# Publications

## Mathematical Statistics 50 most recent publications

[1]

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.
[2]

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.
[3]

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.
[4]

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.
[5]

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.
[6]

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.
[7]

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.
[8]

D. Berglund,
"Models for Additive and Sufficient Cause Interaction,"
Licentiate thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2019;43, 2019.

[9]

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.
[10]

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.
[11]

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.
[12]

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.

[13]

S. E. Choutri and T. Hamidou,
"A Stochastic Maximum Principle for Markov Chains of Mean-Field Type,"

*Games*, vol. 9, no. 4, 2018.
[14]

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.
[15]

M. Geilhufe

*et al.*, "Materials Informatics for Dark Matter Detection,"*Physica Status Solidi. Rapid Research Letters*, vol. 12, no. 11, 2018.
[16]

S. E. Choutri and B. Djehiche,
"Mean-Field Risk Sensitive Control and Zero-Sum Games for Markov Chains,"
(Manuscript).

[17]

A. Aurell,
"Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations,"

*Games*, vol. 9, no. 5, 2018.
[18]

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.
[19]

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.
[20]

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.
[21]

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.
[22]

F. L. Rios,
"Bayesian inference in probabilistic graphical models,"
Doctoral thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2017:03, 2017.

[23]

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.
[24]

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.
[25]

J. Zhang and T. Önskog,
"Langevin equation elucidates the mechanism of the Rayleigh-Benard instability by coupling molecular motions and macroscopic fluctuations,"

*Physical review. E*, vol. 96, no. 4, 2017.
[26]

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.
[27]

P. Nyquist,
"MODERATE DEVIATION PRINCIPLES FOR IMPORTANCE SAMPLING ESTIMATORS OF RISK MEASURES,"

*Journal of Applied Probability*, vol. 54, no. 2, pp. 490-506, 2017.
[28]

P. Nyquist,
"Moderate deviation principles for importance sampling estimators of risk measures,"

*Journal of Applied Probability*, 2017.
[29]

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.

[30]

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.
[31]

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.
[32]

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.
[33]

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.
[34]

J. Corander, O. Diekmann and T. Koski,
"A tribute to Mats Gyllenberg, on the occasion of his 60th birthday,"

*Journal of Mathematical Biology*, vol. 72, no. 4, pp. 793-795, 2016.
[35]

F. L. Rios,
"Bayesian structure learning in graphical models,"
Licentiate thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2015:16, 2016.

[36]

H. Nyman

*et al.*, "Context-specific independence in graphical log-linear models,"*Computational statistics (Zeitschrift)*, vol. 31, no. 4, pp. 1493-1512, 2016.
[37]

J. Olsson and J. Westerborn,
"Efficient parameter inference in general hidden Markov models using the filter derivatives,"
in

*ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings*, 2016, pp. 3984-3988.
[38]

M. Hyodo

*et al.*, "Estimation of the covariance matrix with two-step monotone missing data,"*Communications in Statistics - Theory and Methods*, vol. 45, no. 7, pp. 1910-1922, 2016.
[39]

A. Tcheukam, B. Djehiche and H. Tembine,
"Evacuation of multi-level building : Design, control and strategic flow,"
in

*Proceedings of the 35th Chinese Control Conference 2016*, 2016, pp. 9218-9223.
[40]

I. Alger and J. W. Weibull,
"Evolution and Kantian morality,"

*Games and Economic Behavior*, vol. 98, pp. 56-67, 2016.
[41]

J. Hallgren,
"Inference in Temporal Graphical Models,"
Doctoral thesis : KTH Royal Institute of Technology, TRITA-MAT-A, 2016:08, 2016.

[42]

H. Hult and P. Nyquist,
"Large deviations for weighted empirical measures arising in importance sampling,"

*Stochastic Processes and their Applications*, vol. 126, no. 1, 2016.
[43]

B. Djehiche and B. Löfdahl,
"Nonlinear reserving in life insurance : Aggregation and mean-field approximation,"

*Insurance, Mathematics & Economics*, vol. 69, pp. 1-13, 2016.
[44]

B. Djehiche, A. Hilbert and H. Nassar,
"On the functional Hodrick-Prescott filter with non-compact operators,"

*Random Operators and Stochastic Equations*, vol. 24, no. 1, pp. 33-42, 2016.
[45]

B. Djehiche and H. Tembine,
"Risk-sensitive mean-field type control under partial observation,"
in

*Springer Proceedings in Mathematics and Statistics*, 2016, pp. 243-263.
[46]

Y. Cui

*et al.*, "Simultaneous Predictive Gaussian Classifiers,"*Journal of Classification*, pp. 1-30, 2016.
[47]

B. Djehiche,
"Statistical estimation techniques in life and disability insurance—a short overview,"
in

*Springer Proceedings in Mathematics and Statistics*, 2016, pp. 127-147.
[48]

R. Sethi and J. Weibull,
"WHAT IS… Nash Equilibrium?,"

*Notices of the American Mathematical Society*, vol. 63, no. 5, pp. 526-528, 2016.
[49]

B. Djehiche and A. Hamdi,
"A full balance sheet two-mode optimal switching problem,"

*Stochastics : An International Journal of Probablitiy and Stochastic Processes*, vol. 87, no. 4, pp. 604-622, 2015.
[50]

T. Önskog and J. Zhang,
"An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps,"

*Physica A : Statistical Mechanics and its Applications*, vol. 440, pp. 139-146, 2015.
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Last changed: Jun 05, 2019