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]
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.
[11]
S. E. Choutri and T. Hamidou, "A Stochastic Maximum Principle for Markov Chains of Mean-Field Type," Games, vol. 9, no. 4, 2018.
[12]
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.
[13]
M. Geilhufe et al., "Materials Informatics for Dark Matter Detection," Physica Status Solidi. Rapid Research Letters, vol. 12, no. 11, 2018.
[14]
[16]
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.
[17]
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.
[18]
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.
[19]
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.
[20]
F. L. Rios, "Bayesian inference in probabilistic graphical models," Doctoral thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2017:03, 2017.
[21]
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.
[22]
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.
[24]
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.
[25]
P. Nyquist, "MODERATE DEVIATION PRINCIPLES FOR IMPORTANCE SAMPLING ESTIMATORS OF RISK MEASURES," Journal of Applied Probability, vol. 54, no. 2, pp. 490-506, 2017.
[27]
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.
[28]
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.
[29]
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.
[30]
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.
[31]
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.
[32]
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.
[33]
F. L. Rios, "Bayesian structure learning in graphical models," Licentiate thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2015:16, 2016.
[34]
H. Nyman et al., "Context-specific independence in graphical log-linear models," Computational statistics (Zeitschrift), vol. 31, no. 4, pp. 1493-1512, 2016.
[35]
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.
[36]
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.
[37]
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.
[38]
I. Alger and J. W. Weibull, "Evolution and Kantian morality," Games and Economic Behavior, vol. 98, pp. 56-67, 2016.
[39]
J. Hallgren, "Inference in Temporal Graphical Models," Doctoral thesis : KTH Royal Institute of Technology, TRITA-MAT-A, 2016:08, 2016.
[40]
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.
[41]
B. Djehiche and B. Löfdahl, "Nonlinear reserving in life insurance : Aggregation and mean-field approximation," Insurance, Mathematics & Economics, vol. 69, pp. 1-13, 2016.
[42]
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.
[43]
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.
[44]
Y. Cui et al., "Simultaneous Predictive Gaussian Classifiers," Journal of Classification, pp. 1-30, 2016.
[45]
B. Djehiche, "Statistical estimation techniques in life and disability insurance—a short overview," in Springer Proceedings in Mathematics and Statistics, 2016, pp. 127-147.
[46]
R. Sethi and J. Weibull, "WHAT IS… Nash Equilibrium?," Notices of the American Mathematical Society, vol. 63, no. 5, pp. 526-528, 2016.
[47]
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.
[48]
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.
[49]
H. Watanabe et al., "Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data," Journal of Multivariate Analysis, vol. 140, pp. 234-244, 2015.
[50]
J. Hallgren, "Continuous time Graphical Models and Decomposition Sampling," Licentiate thesis Stockholm : KTH Royal Institute of Technology, TRITA-MAT-A, 2015:01, 2015.
Full list in the KTH publications portal