiche and X. Hu, "Credit rating analysis based on the network of trading information," The journal of network theory in finance, vol. 5, no. 1, pp. 47-65, 2019.
[16]
T. Önskog, N. L. P. Lundström and M. Olofsson, "Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching," Journal of Mathematical Analysis and Applications, 2019.
[17]
F. Armerin, J. Hallgren and T. Koski, "Forecasting Ranking in Harness Racing Using Probabilities Induced by Expected Positions," Applied Artificial Intelligence, vol. 33, no. 2, pp. 171-189, 2019.
[18]
J. Barreiro-Gomez et al., "Fractional Mean-Field-Type Games under Non-Quadratic Costs : A Direct Method," in Proceedings of the IEEE Conference on Decision and Control, 2019, pp. 293-298.
[19]
M. Nordström et al., "Interactive Deep Learning-Based Delineation of Gross Tumor Volume for Postoperative Glioma Patients," Medical physics (Lancaster), vol. 46, no. 6, pp. E426-E427, 2019.
[20]
J. Y. Hwang, J. O. Lee and K. Schnelli, "LOCAL LAW AND TRACY-WIDOM LIMIT FOR SPARSE SAMPLE COVARIANCE MATRICES," The Annals of Applied Probability, vol. 29, no. 5, pp. 3006-3036, 2019.
[21]
Z. Bao, L. Erdos and K. Schnelli, "LOCAL SINGLE RING THEOREM ON OPTIMAL SCALE," Annals of Probability, vol. 47, no. 3, pp. 1270-1334, 2019.
[22]
S. E. Choutri and B. Djehiche, "Mean-field risk sensitive control and zero-sum games for Markov chains," Bulletin des Sciences Mathématiques, vol. 152, pp. 1-39, 2019.
[23]
B. Djehiche, J. Barreiro-Gomez and H. Tembine, "Mean-field-type games for blockchain-based distributed power networks," , vol. 809, pp. 45-64, 2019.
[24]
A. Aurell and B. Djehiche, "Modeling tagged pedestrian motion : A mean-field type game approach," Transportation Research Part B : Methodological, vol. 121, pp. 168-183, 2019.
[25]
D. Berglund, "Models for Additive and Sufficient Cause Interaction," Licentiate thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2019;43, 2019.
[26]
X. Wang et al., "Multi-agent consensus by binary-valued communications of relative state," in Chinese Control Conference, CCC, 2019, pp. 1672-1677.
[27]
S. E. Choutri, B. Djehiche and H. Tembine, "OPTIMAL CONTROL AND ZERO-SUM GAMES FOR MARKOV CHAINS OF MEAN-FIELD TYPE," Mathematical Control and Related Fields, vol. 9, no. 3, pp. 571-605, 2019.
[28]
J. Alenlov and J. Olsson, "Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models," IEEE Transactions on Signal Processing, vol. 67, no. 21, pp. 5571-5582, 2019.
[29]
N. L. P. Lundström and T. Önskog, "Stochastic and partial differential equations on non-smooth time-dependent domains," Stochastic Processes and their Applications, vol. 129, no. 4, pp. 1097-1131, 2019.
[30]
A. Aurell, "Topics in the mean-field type approach to pedestrian crowd modeling and conventions," Doctoral thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2019;47, 2019.
[31]
S. E. Choutri and T. Hamidou, "A Stochastic Maximum Principle for Markov Chains of Mean-Field Type," Games, vol. 9, no. 4, 2018.
[32]
N. Stepanova and T. Pavlenko, "Goodness-of-fit tests based on sup-functionals of weighted empirical processes," Theory of Probability and its Applications, vol. 63, no. 2, pp. 292-317, 2018.
[33]
M. Geilhufe et al., "Materials Informatics for Dark Matter Detection," Physica Status Solidi. Rapid Research Letters, vol. 12, no. 11, 2018.
[35]
A. Aurell and B. Djehiche, "Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics," SIAM Journal of Control and Optimization, vol. 56, no. 1, pp. 434-455, 2018.
[36]
A. Redjil and S. E. Choutri, "On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion," Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 1, pp. 201-212, 2018.
[37]
S. E. Choutri, B. Djehiche and H. Tembine, "Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type," Mathematical Control and Related Fields, 2018.
[38]
M. Nordström et al., "Pareto Dose Prediction Using Fully Convolutional Networks Operating in 3D," Medical physics (Lancaster), vol. 45, no. 6, pp. E176-E176, 2018.
[39]
F. L. Rios, "Bayesian inference in probabilistic graphical models," Doctoral thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2017:03, 2017.
[40]
Z. Bao, L. Erdos and K. Schnelli, "Convergence rate for spectral distribution of addition of random matrices," Advances in Mathematics, vol. 319, pp. 251-291, 2017.
[41]
J. Olsson and J. Westerborn, "Efficient particle-based online smoothing in general hidden Markov models : The PaRIS algorithm," Bernoulli, vol. 23, no. 3, pp. 1951-1996, 2017.
[43]
Z. Bao, L. Erdős and K. Schnelli, "Local Law of Addition of Random Matrices on Optimal Scale," Communications in Mathematical Physics, vol. 349, no. 3, pp. 947-990, 2017.
[44]
P. Nyquist, "MODERATE DEVIATION PRINCIPLES FOR IMPORTANCE SAMPLING ESTIMATORS OF RISK MEASURES," Journal of Applied Probability, vol. 54, no. 2, pp. 490-506, 2017.
[46]
J. Westerborn, "On particle-based online smoothing and parameter inference in general state-space models," Doctoral thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2017:04, 2017.
[47]
B. Djehiche et al., "On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles," Journal of Mathematical Analysis and Applications, vol. 452, no. 1, pp. 148-175, 2017.
[48]
M. Chiacchio et al., "On the links between meteorological variables, aerosols, and tropical cyclone frequency in individual ocean basins," Journal of Geophysical Research, vol. 122, pp. 802-822, 2017.
[49]
N. Gauraha, T. Pavlenko and S. K. Parui, "Post Lasso Stability Selection for High Dimensional Linear Models," in ICPRAM : Proceedings of The 6th International Conference on Pattern Recognition Applications and Methods, 2017, pp. 638-646.
[50]
B. Djehiche and M. Huang, "A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type," Dynamic Games and Applications, vol. 6, no. 1, pp. 55-81, 2016.
Full list in the KTH publications portal