Publications

2016

Contribution to journal

Podolskij, M. & Yoshida, N. (2016). Edgeworth expansion for functionals of continuous diffusion processes. Annals of Applied Probability, 26(6), 3415-3455. https://doi.org/10.1214/16-AAP1179

Neuhäuser, D., Hirsch, C., Gloaguen, C. & Schmidt, V. (2016). A stochastic model for multi-hierarchical networks. Methodology and Computing in Applied Probability, 18(4), 1129-1151.

Mrkvička, T., Soubeyrand, S., Myllymäki, M., Grabarnik, P. & Hahn, U. (2016). Monte Carlo testing in spatial statistics, with applications to spatial residuals. Spatial Statistics, 18(A), 40-53. https://doi.org/10.1016/j.spasta.2016.04.005

Laub, P. J., Asmussen, S., Jensen, J. L. & Rojas-Nandayapa, L. (2016). Approximating the Laplace transform of the sum of dependent lognormals. Advances in Applied Probability, 48(A), 203-215. https://doi.org/10.1017/apr.2016.50

Kousholt, A. & Kiderlen, M. (2016). Reconstruction of convex bodies from surface tensors. Advances in Applied Mathematics, 76, 1-33. https://doi.org/10.1016/j.aam.2016.01.001

Jörnsten, K. & Klose, A. (2016). An improved Lagrangian relaxation and dual ascent approach to facility location problems. Computational Management Science, 13(3), 317-348. https://doi.org/10.1007/s10287-015-0244-z

Jensen, J. L., Asmussen, S. & Rojas-Nandayapa, L. (2016). On the Laplace transform of the lognormal distribution. Methodology and Computing in Applied Probability, 18(2), 441-458. https://doi.org/10.1007/s11009-014-9430-7

Jensen, J. L., Mortensen, P. B. & Serritzlew, S. (2016). The Dynamic Model of Choice for Public Policy Reconsidered: A Formal Analysis with an Application to US Budget Data. Journal of Public Administration Research and Theory, 26(2), 226-238. https://doi.org/10.1093/jopart/muv007

Hobolth, A. & Siren, J. (2016). The multivariate Wright–Fisher process with mutation: Moment-based analysis and inference using a hierarchical Beta model. Theoretical Population Biology, 108, 36-50. https://doi.org/10.1016/j.tpb.2015.11.001

Hirsch, C. (2016). Bounded-hop percolation and wireless communication. Journal of Applied Probability, 53(3), 833-845.

Hirsch, C., Jahnel, B., Keeler, P. & Patterson, R. IA. (2016). Large deviation principles for connectable receivers in wireless networks. Advances in Applied Probability, 48(4), 1061-1094.

Hirsch, C., Neuhäuser, D. & Schmidt, V. (2016). Moderate deviations for shortest-path lengths on random segment processes. ESAIM: Probability and Statistics, 20, 261-292.

Hinrichsen, L. K., Riber, A. B. & Labouriau, R. (2016). Associations between and development of welfare indicators in organic layers. Animal, 10(6), 953-960. https://doi.org/10.1017/S1751731115003018

Hinrichsen, L. K., Labouriau, R., Engberg, R. M., Knierim, U. & Sørensen, J. T. (2016). Helminth infection is associated with hen mortality in Danish organic egg production. Veterinary Record, 179(8), article 196. https://doi.org/10.1136/vr.103614

Hasebe, T. & Thorbjørnsen, S. (2016). Unimodality of the freely selfdecomposable probability laws. Journal of Theoretical Probability, 29(3), 922-940. https://doi.org/10.1007/s10959-015-0595-y

Hahn, U. & Jensen, E. B. V. (2016). Hidden Second-order Stationary Spatial Point Processes. Scandinavian Journal of Statistics, 43(2), 455-475. https://doi.org/10.1111/sjos.12185

Baudoin, F., Nualart, E., Ouyang, C. & Tindel, S. (2016). On probability laws of solutions to differential systems driven by a fractional Brownian motion. Annals of Probability, 44(4), 2554-2590. https://doi.org/10.1214/15-AOP1028

Baudoin, F. & Bonnefont, M. (2016). Reverse Poincaré inequalities, isoperimetry, and Riesz transforms in Carnot groups. Nonlinear Analysis: Theory, Methods & Applications, 131, 48-59. https://doi.org/10.1016/j.na.2015.10.014

Baudoin, F., Ouyang, C. & Zhang, X. (2016). Smoothing effect of rough differential equations driven by fractional Brownian motions. Annales de l'institut Henri Poincare (B) Probability and Statistics, 52(1), 412-428. https://doi.org/10.1214/14-AIHP642

Baudoin, F. & Kim, B. (2016). The Lichnerowicz–Obata Theorem on Sub-Riemannian Manifolds with Transverse Symmetries. Journal of Geometric Analysis, 26(1), 156-170. https://doi.org/10.1007/s12220-014-9542-x

Baudoin, F., Kim, B. & Wang, J. (2016). Transverse Weitzenböck formulas and curvature dimension inequalities on Riemannian foliations with totally geodesic leaves. Communications in Analysis and Geometry, 24(5), 913-937. https://doi.org/10.4310/CAG.2016.v24.n5.a1

Basse-O'Connor, A. & Weber, M. (2016). On the Φ-variation of stochastic processes with exponential moments. Transactions of the London Mathematical Society, 3(1), 1-27. https://doi.org/10.1112/tlms/tlw001

Bak, B. A. & Jensen, J. L. (2016). High dimensional classifiers in the imbalanced case. Computational Statistics & Data Analysis, 98, 46-59. https://doi.org/10.1016/j.csda.2015.12.009

Asmussen, S., Jensen, J. L. & Rojas-Nandayapa, L. (2016). Exponential Family Techniques for the Lognormal Left Tail. Scandinavian Journal of Statistics, 43(3), 774-787. https://doi.org/10.1111/sjos.12203

Andersen, I. T. & Hahn, U. (2016). Matérn thinned Cox processes. Spatial Statistics, 15, 1-21. https://doi.org/10.1016/j.spasta.2015.10.005

2015

Working Paper

Podolskij, M. & Thamrongrat, N. (2015). A weak limit theorem for numerical approximation of Brownian semi-stationary processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-53

Podolskij, M., Veliyev, B. & Yoshida, N. (2015). Edgeworth expansion for the pre-averaging estimator. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-60

Podolskij, M., Schmidt, C. & Vetter, M. (2015). On U- and V-statistics for discontinuous Itô semimartingale. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-52

Myllymäki, M., Mrkvička, T., Grabarnik, P., Seijo, H. & Hahn, U. (2015). Global envelope tests for spatial processes. arxiv.org. http://arxiv.org/abs/1307.0239

Mrkvička, T., Myllymäki, M. & Hahn, U. (2015). Multiple Monte Carlo Testing with Applications in Spatial Point Processes. arxiv.org. http://arxiv.org/abs/1506.01646

Kousholt, A. & Kiderlen, M. (2015). Reconstruction of convex bodies from surface tensors. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 10 http://math.au.dk/publs?publid=1046

Hug, D., Kiderlen, M. & Svane, A. M. (2015). Voronoi-based estimation of Minkowski tensors from ﬁnite point samples. arxiv.org. CSGB Research Reports Vol. 2016/06 http://math.au.dk/publs?publid=1069

H. Rafati, A., Ziegel, J., Nyengaard, J. R. & Jensen, E. B. V. (2015). Stereological Estimation of Particle Shape and Orientation From Volume Tensors. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 12 http://math.au.dk/publs?publid=1050

Hahn, U. (2015). A note on simultaneous Monte Carlo tests. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 06 http://math.au.dk/publs?publid=1042

Gardner, R. J. & Kiderlen, M. (2015). Operations Between Functions. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 11 http://math.au.dk/publs?publid=1049

Bak, B. A. & Jensen, J. L. (2015). High dimensional classifiers in the imbalanced case. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 04 http://math.au.dk/publs?publid=1041

Asmussen, S., Lipsky, L. & Thompson, S. (2015). Markov Renewal Methods in Restart Problems in Complex Systems. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 01 http://math.au.dk/publs?publid=1034

Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A. (2015). Time inhomogeneity in longest gap and longest run problems. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 07 http://math.au.dk/publs?publid=1054

Andersen, I. T. & Hahn, U. (2015). Matérn thinned Cox processes. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 08

2015

Contribution to conference

Maia, R. P., Labouriau, R. & Demétrio, C. G. B. (2015). Variance component estimation on Competing risk analysis with masked causes and gaussian random components: A simulation study.. Abstract from 60th ISI World Statistics Congress, Rio de Janeiro, Brazil.

Demétrio, C. G. B., Maia, R. P. & Labouriau, R. (2015). A competing risk model for discrete time with masked causes and gaussian random component.. Abstract from The 8th Conference of the Eastern Mediterranean Region International Biometric Society, Turkey.

Kousholt, A. & Kiderlen, M. (2015). Reconstruction of convex bodies from surface tensors. Poster session presented at GPSRS Conference, Bad Herrenalb, Germany.

2015

Contribution to book anthology

Podolskij, M. (2015). Ambit fields: survey and new challenges. In R. H. Mena, J. C. Pardo, V. Rivero & G. U. Bravo (Eds.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (pp. 241-279). Springer. https://doi.org/10.1007/978-3-319-13984-5_12

Pedersen, J. & Sauri, O. (2015). On Lévy semistationary processes with a gamma kernel. In R. H. Mena, J. C. Pardo, V. Rivero & G. U. Bravo (Eds.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (pp. 217-239). Springer. https://doi.org/10.1007/978-3-319-13984-5_11

Baudoin, F. & Ouyang, C. (2015). On small time asymptotics for rough differential equations driven by fractional brownian motions. In P. K. Friz, J. Gatheral, A. Gulisashvili, J. Teichmann, P. K. Friz & A. Jacquier (Eds.), Large Deviations and Asymptotic Methods in Finance (pp. 413-438). Springer. https://doi.org/10.1007/978-3-319-11605-1_14

Asmussen, S., Lipsky, L. & Thompson, S. (2015). Markov renewal methods in RESTART problems in complex systems. In M. Podolskij, R. Stelzer, S. Thorbjørnsen & A. E. D. Veraart (Eds.), The Fascination of Probability, Statistics, and their Applications: In Honour of Ole E. Barndorff-Nielsen (pp. 501-527). Springer.

Baudoin, F. (2015). Stochastic Differential Equations Driven by Loops. In Progress in Probability (pp. 59-80). Birkhauser. https://doi.org/10.1007/978-3-319-13984-5_3

Asmussen, S., Lipsky, L. & Thompson, S. (2015). Markov Renewal Methods in Restart Problems in Complex Systems. In M. Podolskij, R. Stelzer, S. Thorbjørnsen & D. A. E. Veraart (Eds.), The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen (pp. 501-527). Springer. https://doi.org/10.1007/978-3-319-25826-3_23

Andersen, L. N., Asmussen, S., Glynn, P. W. & Pihlsgård, M. (2015). Lévy processes with two-sided reflection. In Lévy Matters V (pp. 67-182). Springer Lecture Notes in Mathematics. https://doi.org/10.1007/978-3-319-23138-9_2

2015

Book anthology

Andersen, L. N., Asmussen, S., Aurzada, F., Glynn, P. W., Maejima, M., Pihlsgard, M. & Simon, T. (2015). Lévy Matters V: Functionals of Levy Processes. Springer. Lecture Notes in Mathematics Vol. 2149 https://doi.org/10.1007/978-3-319-23138-9

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Lars Madsen