# Publications

## Mathematical Statistics 50 most recent publications

[1]

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.
[2]

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.
[3]

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.
[4]

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.
[5]

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.
[6]

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.

[7]

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.
[8]

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.
[9]

L. Rixon Fuchs, A. Norén and P. Johansson,
"GAN-enhanced simulated sonar images for deep learning based detection and classification,"
in

*OCEANS 2022*, 2022.
[10]

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.
[11]

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.
[12]

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.
[13]

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.
[14]

A. Budhiraja

*et al.*, "Quasistationary distributions and ergodic control problems,"*Stochastic Processes and their Applications*, vol. 145, pp. 143-164, 2022.
[15]

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.
[16]

J. Olsson, T. Pavlenko and F. L. Rios,
"Sequential sampling of junction trees for decomposable graphs,"

*Statistics and computing*, vol. 32, no. 5, 2022.
[17]

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.
[18]

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.
[19]

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.
[20]

Z. Bao, L. Erdos and K. Schnelli,
"Equipartition principle for Wigner matrices,"

*Forum of Mathematics, Sigma*, vol. 9, 2021.
[21]

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.
[22]

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.
[23]

H. Hultin,
"Generative models of limit order books,"
Licentiate thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2021;25, 2021.

[24]

M. Peletier, N. Gavish and P. Nyquist,
"Large Deviations and Gradient Flows for the Brownian One-Dimensional Hard-Rod System,"

*Potential Analysis*, 2021.
[25]

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.
[26]

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.
[27]

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.
[28]

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.
[29]

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.
[30]

V. Nilsson

*et al.*, "Probabilistic dose prediction using mixture density networks for automated radiation therapy treatment planning,"*Physics in Medicine and Biology*, vol. 66, no. 5, 2021.
[31]

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.
[32]

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.

[33]

B. Djehiche and B. Löfdahl,
"Quantum Support Vector Regression for Disability Insurance,"

*Risks*, vol. 9, no. 12, pp. 216, 2021.
[34]

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.
[35]

C. Ringqvist,
"Topics on Generative Models in Machine Learning,"
Doctoral thesis : Kungliga tekniska högskolan, TRITA-SCI-FOU, 2021;26, 2021.

[36]

M. Favero,
"Asymptotics, weak convergence and duality in population genetics,"
Doctoral thesis : KTH Royal Institute of Technology, 2020.

[37]

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.
[38]

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.
[39]

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.
[40]

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.
[41]

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.
[42]

X. Wang

*et al.*, "Credit Scoring Based on the Set-Valued Identification Method,"*Journal of Systems Science and Complexity*, 2020.
[43]

Y. Li

*et al.*, "Credit scoring by incorporating dynamic networked information,"*European Journal of Operational Research*, vol. 286, no. 3, pp. 1103-1112, 2020.
[44]

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.
[45]

Y. Achdou

*et al.*, "Finite horizon mean field games on networks,"*Calculus of Variations and Partial Differential Equations*, vol. 59, no. 5, 2020.
[46]

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.
[47]

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.
[48]

C. Ringqvist

*et al.*, "Interpolation in Auto Encoders with Bridge Processes," in*Proceedings of the 25th International Conference on Pattern Recognition, ICPR 2020*, 2020.
[49]

M. C. Christiansen and B. Djehiche,
"Nonlinear reserving and multiple contract modifications in life insurance,"

*Insurance, Mathematics & Economics*, vol. 93, pp. 187-195, 2020.
[50]

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.
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Last changed: Jun 05, 2019