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Mathematical Statistics 50 most recent publications

[1]
V. A. Khoa and M. K. Dao, "Convergence analysis of a variational quasi-reversibility approach for an inverse hyperbolic heat conduction problem," Journal of Inverse and Ill-Posed Problems, vol. 30, no. 2, pp. 251-264, 2022.
[2]
O. Mazhar, "Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms," Doctoral thesis Stockholm, Sweden : Kungliga Tekniska högskolan, TRITA-SCI-FOU, 2022;12, 2022.
[3]
M. Jensen, A. Malqvist and A. Persson, "Finite element convergence for the time-dependent Joule heating problem with mixed boundary conditions," IMA Journal of Numerical Analysis, vol. 42, no. 1, pp. 199-228, 2022.
[4]
B. Djehiche, H. Hult and P. Nyquist, "Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions," ACM Transactions on Modeling and Computer Simulation, vol. 32, no. 2, pp. 1-25, 2022.
[5]
B. Djehiche et al., "Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients," Mathematics of Operations Research, vol. 47, no. 1, pp. 665-689, 2022.
[6]
T. Zhang, R. Bokrantz and J. Olsson, "Probabilistic Pareto plan generation for semiautomated multicriteria radiation therapy treatment planning," Physics in Medicine and Biology, vol. 67, no. 4, 2022.
[7]
M. Favero, H. Hult and T. Koski, "A dual process for the coupled Wright-Fisher diffusion," Journal of Mathematical Biology, vol. 82, no. 1-2, 2021.
[8]
P. Ljung, A. Malqvist and A. Persson, "A generalized finite element method for the strongly damped wave equation with rapidly varying data," Mathematical Modelling and Numerical Analysis, vol. 55, no. 4, pp. 1375-1403, 2021.
[9]
Y. Li, K. Schnelli and Y. Xu, "Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices," Annales de l'I.H.P. Probabilites et statistiques, vol. 57, no. 1, pp. 506-546, 2021.
[10]
Z. Bao, L. Erdos and K. Schnelli, "Equipartition principle for Wigner matrices," Forum of Mathematics, Sigma, vol. 9, 2021.
[11]
B. Djehiche, O. Mazhar and C. R. Rojas, "Finite impulse response models : A non-asymptotic analysis of the least squares estimator," Bernoulli, vol. 27, no. 2, pp. 976-1000, 2021.
[12]
A. Soshnikov and Y. Xu, "Gaussian approximation of the distribution of strongly repelling particles on the unit circle," Theory of Probability and its Applications, vol. 65, no. 4, pp. 588-615, 2021.
[13]
H. Hultin, "Generative models of limit order books," Licentiate thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2021;25, 2021.
[14]
M. Peletier, N. Gavish and P. Nyquist, "Large Deviations and Gradient Flows for the Brownian One-Dimensional Hard-Rod System," Potential Analysis, 2021.
[15]
J. Bierkens, P. Nyquist and M. Schlottke, "Large deviations for the empirical measure of the zig-zag process," The Annals of Applied Probability, vol. 31, no. 6, 2021.
[16]
E. Zea et al., "Learning the finite size effect for in-situ absorption measurement," in Euronoise 2021 (e-Congress), Madeira, Portugal, October 25-27, 2021, 2021, pp. 1477-1486.
[17]
Y. Chen, B. Djehiche and S. Hamadène, "Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games," Stochastics and Dynamics, vol. 21, no. 06, 2021.
[18]
N. Agram and B. Djehiche, "On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems," Systems & control letters (Print), vol. 155, pp. 104989, 2021.
[19]
Y. Li and Y. Xu, "On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices," Bernoulli, vol. 27, no. 2, pp. 1057-1076, 2021.
[20]
[21]
T. Zhang, R. Bokrantz and J. Olsson, "Probabilistic feature extraction, dose statistic prediction and dose mimicking for automated radiation therapy treatment planning," Medical physics (Lancaster), vol. 48, no. 6, pp. 4730-4742, 2021.
[22]
T. Zhang, "Probabilistic machine learning methods for automated radiation therapy treatment planning," Doctoral thesis Stockholm : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2021;51, 2021.
[23]
B. Djehiche and B. Löfdahl, "Quantum Support Vector Regression for Disability Insurance," Risks, vol. 9, no. 12, pp. 216, 2021.
[24]
C. Bai, Y. Kang and X. Wang, "Spatial Non-Equilibrium and Its Solidification Effect of China's Per Capita Transportation Carbon Emissions," Polish Journal of Environmental Studies, vol. 30, no. 2, pp. 1051-1066, 2021.
[25]
C. Ringqvist, "Topics on Generative Models in Machine Learning," Doctoral thesis : Kungliga tekniska högskolan, TRITA-SCI-FOU, 2021;26, 2021.
[26]
M. Favero, "Asymptotics, weak convergence and duality in population genetics," Doctoral thesis : KTH Royal Institute of Technology, 2020.
[27]
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.
[28]
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.
[29]
M. Nordström et al., "Calibrated Surrogate Maximization of Dice," in Medical Image Computing and Computer Assisted Intervention – MICCAI 2020 : 23rd International Conference, Lima, Peru, October 4–8, 2020, Proceedings, Part IV, 2020, pp. 269-278.
[30]
Z. Bao, K. Schnelli and Y. Xu, "Central Limit Theorem for Mesoscopic Eigenvalue Statistics of the Free Sum of Matrices," International mathematics research notices, vol. 2022, no. 7, pp. 5320-5382, 2020.
[31]
P. Henning and A. Persson, "Computational homogenization of time-harmonic Maxwell's equations," SIAM Journal on Scientific Computing, vol. 42, no. 3, pp. B581-B607, 2020.
[32]
X. Wang et al., "Credit Scoring Based on the Set-Valued Identification Method," Journal of Systems Science and Complexity, 2020.
[33]
Y. Li et al., "Credit scoring by incorporating dynamic networked information," European Journal of Operational Research, vol. 286, no. 3, pp. 1103-1112, 2020.
[34]
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.
[35]
Y. Achdou et al., "Finite horizon mean field games on networks," Calculus of Variations and Partial Differential Equations, vol. 59, no. 5, 2020.
[36]
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.
[37]
C. Ringqvist, P. Nyquist and H. Hult, "Infinite Swapping Algorithm for Training Restricted Boltzmann Machines," in Monte Carlo and Quasi-Monte Carlo Methods, 2020, pp. 285-307.
[38]
C. Ringqvist et al., "Interpolation in Auto Encoders with Bridge Processes," in Proceedings of the 25th International Conference on Pattern Recognition, ICPR 2020, 2020.
[39]
M. C. Christiansen and B. Djehiche, "Nonlinear reserving and multiple contract modifications in life insurance," Insurance, Mathematics & Economics, vol. 93, pp. 187-195, 2020.
[40]
T. Önskog, C. L. E. Franzke and A. Hannachi, "Nonlinear time series models for the North Atlantic Oscillation," Advances in Statistical Climatology, Meteorology and Oceanography, vol. 6, no. 2, pp. 141-157, 2020.
[41]
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.
[42]
Z. Bao, L. Erdos and K. Schnelli, "On the support of the free additive convolution," Journal d'Analyse Mathematique, vol. 142, no. 1, pp. 323-348, 2020.
[43]
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.
[44]
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.
[45]
B. Djehiche, J. Barreiro-Gomez and H. Tembine, "Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games," Dynamic Games and Applications, vol. 10, no. 4, pp. 798-818, 2020.
[46]
B. Bouchard, B. Djehiche and I. Kharroubi, "Quenched Mass Transport of Particles Toward a Target," Journal of Optimization Theory and Applications, vol. 186, no. 2, pp. 345-374, 2020.
[47]
J. Olsson, S. Plätzer and M. Sjödahl, "Resampling algorithms for high energy physics simulations," European Physical Journal C, vol. 80, no. 10, 2020.
[48]
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.
[49]
Z. E. O. Frihi et al., "Stackelberg Mean-Field-Type Games with Polynomial Cost," in Proceedings 21th IFAC World Congress, 2020, pp. 16920-16925.
[50]
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.
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