Publications
Mathematical Statistics 50 most recent publications
[1]
F. Milinanni and P. Nyquist,
"A large deviation principle for the empirical measures of Metropolis–Hastings chains,"
Stochastic Processes and their Applications, vol. 170, 2024.
[2]
A. M.G. Cox et al.,
"Controlled measure-valued martingales : A viscosity solution approach,"
The Annals of Applied Probability, vol. 34, no. 2, pp. 1987-2035, 2024.
[3]
N. Agram, G. Pucci and B. Øksendal,
"Impulse Control of Conditional McKean–Vlasov Jump Diffusions,"
Journal of Optimization Theory and Applications, vol. 200, no. 3, pp. 1100-1130, 2024.
[4]
N. Agram and B. Øksendal,
"Optimal stopping of conditional McKean–Vlasov jump diffusions,"
Systems & control letters (Print), vol. 188, 2024.
[5]
H. Hultin et al.,
"A generative model of a limit order book using recurrent neural networks,"
Quantitative finance (Print), vol. 23, no. 6, pp. 931-958, 2023.
[6]
L. Tarnawski et al.,
"Cholinergic regulation of vascular endothelial function by human ChAT + T cells,"
Proceedings of the National Academy of Sciences of the United States of America, vol. 120, no. 14, 2023.
[7]
R. Corbet et al.,
"Computing the Multicover Bifiltration,"
Discrete & Computational Geometry, vol. 70, no. 2, pp. 376-405, 2023.
[8]
K. Schnelli and Y. Xu,
"Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices,"
The Annals of Applied Probability, vol. 33, no. 1, pp. 677-725, 2023.
[9]
F. Milinanni,
"Markov Chain Monte Carlo Methods and Applications in Neuroscience,"
Licentiate thesis Stockholm : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2023:29, 2023.
[10]
B. Djehiche, R. Elie and S. Hamadene,
"Mean-Field Reflected Backward Stochastic Differential Equations,"
The Annals of Applied Probability, vol. 33, no. 4, pp. 2493-2518, 2023.
[11]
M. Nordström,
"On Medical Image Segmentation With Noisy Labels,"
Doctoral thesis Stockholm, Sweden : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2023;11, 2023.
[12]
K. Schnelli and Y. Xu,
"Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices,"
Electronic Journal of Probability, vol. 28, 2023.
[13]
G. Cardoso et al.,
"State and parameter learning with PARIS particle Gibbs,"
in Proceedings of the 40th International Conference on Machine Learning, ICML 2023, 2023, pp. 3625-3675.
[14]
N. Agram and B. Øksendal,
"Stochastic Fokker-Planck equations for conditional McKean-Vlasov jump diffusions and applications to optimal control,"
SIAM Journal of Control and Optimization, vol. 61, no. 3, pp. 1472-1493, 2023.
[15]
N. Agram and B. Øksendal,
"The Donsker delta function and local time for McKean–Vlasov processes and applications,"
Stochastics : An International Journal of Probablitiy and Stochastic Processes, pp. 1-18, 2023.
[16]
B. Djehiche and M. Martini,
"Time-inconsistent mean-field optimal stopping: A limit approach,"
Journal of Mathematical Analysis and Applications, vol. 528, no. 1, 2023.
[17]
A. Lindhe,
"Topics on Large Deviations in Artificial Intelligence,"
Doctoral thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2023:49, 2023.
[18]
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.
[19]
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.
[20]
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.
[21]
G. Cardoso et al.,
"BR-SNIS : Bias Reduced Self-Normalized Importance Sampling,"
in Advances in Neural Information Processing Systems 35 - 36th Conference on Neural Information Processing Systems, NeurIPS 2022, 2022.
[22]
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.
[23]
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.
[24]
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.
[25]
A. Mastrototaro, J. Olsson and J. Alenlöv,
"Fast and Numerically Stable Particle-Based Online Additive Smoothing : The AdaSmooth Algorithm,"
Journal of the American Statistical Association, pp. 1-12, 2022.
[26]
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.
[27]
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.
[28]
L. Rixon Fuchs, A. Norén and P. Johansson,
"GAN-enhanced simulated sonar images for deep learning based detection and classification,"
in OCEANS 2022, 2022.
[29]
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.
[30]
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.
[31]
M. Nordström et al.,
"On image segmentation with noisy labels : characterization and volume properties of the optimal solutions to accuracy and dice.,"
in NeuRIPS 2022, 2022.
[32]
M. Nordström et al.,
"On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice,"
in Advances in Neural Information Processing Systems 35 - 36th Conference on Neural Information Processing Systems, NeurIPS 2022, 2022.
[33]
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.
[34]
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.
[35]
A. Budhiraja et al.,
"Quasistationary distributions and ergodic control problems,"
Stochastic Processes and their Applications, vol. 145, pp. 143-164, 2022.
[36]
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.
[37]
J. Olsson, T. Pavlenko and F. L. Rios,
"Sequential sampling of junction trees for decomposable graphs,"
Statistics and computing, vol. 32, no. 5, 2022.
[38]
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.
[39]
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.
[40]
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.
[41]
Z. Bao, L. Erdos and K. Schnelli,
"Equipartition principle for Wigner matrices,"
Forum of Mathematics, Sigma, vol. 9, 2021.
[42]
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.
[43]
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.
[44]
H. Hultin,
"Generative models of limit order books,"
Licentiate thesis : KTH Royal Institute of Technology, TRITA-SCI-FOU, 2021;25, 2021.
[45]
M. Peletier, N. Gavish and P. Nyquist,
"Large Deviations and Gradient Flows for the Brownian One-Dimensional Hard-Rod System,"
Potential Analysis, 2021.
[46]
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.
[47]
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.
[48]
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.
[49]
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.
[50]
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.