Mathematical Statistics

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  1. 2020
  2. Hyperparameter Optimization for Portfolio Selection

    Peter Nystrup, Erik Lindström & Henrik, M., 2020 Jun 18, In : The Journal of Financial Data Science. 2, 2

    Research output: Contribution to journalArticle

  3. Convergence in the p-Contest

    Philip Kennerberg & Stas Volkov, 2020 Jan 24, In : Journal of Statistical Physics.

    Research output: Contribution to journalArticle

  4. Learning hidden Markov models with persistent states by penalizing jumps

    Peter Nystrup, Erik Lindström & Madsen, H., 2020, In : Expert Systems with Applications. 150, 113307.

    Research output: Contribution to journalArticle

  5. Mapping of domestic hot water circulation losses in buildings – results from 134 measurements

    Burke, S., von Seth, J., Tomas Ekström, Maljanovski, C. & Magnus Wiktorsson, 2020, 12th Nordic Symposium on Building Physics (NSB 2020). 12009. (E3S Web of Conferences; vol. 172).

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  6. Modeling and Sampling of Spectrally Structured Signals

    Filip Elvander, 2020, Centre for the Mathematical sciences, Lund University. 256 p.

    Research output: ThesisDoctoral Thesis (compilation)

  7. Proposed method for Probabilistic Energy Simulations for Multifamily Dwellings

    Burke, S., Carling, P., Henrik Davidsson, Davidsson, K., Tomas Ekström, Lars-Erik Harderup, Johnny Kronvall, Sahlin, P., Rikard Sundling & Magnus Wiktorsson, 2020, (Submitted) 12th Nordic Symposium on Building Physics (NSB 2020). 25011. (E3S Web of Conferences; vol. 172).

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  8. Temporal hierarchies with autocorrelation for load forecasting

    Peter Nystrup, Erik Lindström, Pinson, P. & Madsen, H., 2020, In : European Journal of Operational Research. 280, 3, p. 876-888

    Research output: Contribution to journalArticle

  9. The coin-turning walk and its scaling limit

    Engländer, J., Stanislav Volkov & Wang, Z., 2020, In : Electronic Journal of Probability. 25, 3.

    Research output: Contribution to journalArticle

  10. 2019
  11. Fourier Method for Valuation of Options under Parameter and State Uncertainty

    Erik Lindström, 2019 Nov 29, In : Journal of Derivatives. 27, 2, p. 62-80

    Research output: Contribution to journalArticle

  12. Offline Noise Reduction Using Optimal Mass Transport Induced Covariance Interpolation

    Filip Elvander, Ali, R., Andreas Jakobsson & van Waterschoot, T., 2019 Nov 18, 27th European Signal Processing Conference, EUSIPCO 2019. Institute of Electrical and Electronics Engineers Inc., 5 p.

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  13. Networks of random trees as a model of neuronal connectivity

    Ajazi, F., Chavez–Demoulin, V. & Tatyana Turova, 2019 Oct, In : Journal of Mathematical Biology. 79, 5, p. 1639–1663 25 p.

    Research output: Contribution to journalArticle

  14. Simulation and Estimation of Diffusion Processes: Applications in Finance

    Carl Åkerlindh, 2019 Sep 27, Lund. 145 p.

    Research output: ThesisDoctoral Thesis (compilation)

  15. Statistical inference and time-frequency estimation for non-stationary signal classification

    Rachele Anderson, 2019 Sep 9, Lund, Sweden: Media-Tryck, Lund University, Sweden. 172 p.

    Research output: ThesisDoctoral Thesis (compilation)

  16. Satistical Modelling Of CO2 Exchange Between Land And Atmosphere: Using Stochastic Optimisation And Gaussian Markov Random Fields

    Unn Dahlén, 2019 Aug 27, Lund: Mathematical Statistics, Centre for Mathematical Sciences, Lund University. 245 p.

    Research output: ThesisDoctoral Thesis (compilation)

  17. Holocene quantitative pollen-based vegetation reconstructions in Europe for climate modelling: LandClim II

    Esther Githumbi, Fyfe, R. M., Kjellström, E., Johan Lindström, Zhengyao Lu, Mazier, F., Anne Birgitte Nielsen, Anneli Poska, Benjamin Smith, Strandberg, G., Sugita, S., Zhang, Q. & Gaillard, M-J., 2019 Jul 31.

    Research output: Contribution to conferenceAbstract

  18. Temporal hierarchies with autocorrelation for load forecasting

    Peter Nystrup, Erik Lindström, Madsen, H. & Pinson, P., 2019 Jun 17.

    Research output: Contribution to conferenceAbstract

  19. Estimation and Classification of Non-Stationary Processes: Applications in Time-Frequency Analysis

    Johan Brynolfsson, 2019 May 17, Media-Tryck, Lund: Centre for Mathematical Sciences, Lund University. 224 p.

    Research output: ThesisDoctoral Thesis (compilation)

  20. Är statistikforskningen industristyrd: eller är det tvärtom?

    Georg Lindgren & Guttorp, P., 2019 May 6, Qvintensen, 1, p. 2-5.

    Research output: Contribution to specialist publication or newspaperNewspaper article

  21. Passive Multistatic Detection by Exploiting a Sparsity Structure of the Io Waveform

    Zhang, X., Wang, F., Li, H., Johan Swärd, Andreas Jakobsson & Himed, B., 2019 Apr 22, IEEE Radar Conference 2019. 8835759

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  22. LPJ-GM 1.0: Simulating migration efficiently in a dynamic vegetation model

    Veiko Lehsten, Mischurow, M., Erik Lindström, Lehsten, D. & Lischke, H., 2019 Mar 8, In : Geoscientific Model Development. 12, 3, p. 893-908 16 p.

    Research output: Contribution to journalArticle

  23. A stochastic process approach to multilayer neutron detectors

    Dragi Anevski, Hall-Wilton, R., Kanaki, K. & Vladimir Pastukhov, 2019, In : Scandinavian Journal of Statistics. 46, 2, p. 621-635

    Research output: Contribution to journalArticle

  24. BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

    von Sydow, L., Milovanović, S., Larsson, E., In't Hout, K., Magnus Wiktorsson, Oosterlee, C. W., Shcherbakov, V., Wyns, M., Leitao, A., Jain, S., Haentjens, T. & Waldén, J., 2019, In : International Journal of Computer Mathematics.

    Research output: Contribution to journalArticle

  25. Boundary effect in competition processes

    Shcherbakov, V. & Stanislav Volkov, 2019, In : Journal of Applied Probability. 56, 3, p. 750-768 19 p.

    Research output: Contribution to journalArticle

  26. Boundary effect in compretition processes

    Shcherbakov, V. & Stanislav Volkov, 2019, In : Journal of Applied Probability.

    Research output: Contribution to journalArticle

  27. Decay of connection probabilities with distance in 2D and 3D neuronal networks

    Vasilii Goriachkin & Tatyana Turova, 2019, In : BioSystems. 184, 103991.

    Research output: Contribution to journalArticle

  28. Defining Graph Signal Distances Using an Optimal Mass Transport Framework

    Juhlin, M., Filip Elvander & Andreas Jakobsson, 2019, 2019 27th European Signal Processing Conference, EUSIPCO 2019. Institute of Electrical and Electronics Engineers Inc., Vol. 2019. 5 p.

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  29. Identifying Decaying Sinusoidal Modes Using Signed Measurements

    Juhlin, M. & Andreas Jakobsson, 2019, 2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 76-80 5 p. 9022601. (2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 - Proceedings).

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  30. Impatient Random Walk

    Engländer, J. & Stanislav Volkov, 2019, In : Journal of Theoretical Probability. 32, 4, p. 2020-2043

    Research output: Contribution to journalArticle

  31. Limit properties of the monotone rearrangement for density and regression function estimation

    Dragi Anevski & Fougeres, A-L., 2019, In : Bernoulli. 25, 1, p. 549-583 43 p.

    Research output: Contribution to journalArticle

  32. Long Term Behaviour of a Reversible System of Interacting Random Walks

    Janson, S., Shcherbakov, V. & Stanislav Volkov, 2019, In : Journal of Statistical Physics. 175, 1, p. 71-96

    Research output: Contribution to journalArticle

  33. Mismatched Estimation of Polynomially Damped Signals

    Filip Elvander, Johan Sward & Andreas Jakobsson, 2019, 2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 246-250 5 p. 9022668. (2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 - Proceedings).

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  34. Multi-period portfolio selection with drawdown control

    Nystrup, P., Boyd, S., Erik Lindström & Madsen, H., 2019, In : Annals of Operations Research. 282, 1-2, p. 245-271

    Research output: Contribution to journalArticle

  35. Partially exchangeable networks and architectures for learning summary statistics in approximate Bayesian computation

    Samuel Wiqvist, Mattei, P. A., Umberto Picchini & Frellsen, J., 2019, 36th International Conference on Machine Learning, ICML 2019. International Machine Learning Society (IMLS), p. 11795-11804 10 p. (36th International Conference on Machine Learning, ICML 2019; vol. 2019-June).

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

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