# Publications

## 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.
[34]

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

*Games*, vol. 9, no. 5, 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.
[42]

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.
[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.
[45]

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

*Journal of Applied Probability*, 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.
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Last changed: Jun 05, 2019