KTH Mathematics |

Publication list for Tobias Rydén
## Journal papers- 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. - 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. - 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. - S. Asmussen and T. Rydén,
**A note on skewness in regenerative simulation**.*Communications in Statistics -- Simulation and Computation***40**(2011), 45-57. - 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. - 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. - 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. - 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. - S. Andersson and T. Rydén,
**Subspace estimation and prediction methods for hidden Markov models**.*Annals of Statistics***37**(2009), 4131-4152. - A. Maruotti and T. Rydén,
**A semiparametric approach for hidden Markov models under longitudinal observations**.*Statistics and Computing***19**(2009), 381-393. - S. Stjernqvist and T. Rydén,
**A continuous-index hidden Markov jump process for modelling DNA copy number data**.*Biostatistics***10**(2009), 773-778. - S. Rubenthaler, T. Rydén and M. Wiktorsson,
**Fast simulated annealing in**.**R**d with an application to maximum likelihood estimation in state-space models*Stochastic Processes and Their Applications***119**(2009), 1912-1931. - 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. - 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. - 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. - 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. - 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. - 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. - 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. - 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. - 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. - F. Roueff and T. Rydén,
**Non-parametric estimation of mixing densities for discrete distributions**.*Annals of Statistics***33**(2005), 2066-2108. - M. Wiktorsson, T. Rydén, E. Nilsson and G. Bengtsson,
**Modelling the movement of a soil insect**.*Journal of Theoretical Biology***231**(2004), 497-513. - 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. - 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. - T. Rydén,
**Hidden Markov models**. In*Encyclopedia of Actuarial Science*, vol. 2 (J. Teugels and B. Sundt, eds.), pp. 821-827. Wiley, 2004. - 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. - 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. - 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. - S. Andersson and T. Rydén,
**Local dependencies and Poissonification: a case study**.*Performance Evaluation***52**(2003), 41-58. - 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. - 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. - T. Rydén and M. Wiktorsson,
**On the simulation of iterated Itô integrals**.*Stochastic Processes and Their Applications***91**(2001), 151-168. - P. Giudici, T. Rydén and P. Vandekerkhove,
**Likelihood-ratio tests for hidden Markov models**.*Biometrics***56**(2000), 742-747. - 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. - 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. - D.J. Nott and T. Rydén,
**Pairwise likelihood methods for inference in image models**.*Biometrika***86**(1999), 661-676. - 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. - T. Rydén and D.M. Titterington,
**Computational Bayesian analysis of hidden Markov models**.*Journal of Computational and Graphical Statistics***7**(1998), 194-211. - 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. - T. Rydén,
**Optimal overload control of systems with access buffers -- a difficult problem**.*Computer Networks and ISDN Systems***30**(1998), 999-1005. - 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. - T. Rydén,
**Asymptotically efficient recursive estimation for incomplete data models using the observed information**.*Metrika***44**(1998), 119-145. - T. Rydén,
**Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes**.*Stochastic Models***13**(1997), 417-433. - L. Overbeck and T. Rydén,
**Estimation in the Cox-Ingersoll-Ross model**.*Econometric Theory***13**(1997), 430-461. - T. Rydén,
**On recursive estimation for hidden Markov models**.*Stochastic Processes and their Applications***66**(1997), 79-96. - 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. - T. Rydén,
**An EM algorithm for estimation in Markov-modulated Poisson processes**.*Computational Statistics & Data Analysis***21**(1996), 431-447. - T. Rydén,
**Estimating the order of hidden Markov models**.*Statistics***26**(1995), 345-354. - 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. - T. Rydén,
**Consistent and asymptotically normal parameter estimates for Markov modulated Poisson processes**.*Scandinavian Journal of Statistics***22**(1995), 295-303. - T. Rydén,
**Consistent and asymptotically normal parameter estimates for hidden Markov models**.*Annals of Statistics***22**(1994), 1884-1895. - T. Rydén,
**Parameter estimation for Markov modulated Poisson processes**.*Stochastic Models***10**(1994), 795-829. - T. Rydén,
**Waiting time distributions in buffers with batch service**.*IEEE Transactions on Communications***41**(1993), 1027-1030. - T. Rydén,
**Optimal load control of SPC switches: Waiting time minimization**.*Telecommunication Systems***1**(1993), 179-194.
## Books etc.- O. Cappé, E. Moulines and T. Rydén,
**Inference in Hidden Markov Models**. Springer-Verlag, New York, 2005. (652 pages) - T. Rydén.
**Topics in Applied Probability**. Compendium, Department of Mathematical Statistics, Lund University, 2001. - T. Rydén and G. Lindgren.
**Markov Processes**(in Swedish). Compendium, Department of Mathematical Statistics, Lund University, 2000.
## Theses- T. Rydén,
**Parameter Estimation for Markov Modulated Poisson Processes and Overload Control of SPC Switches**. PhD thesis, Department of Mathematical Statistics, Lund University, 1993. - T. Rydén,
**On Efficiency and Optimality in Overload Control of SPC Systems**. Licentiate Thesis, Department of Communication Systems, Lund University, 1991.
## Conference talks and papersInvited talks and papers
**Pros and cons of Bayesian estimation of hidden Markov models**.*Fifth Workshop on Bayesian Inference in Stochastic Processes*, Valencia, June 2007.**Non-standard acceptance functions and cooling schedules in simulated annealing**. Workshop*MCMC, IS, Nice*, Nice, June 2007.**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.**Hidden Markov and state-space models -- from likelihood theory to computational statistics**.*Nordic Conference on Mathematical Statistics 2006*, Rebild, June 2006.**Likelihood inference in state space models -- some theoretical and practical aspects**. MaPhySto workshop*Inference for Partially Observed Stochastic Processes*, Copenhagen, June 2004.**Likelihood inference in state space models -- some theoretical and practical aspects**.*Stochastik-Tage 2004: German Open Conference on Probability and Statistics*, Karlsruhe, March 2004.**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.**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).**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.**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. - * B. Lindoff, T. Rydén and D. Astely,
**A robust cell search algorithm for 3GPP LTE**.*European Wireless 2009*, Aalborg, May 2009, pp. 303-307. - * 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. **Inference in hidden Markov models using subspace methods**.*Joint Statistical Meetings*, San Francisco, August 2003.- 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 . **Non-parametric estimation of mixing densities for a class of discrete distributions**.*65th Annual Meeting of the Institute of Mathematical Statistics*, Banff, July 2002.- * 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. - * 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. - * 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. - * S. Andersson and T. Rydén,
**Local dependencies and Poissonification of data traffic -- A case study**.*5th INFORMS Telecommunications Conference*, Boca Raton, March 2000. - * 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. **Bayesian inference in hidden Markov models through jump MCMC sampling**.*First TMR Workshop on Computational and Spatial Statistics*, Aussois, January 1998.- * 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. - *
**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. **On recursive estimation for hidden Markov models**.*The 21st European Meeting of Statisticians*, Aarhus, August 1995.**An EM Algorithm for MMPP parameter estimation**.*The 56th Annual Meeting of the Institute of Mathematical Statistics*, San Francisco, August 1993.**Parameter estimation for Markov-modulated Poisson processes**.*The 20th European Meeting of Statisticians*, Bath, September 1992.**Overload control of SPC switches using optimal alarming**.*International Teletraffic Congress Specialists' Seminar*, Krakow, April 1991.**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 |