Publications

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

Rønn-Nielsen, A., Sporring, J. & Jensen, E. B. V. (2016). Estimation of sample spacing in stochastic processes. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 17, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1091/

Lebovits, J. & Podolskij, M. (2016). Estimation of the global regularity of a multifractional Brownian motion. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2016-33

Rønn-Nielsen, A. & Jensen, E. B. V. (2016). Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2016/11 http://math.au.dk/publs?publid=1075

Albrecher, H., Ivanovs, J. & Zhou, X. (2016). Exit identities for Lévy processes observed at Poisson arrival times. Bernoulli, 22(3), 1364-1382. https://doi.org/10.3150/15-BEJ695

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

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

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

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

Nielsen, S., Simonsen, S. & Hobolth, A. (2016). Inferring Population Genetic Parameters: Particle Filtering, HMM, Ripley’s K-Function or Runs of Homozygosity? In M. Frith & C. Nørgaard Storm Pedersen (Eds.), WABI 2016: 16th International Workshop (Vol. 9838, pp. 234-245). Springer. Lecture Notes in Computer Science http://link.springer.com/chapter/10.1007/978-3-319-43681-4_19/fulltext.html

Thomsen, R., Edwards, S. A., Rousing, T., Labouriau, R. & Sørensen, J. T. (2016). Influence of social mixing and group size on skin lesions and mounting in organic entire male pigs. Animal, 1225-1233. https://doi.org/10.1017/S1751731116000069

Thompson, S., Lipsky, L. & Asmussen, S. (2016). Linear algebraic methods in RESTART problems in Markovian systems. In L. Fiondella & A. Puliafito (Eds.), Principles of Performance and Reliability Modeling and Evaluation: Essays in Honor of Kishor Trivedi on his 70th Birthday (Vol. Part 3, pp. 449-479). Springer. Springer Series in Reliability Engineering https://doi.org/10.1007/978-3-319-30599-8_17

Asmussen, S. & Thøgersen, J. (2016). Markov Dependence in Renewal Equations and Random Sums with Heavy Tails. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. Thiele Research Reports Vol. 2, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1071/

Asmussen, S., Lipsky, L. & Thompson, S. (2016). 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

Asmussen, S., Lipsky, L. & Thompson, S. (2016). 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.

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

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

Nielsen, M. M., Tataru, P., Madsen, T., Hobolth, A. & Pedersen, J. S. (2016). Motif discovery in ranked lists of sequences. (pp. 1-4). http://biorxiv.org/content/biorxiv/suppl/2016/01/11/035956.DC2/035956-1.pdf

Labouriau, R. (2016). Multivariate Generalized Linear Mixed Models with High Complexity / Modèles linéaires généralisés mixtes multivariés avec complexité élevée. Abstract from 44th Annual Meeting of the Statistical Society of Canada, Canada.

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. (2016). On the use of saddlepoint approximations in highdimensional inference. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. Thiele Research Reports Vol. 4, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1082/

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

Thøgersen, J. (2016). Optimal premium as function of the deductible: Customer analysis and portfolio characteristics. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. Thiele Research Reports Vol. 3, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1080/

Asmussen, S., Goffard, P-O. & Laub, P. (2016). Orthonormal polynomial expansions and lognormal sum densities. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. Thiele Research Reports Vol. 1, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1066/

Asmussen, S., Laub, P. & Goffard, P-O. (2016). Orthonormal polynomial expansions and lognormal sum densities. In P. Barrieu (Ed.), Risk and Stochastics. Ragnar Norberg at 70 World Scientific. http://www.worldscientific.com/worldscibooks/10.1142/q0057

Christensen, S. T. & Kiderlen, M. (2016). Poster: Comparison of two global digital algorithms for Minkowski tensor estimation. Poster session presented at AU Workshop on Stochastic Geometry, Stereology and their Applications, Sønderborg, Denmark.

Dorph-Petersen, K-A., Ziegel, J., Baddeley, A. & Jensen, E. B. V. (2016). Prediction of the variance of stereological volume estimates in systematic sampling with errors in sampling locations. Abstract from AU Workshop on Stochastic Geometry, Stereology and their Applications, Sønderborg, Denmark.

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

Clark, C., Ely, J., Spagnolo, M., Hahn, U., Stokes, C. & Hughes, A. (2016). Regular patterns in subglacial bedforms demonstrate emergent field behaviour. Geophysical Research Abstracts, 18, 1389. [EGU2016-1389-1]. http://meetingorganizer.copernicus.org/EGU2016/EGU2016-1389-1.pdf

Jensen, E. B. V. & Kiderlen, M. (2016). Rotation Invariant Valuations. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2016/03 http://math.au.dk/publs?publid=1064

Svane, A. M. & Jensen, E. B. V. (2016). Rotational Crofton formulae for Minkowski tensors and some affine counterparts. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2016/13 http://math.au.dk/publs?publid=1085

Ivanovs, J. (2016). Sparre-Andersen identity and the last passage time. Journal of Applied Probability, 53(2), 600-605.

Asmussen, S., Ernst, P. & Hasenbein, J. (2016). Stability and tail asymptotics in a multiclass queue with state dependent arrival rates. arXiv. https://arxiv.org/abs/1609.03999

Tataru, P., Simonsen, M., Bataillon, T. & Hobolth, A. (2016). Statistical Inference in the Wright–Fisher Model Using Allele Frequency Data. Systematic Biology. https://doi.org/10.1093/sysbio/syw056

Kousholt, A., Ziegel, J., Kiderlen, M. & Jensen, E. B. V. (2016). Stereological estimation of mean particle volume tensors in R³ from vertical sections. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 09 http://csgb.dk/publications/csgbrr/2016/

Kousholt, A., Ziegel, J. F., Kiderlen, M. & Jensen, E. B. V. (2016). Stereological estimation of mean particle volume tensors in R3 from vertical sections. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2016/09 http://math.au.dk/publs?publid=1073

Rafati, A. H., Ziegel, J., Nyengaard, J. R. & Jensen, E. B. V. (2016). Stereological estimation of particle shape and orientation from volume tensors. Journal of Microscopy, 263(3), 229-237. https://doi.org/10.1111/jmi.12382

Kasenburg, N., Darkner, S., Hahn, U., Liptrot, M. & Feragen, A. (2016). Structural parcellation of the thalamus using shortest-path tractography. IEEE Xplore, 559-563. https://doi.org/10.1109/ISBI.2016.7493330

Ronn-Nielsen, A. & Jensen, E. B. V. (2016). Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure. Journal of Applied Probability, 53(1), 244-261. https://doi.org/10.1017/jpr.2015.22

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

Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. (Eds.) (2016). The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Springer. https://doi.org/10.1007/978-3-319-25826-3

Labouriau, R. (2016). The Laplace transform and polynomial approximation in L2. arXiv. http://arxiv.org/pdf/1603.03473v1.pdf

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

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

Ivanovs, J. (2016). Zooming in on a Lévy process at its supremum. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. Thiele Research Reports Vol. 5, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1086/

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.

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

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. (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. Progress in Probability Vol. 69 https://doi.org/10.1007/978-3-319-13984-5_12

Bak, B. A., Jensen, J. L. & Fenger-Grøn, M. (2015). Classification error of the thresholded independence rule. Scandinavian Journal of Statistics, 42(1), 32-42. https://doi.org/10.1111/sjos.12093

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Revised 08.03.2023

Lars Madsen