KTH Mathematics  


Publication list for Tobias Rydén

Journal papers

  1. U. Sahlin, T. Rydén, C.D. Nyberg and H.G. Smith, A benefit analysis of screening for invasive species -- base-rate uncertainty and the value of information. Methods in Ecology and Evolution 2 (2011), 500-508.
  2. J. Olsson and T. Rydén, Rao-Blackwellisation of particle Markov chain Monte Carlo methods using forward filtering backward sampling. IEEE Transactions on Signal Processing 59 (2011), 4606-4619.
  3. S. Stjernqvist, T. Rydén and C.D. Greenman, Model-integrated estimation of normal tissue contamination for cancer SNP copy number data. Cancer Informatics 10 (2011), 159-173.
  4. S. Asmussen and T. Rydén, A note on skewness in regenerative simulation. Communications in Statistics -- Simulation and Computation 40 (2011), 45-57.
  5. M. Lauss, A. Frigyesi, T. Rydén and M. Höglund, Robust assignment of cancer subtypes from expression data using a ROC-based classifier. BMC Cancer 10 (2010), 532.
  6. R. Tehranchi, P.S. Woll, K. Anderson, N. Buza-Vidas, T. Mizukami, A.J. Mead, I. Åstrand-Grundström, B. Strömbeck, A. Horvat, H. Ferry, R. Singh Dhanda, R. Hast, T. Rydén, P. Vyas, G. Göhring, B. Schlegelberger, B. Johansson, E. Hellström-Lindberg, A. List, L. Nilsson and S.E.W. Jacobsen, Persistent malignant stem cells in del(5q) myelodysplasia in remission. New England Journal of Medicine 363 (2010), 1025-1037.
  7. N. Accoto, T. Rydén and P. Secchi, Bayesian hidden Markov models for performance-based regulation of continuity of electricity supply. IEEE Transactions on Power Delivery 25 (2010), 1236-1249.
  8. D. Lindgren, A. Frigyesi, S. Gudjonsson, G. Sjödahl, C. Halldén, G. Chebil, S. Veerla, T. Rydén, W. Månsson, F. Liedberg and M. Höglund, Combined gene expression and genomic profiling define two intrinsic molecular subtypes of urothelial carcinoma and gene signatures for molecular grading and outcome. Cancer Research 70 (2010), 3463-3472.
  9. S. Andersson and T. Rydén, Subspace estimation and prediction methods for hidden Markov models. Annals of Statistics 37 (2009), 4131-4152.
  10. A. Maruotti and T. Rydén, A semiparametric approach for hidden Markov models under longitudinal observations. Statistics and Computing 19 (2009), 381-393.
  11. S. Stjernqvist and T. Rydén, A continuous-index hidden Markov jump process for modelling DNA copy number data. Biostatistics 10 (2009), 773-778.
  12. S. Rubenthaler, T. Rydén and M. Wiktorsson, Fast simulated annealing in Rd with an application to maximum likelihood estimation in state-space models. Stochastic Processes and Their Applications 119 (2009), 1912-1931.
  13. T. Rydén, EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective (with discussion). Bayesian Analysis 3 (2008), 659-716.
  14. S. Larsson, T. Rydén, U. Holst, S. Oredsson and M. Johansson, Estimating the total rate of DNA replication using branching processes. Bulletin of Mathematical Biology 70 (2008), 2177-2194.
  15. S. Larsson, T. Rydén, U. Holst, S. Oredsson and M. Johansson, Estimating the variation in S phase duration from flow cytometric histograms. Mathematical Biosciences 213 (2008), 40-49.
  16. J. Olsson and T. Rydén, Asymptotic properties of the bootstrap particle filter maximum likelihood estimator for state space models. Stochastic Processes and Their Applications 118 (2008), 649-680.
  17. C.T. Jensen, C. Böiers, S. Kharazi, A. Lubking, T. Rydén, M. Sigvardsson, E. Sitnicka and S.E.W. Jacobsen, Permissive roles of hematopoietin and cytokine tyrosine kinase receptors in early T-cell development. Blood 111 (2008), 2083-2090.
  18. S. Larsson, T. Rydén, U. Holst, S. Oredsson and M. Johansson, Estimating the distribution of the G2 phase duration from flow cytometric histograms. Mathematical Biosciences 211 (2008), 1-17.
  19. F. Odille, S. Jonsson, S. Stjernqvist, T. Rydén and K. Wärnmark, On the characterization of dynamic supramolecular systems: A general mathematical association model for linear supramolecular copolymers and application on a complex two-component hydrogen-bonding system. Chemistry -- A European Journal 13 (2007), 9617-9636.
  20. M. Sköld, T. Rydén, V. Samuelsson, C. Bratt, L. Ekblad, H. Olsson and B. Baldetorp, Regression analysis and modelling of data acquisition for SELDI-TOF mass spectrometry. Bioinformatics 23 (2007), 1401-1409.
  21. S. Stjernqvist, T. Rydén, M. Sköld and J. Staaf, Continuous-index hidden Markov modelling of array CGH copy number data. Bioinformatics 23 (2007), 1006-1014.
  22. F. Roueff and T. Rydén, Non-parametric estimation of mixing densities for discrete distributions. Annals of Statistics 33 (2005), 2066-2108.
  23. M. Wiktorsson, T. Rydén, E. Nilsson and G. Bengtsson, Modelling the movement of a soil insect. Journal of Theoretical Biology 231 (2004), 497-513.
  24. G. Bengtsson, E. Nilsson, T. Rydén and M. Wiktorsson, Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology. Journal of Theoretical Biology 231 (2004), 299-306.
  25. R. Douc, É. Moulines and T. Rydén, Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Annals of Statistics 32 (2004), 2254-2304.
  26. T. Rydén, Hidden Markov models. In Encyclopedia of Actuarial Science, vol. 2 (J. Teugels and B. Sundt, eds.), pp. 821-827. Wiley, 2004.
  27. S. Andersson, T. Rydén and R. Johansson, Linear optimal prediction and innovations representations of hidden Markov models. Stochastic Processes and Their Applications 108 (2003), 131-149.
  28. O.Cappé, C.P. Robert and T. Rydén, Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Journal of the Royal Statistical Society B 65 (2003), 679-700.
  29. T. Burzykowski, J. Szubiakowski and T. Rydén, Analysis of photon count data from single-molecule flourescence experiments. Journal of Chemical Physics 288 (2003), 291-307.
  30. S. Andersson and T. Rydén, Local dependencies and Poissonification: a case study. Performance Evaluation 52 (2003), 41-58.
  31. P.J. Bickel, Y. Ritov and T. Rydén, Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones. Annales de l'Institut Henri Poincaré. Probabilités et Statistiques 38 (2002), 825-846.
  32. G. Bengtsson, T. Rydén, M.S. Öhrn and M. Wiktorsson, Statistical analysis of the influence of conspecifics on the dispersal of a soil Collembola. Theoretical Population Biology 61 (2002), 97-113.
  33. T. Rydén and M. Wiktorsson, On the simulation of iterated Itô integrals. Stochastic Processes and Their Applications 91 (2001), 151-168.
  34. P. Giudici, T. Rydén and P. Vandekerkhove, Likelihood-ratio tests for hidden Markov models. Biometrics 56 (2000), 742-747.
  35. C.P. Robert, T. Rydén and D.M. Titterington, Bayesian inference in hidden Markov models through reversible jump Markov chain Monte Carlo. Journal of the Royal Statistical Society B 62 (2000), 57-75.
  36. C.P. Robert, T. Rydén and D.M. Titterington, Convergence controls for MCMC algorithms, with applications to hidden Markov chains. Journal of Statistical Computing and Simulation 64 (1999), 327-355.
  37. D.J. Nott and T. Rydén, Pairwise likelihood methods for inference in image models. Biometrika 86 (1999), 661-676.
  38. P.J. Bickel, Y. Ritov and T. Rydén, Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models. Annals of Statistics 26 (1998), 1614-1635.
  39. T. Rydén and D.M. Titterington, Computational Bayesian analysis of hidden Markov models. Journal of Computational and Graphical Statistics 7 (1998), 194-211.
  40. T. Rydén. T. Teräsvirta, and S. Åsbrink, Stylized facts of daily return series and the hidden Markov model of absolute returns. Journal of Applied Econometrics 13 (1998), 217-244.
  41. T. Rydén, Optimal overload control of systems with access buffers -- a difficult problem. Computer Networks and ISDN Systems 30 (1998), 999-1005.
  42. V. Krishnamurthy and T. Rydén, Consistent estimation of linear and non-linear autoregressive models with Markov regime. Journal of Time Series Analysis 19 (1998), 291-307.
  43. T. Rydén, Asymptotically efficient recursive estimation for incomplete data models using the observed information. Metrika 44 (1998), 119-145.
  44. T. Rydén, Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes. Stochastic Models 13 (1997), 417-433.
  45. L. Overbeck and T. Rydén, Estimation in the Cox-Ingersoll-Ross model. Econometric Theory 13 (1997), 430-461.
  46. T. Rydén, On recursive estimation for hidden Markov models. Stochastic Processes and their Applications 66 (1997), 79-96.
  47. T. Rydén, On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions. Journal of Applied Probability 33 (1996), 640-653.
  48. T. Rydén, An EM algorithm for estimation in Markov-modulated Poisson processes. Computational Statistics & Data Analysis 21 (1996), 431-447.
  49. T. Rydén, Estimating the order of hidden Markov models. Statistics 26 (1995), 345-354.
  50. T. Rydén and M. Wernersson, Decomposition reactions as general Poisson processes: Theory and an experimental example. The Journal of Chemical Physics 103 (1995), 5531-5538.
  51. T. Rydén, Consistent and asymptotically normal parameter estimates for Markov modulated Poisson processes. Scandinavian Journal of Statistics 22 (1995), 295-303.
  52. T. Rydén, Consistent and asymptotically normal parameter estimates for hidden Markov models. Annals of Statistics 22 (1994), 1884-1895.
  53. T. Rydén, Parameter estimation for Markov modulated Poisson processes. Stochastic Models 10 (1994), 795-829.
  54. T. Rydén, Waiting time distributions in buffers with batch service. IEEE Transactions on Communications 41 (1993), 1027-1030.
  55. T. Rydén, Optimal load control of SPC switches: Waiting time minimization. Telecommunication Systems 1 (1993), 179-194.

Books etc.

  1. O. Cappé, E. Moulines and T. Rydén, Inference in Hidden Markov Models. Springer-Verlag, New York, 2005. (652 pages)
  2. T. Rydén. Topics in Applied Probability. Compendium, Department of Mathematical Statistics, Lund University, 2001.
  3. T. Rydén and G. Lindgren. Markov Processes (in Swedish). Compendium, Department of Mathematical Statistics, Lund University, 2000.

Theses

  1. T. Rydén, Parameter Estimation for Markov Modulated Poisson Processes and Overload Control of SPC Switches. PhD thesis, Department of Mathematical Statistics, Lund University, 1993.
  2. T. Rydén, On Efficiency and Optimality in Overload Control of SPC Systems. Licentiate Thesis, Department of Communication Systems, Lund University, 1991.

Conference talks and papers

Invited talks and papers
  1. Pros and cons of Bayesian estimation of hidden Markov models. Fifth Workshop on Bayesian Inference in Stochastic Processes, Valencia, June 2007.
  2. Non-standard acceptance functions and cooling schedules in simulated annealing. Workshop MCMC, IS, Nice, Nice, June 2007.
  3. Particle filter-based approximate likelihood inference in state-space models. Workshop Sequential Monte Carlo Methods: filtering and other applications, Oxford, July 2006. In C. Andrieu and D. Crisan (eds.): Conference Oxford sur les méthodes de Monte Carlo séquentielles, ESAIM Proceesings 19 (2007), pp. 115-120.
  4. Hidden Markov and state-space models -- from likelihood theory to computational statistics. Nordic Conference on Mathematical Statistics 2006, Rebild, June 2006.
  5. Likelihood inference in state space models -- some theoretical and practical aspects. MaPhySto workshop Inference for Partially Observed Stochastic Processes, Copenhagen, June 2004.
  6. Likelihood inference in state space models -- some theoretical and practical aspects. Stochastik-Tage 2004: German Open Conference on Probability and Statistics, Karlsruhe, March 2004.
  7. Statistical inference for Markov-modulated Poisson processes and Markovian arrival processes. Third International Conference on Matrix Analytic Methods in Stochastic Models, Leuven, July 2000 (plenary talk). In G. Latouche and P. Taylor (eds.): Advances in Algorithmic Methods for Stochastic Models, Notable Publications, Neshanic Station, NJ, pp. 329-350.
  8. Likelihood inference in ergodic hidden Markov models: a unified approach, implications and future directions. Second European Conference on Highly Structured Stochastic Systems, Pavia, September 1999 (plenary talk).
  9. Bayesian inference in hidden Markov models through reversible jump Markov chain Monte Carlo. Workshop Statistical Inference for Stochastic Proceses: Theoretical and Computational Aspects, Copenhagen, August 1998.
  10. Estimation in mixture distributions and doubly stochastic Poisson processes. The 30th Annual Meeting of the Swedish Statistical Association, November 1992.
Contributed talks and papers

Conferences marked with a * were refereed.

  1. * B. Lindoff, T. Rydén and D. Astely, A robust cell search algorithm for 3GPP LTE. European Wireless 2009, Aalborg, May 2009, pp. 303-307.
  2. * S. Bizjajeva, T. Rydén and O. Edfors, Mobile positioning in MIMO system using particle filtering. In IEEE 66th Vehicular Technology Conference, Baltimore, Oct 2007, pp. 792-798.
  3. Inference in hidden Markov models using subspace methods. Joint Statistical Meetings, San Francisco, August 2003.
  4. T. Burzykowski, J. Szubiakowski and T. Rydén, Statistical analysis of data from single molecule experiment. In: Proceedings of SPIE Vol. 5258 IV Workshop on Atomic and Molecular Physics, (Heldt J., ed.). Bellingham, WA, 2003, pp. 171-177 .
  5. Non-parametric estimation of mixing densities for a class of discrete distributions. 65th Annual Meeting of the Institute of Mathematical Statistics, Banff, July 2002.
  6. * C.W. Anderson, N. Mole, S. Nadarajah and T. Rydén, Modelling the occurrence of large concentration values in pollutant plumes. International Congress on Modelling and Simulation, Canberra, December 2001, pp. 911-916.
  7. * Å. Arvidsson, M. Roughan and T. Rydén, On the origins of long-range dependence in TCP traffic. 17th International Teletraffic Congress, Salvador da Bahia, December 2001.
  8. * S. Andersson and T. Rydén, Maximum likelihood estimation of a structured MMPP with applications to traffic modelling. 13th ITC Specialists' Seminar: IP Traffic Measurements, Modeling and Management, Monterey, September 2000.
  9. * S. Andersson and T. Rydén, Local dependencies and Poissonification of data traffic -- A case study. 5th INFORMS Telecommunications Conference, Boca Raton, March 2000.
  10. * I.B. Collings and T. Rydén, A new maximum likelihood gradient algorithm for on-line hidden Markov model identification. IEEE International Conference on Acoustics, Speech and Signal Processing, Seattle, May 1998, pp. 2261-2264.
  11. Bayesian inference in hidden Markov models through jump MCMC sampling. First TMR Workshop on Computational and Spatial Statistics, Aussois, January 1998.
  12. * V. Krishnamurthy and T. Rydén, Consistency of the MLE for jump Markov AR systems. 36th IEEE Conference on Decision and Control, San Diego, December 1997, pp. 3401-3406.
  13. * Asymptotic properties of the maximum-likelihood estimator for general hidden Markov models. The International Symposium on the Mathematical Theory of Networks and Systems, St. Louis, June 1996.
  14. On recursive estimation for hidden Markov models. The 21st European Meeting of Statisticians, Aarhus, August 1995.
  15. An EM Algorithm for MMPP parameter estimation. The 56th Annual Meeting of the Institute of Mathematical Statistics, San Francisco, August 1993.
  16. Parameter estimation for Markov-modulated Poisson processes. The 20th European Meeting of Statisticians, Bath, September 1992.
  17. Overload control of SPC switches using optimal alarming. International Teletraffic Congress Specialists' Seminar, Krakow, April 1991.
  18. Waiting times in access buffers. The Eighth Nordic Teletraffic Seminar, Helsinki, August 1989.

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Published by: Henrik Hult
Updated: September 24, 2008