Continuous-index hidden Markov modelling of array CGH copy number data. (2007)
Stjernqvist, Susann, Rydén, Tobias, Skold, Martin, Staaf, Johan
Abstract is not available
Regression analysis and modelling of data acquisition for SELDI-TOF mass spectrometry. (2007)
Skold, Martin, Rydén, Tobias, Samuelsson, Viktoria, Bratt, Charlotte, Ekblad, Lars, Olsson, Hakan, ...
Abstract is not available
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta\_n)\leq \psi\_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Nonparametric estimation of mixing densities for discrete distributions (2006)
Roueff, François, Rydén, Tobias
By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and...
Nonparametric estimation of mixing densities for discrete distributions (2005)
Roueff, François, Rydén, Tobias
By a mixture density is meant a density of the form πμ(⋅)=∫πθ(⋅)×μ(dθ), where (πθ)θ∈Θ is a family of probability densities and μ is a probability measure on Θ. We consider the...
Douc, Randal, Moulines, Éric, Rydén, Tobias
An autoregressive process with Markov regime is an autoregressive process for which the regression function at each time point is given by a nonobservable Markov chain. In this paper we consider the...
Linear Optimal Prediction and Innovations Representations of Hidden Markov Models (2003)
Andersson, Sofia, Rydén, Tobias, Johansson, Rolf
The topic of this paper is linear optimal prediction of hidden Markov models (HMMs) and innovations representations of HMMs. Our interest in these topics primarily arise from subspace estimation...
Bickel, Peter, Ritov, Yaacov, Rydén, Tobias
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been...
Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. (2002)
Bengtsson, Göran, Rydén, Tobias, Sjögren Ohrn, Maria, Wiktorsson, Magnus
The evidence for dispersal activity among soil-living invertebrates comes mainly from observations of their movement on artificial substrates or of colonisation of defaunated soils in the field. In...
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models (1998)
Bickel, Peter J., Ritov, Ya’acov, Rydén, Tobias
Hidden Markov models (HMMs) have during the last decade become a widespread tool for modeling sequences of dependent random variables. Inference for such models is usually based on the...
Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers
Olivier Cappé, Christian P. Robert, Tobias Rydén
Reversible jump methods are the most commonly used Markov chain Monte Carlo tool for exploring variable dimension statistical models. Recently, however, an alternative approach based on...
Stylized facts of daily return series and the hidden Markov model
Tobias Rydén, Timo Teräsvirta, Stefan Åsbrink
In two recent papers, Granger and Ding (1995a,b) considered long return series that are first differences of logarithmed price series or price indices. They established a set of temporal and...
Stylized Facts of Daily Return Series and the Hidden Markov Model
Rydén, Tobias, Teräsvirta, Timo, Åsbrink, Stefan
In two recent papers, Granger and Ding (1995a, b) considered long return series that are first differences of logarithmed price series or price indices. They established a set of temporal and...