Skip to main content


Mathematical Statistics 50 most recent publications

S. Källblad Nordin, "A DYNAMIC PROGRAMMING APPROACH TO DISTRIBUTION-CONSTRAINED OPTIMAL STOPPING," The Annals of Applied Probability, vol. 32, no. 3, pp. 1902-1928, 2022.
P. Gloaguen, S. Le Corff and J. Olsson, "A pseudo-marginal sequential Monte Carlo online smoothing algorithm," Bernoulli, vol. 28, no. 4, pp. 2606-2633, 2022.
M. Favero and H. Hult, "Asymptotic behaviour of sampling and transition probabilities in coalescent models under selection and parent dependent mutations," Electronic Communications in Probability, vol. 27, no. none, 2022.
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.
K. Schnelli and Y. Xu, "Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices," Communications in Mathematical Physics, vol. 393, no. 2, pp. 839-907, 2022.
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.
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.
S. Shi, O. Mazhar and B. De Schutter, "Finite-Sample Analysis of Identification of Switched Linear Systems With Arbitrary or Restricted Switching," IEEE CONTROL SYSTEMS LETTERS, vol. 7, pp. 121-126, 2022.
L. Rixon Fuchs, A. Norén and P. Johansson, "GAN-enhanced simulated sonar images for deep learning based detection and classification," in OCEANS 2022, 2022.
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.
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.
B. Djehiche et al., "Optimal portfolio choice with path dependent benchmarked labor income : A mean field model," Stochastic Processes and their Applications, vol. 145, pp. 48-85, 2022.
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.
A. Budhiraja et al., "Quasistationary distributions and ergodic control problems," Stochastic Processes and their Applications, vol. 145, pp. 143-164, 2022.
O. Eriksson and T. Zhang, "Robust automated radiation therapy treatment planning using scenario-specific dose prediction and robust dose mimicking," Medical physics (Lancaster), vol. 49, no. 6, pp. 3564-3573, 2022.
J. Olsson, T. Pavlenko and F. L. Rios, "Sequential sampling of junction trees for decomposable graphs," Statistics and computing, vol. 32, no. 5, 2022.
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.
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.
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.
Z. Bao, L. Erdos and K. Schnelli, "Equipartition principle for Wigner matrices," Forum of Mathematics, Sigma, vol. 9, 2021.
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.
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.
H. Hultin, "Generative models of limit order books," Licentiate thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2021;25, 2021.
M. Peletier, N. Gavish and P. Nyquist, "Large Deviations and Gradient Flows for the Brownian One-Dimensional Hard-Rod System," Potential Analysis, 2021.
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.
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.
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.
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.
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.
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.
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.
B. Djehiche and B. Löfdahl, "Quantum Support Vector Regression for Disability Insurance," Risks, vol. 9, no. 12, pp. 216, 2021.
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.
C. Ringqvist, "Topics on Generative Models in Machine Learning," Doctoral thesis : Kungliga tekniska högskolan, TRITA-SCI-FOU, 2021;26, 2021.
M. Favero, "Asymptotics, weak convergence and duality in population genetics," Doctoral thesis : KTH Royal Institute of Technology, 2020.
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.
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.
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.
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.
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.
X. Wang et al., "Credit Scoring Based on the Set-Valued Identification Method," Journal of Systems Science and Complexity, 2020.
Y. Li et al., "Credit scoring by incorporating dynamic networked information," European Journal of Operational Research, vol. 286, no. 3, pp. 1103-1112, 2020.
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.
Y. Achdou et al., "Finite horizon mean field games on networks," Calculus of Variations and Partial Differential Equations, vol. 59, no. 5, 2020.
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.
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.
C. Ringqvist et al., "Interpolation in Auto Encoders with Bridge Processes," in Proceedings of the 25th International Conference on Pattern Recognition, ICPR 2020, 2020.
M. C. Christiansen and B. Djehiche, "Nonlinear reserving and multiple contract modifications in life insurance," Insurance, Mathematics & Economics, vol. 93, pp. 187-195, 2020.
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.
Full list in the KTH publications portal