T. Rydén

发表

An EM algorithm for estimation in Markov-modulated Poisson processes

T. Rydén, 1996 .

Consistent Estimation of Linear and Non‐linear Autoregressive Models with Markov Regime

T. Rydén, V. Krishnamurthy, 1998 .

Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains

C. Robert, D. M. Titterington, T. Rydén, 1999 .

Reversible jump, birth‐and‐death and more general continuous time Markov chain Monte Carlo samplers

O. Cappé, C. Robert, T. Rydén, 2003 .

Parameter Estimation for Markov Modulated Poisson Processes

T. Rydén, 1994 .

On recursive estimation for hidden Markov models

T. Rydén, 1997 .

Consistent and Asymptotically Normal Parameter Estimates for Hidden Markov Models

T. Rydén, 1994 .

Linear optimal prediction and innovations representations of hidden Markov models

T. Rydén, Rolf Johansson, Sofia Andersson, 2003 .

Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

C. Robert, D. M. Titterington, T. Rydén, 2000 .

Estimating the Order of Hidden Markov Models

T. Rydén, 1995 .

Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling

Tobias Rydén, J. Olsson, T. Rydén, 2011, IEEE Transactions on Signal Processing.

Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes

T. Rydén, 1997 .

Stylized Facts of Daily Return Series and the Hidden Markov Model

T. Rydén, T. Teräsvirta, S. Åsbrink, 1998 .

Likelihood‐Ratio Tests for Hidden Markov Models

Paolo Giudici, T. Rydén, P. Vandekerkhove, 2000, Biometrics.

Asymptotically efficient recursive estimation for incomplete data models using the observed information

T. Rydén, 1998 .

On the simulation of iterated Itô integrals

T. Rydén, M. Wiktorsson, 2001 .

Fast simulated annealing in R-d with an application to maximum likelihood estimation in state-space models

T. Rydén, M. Wiktorsson, S. Rubenthaler, 2009 .

Ju l 2 00 9 Subspace estimation and prediction methods for hidden Markov models : Algorithms and consistency

T. Rydén, Sofia Andersson, 2009 .

Se p 20 06 Fast simulated annealing in R d and an application to maximum likelihood estimation in state-space models

T. Rydén, M. Wiktorsson, S. Rubenthaler, 2008 .

The bootstrap particle filtering bias

T. Rydén, J. Olsson, 2004 .

Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones

Peter J. Bickel, Tobias Rydén, Ya'acov Ritov, 2002 .

Estimation in the Cox-Ingersoll-Ross Model

Tobias Rydén, Ludger Overbeck, T. Rydén, 1997, Econometric Theory.

Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models

P. Bickel, Y. Ritov, T. Rydén, 1998 .

Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

R. Douc, É. Moulines, T. Rydén, 2004, math/0503681.

Model-Integrated Estimation of Normal Tissue Contamination for Cancer SNP Allelic Copy Number Data

T. Rydén, C. Greenman, Susann Stjernqvist, 2011, Cancer informatics.

Inference in Hidden Markov Models (Springer Series in Statistics)

Eric Moulines, Olivier Cappé, Tobias Rydén, 2005 .

A continuous-index hidden Markov jump process for modeling DNA copy number data.

T. Rydén, Susann Stjernqvist, 2009, Biostatistics.

Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

R. Douc, É. Moulines, T. Rydén, 2004, math/0503681.

Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

R. Douc, É. Moulines, T. Rydén, 2004, math/0503681.

Inference in Hid-den Markov Models

Eric Moulines, Eric Moulines, Olivier Cappé, 2005 .

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.

T. Rydén, K. Wärnmark, Susann Stjernqvist, 2007, Chemistry.

Computational Bayesian Analysis of Hidden Markov Models

D. M. Titterington, Tobias Rydén, D. Titterington, 1998 .

Asymptotic properties of particle filter-based maximum likelihood estimators for state space models

Jimmy Olsson, Tobias Rydén, T. Rydén, 2008 .

Continuous-index hidden Markov modelling of array CGH copy number data

Johan Staaf, Tobias Rydén, Martin Sköld, 2007, Bioinform..

Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola.

T. Rydén, M. Wiktorsson, G. Bengtsson, 2002, Theoretical population biology.

Inference in hidden Markov models

Eric Moulines, Olivier Cappé, Tobias Rydén, 2010, Springer series in statistics.

A semiparametric approach to hidden Markov models under longitudinal observations

Antonello Maruotti, Tobias Rydén, T. Rydén, 2009, Stat. Comput..

EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

Tobias Rydén, T. Rydén, 2008 .

Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology.

Magnus Wiktorsson, Tobias Rydén, Göran Bengtsson, 2004, Journal of theoretical biology.

Particle filter-based approximate maximum likelihood inference asymptotics in state-space models

T. Rydén, J. Olsson, 2007 .

Estimating the Total Rate of DNA Replication Using Branching Processes

Tobias Rydén, Ulla Holst, Stina Oredsson, 2008, Bulletin of mathematical biology.

Regression analysis and modelling of data acquisition for SELDI-TOF mass spectrometry

Tobias Rydén, Martin Sköld, Håkan Olsson, 2007, Bioinform..

A new maximum likelihood gradient algorithm for on-line hidden Markov model identification

Iain B. Collings, Tobias Rydén, T. Rydén, 1998, Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181).

Analysis of photon count data from single-molecule fluorescence experiments

Tomasz Burzykowski, Tobias Rydén, Jacek Szubiakowski, 2003 .

On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions

Tobias Rydén, T. Rydén, 1996, Journal of Applied Probability.

Pairwise likelihood methods for inference in image models

David J. Nott, Tobias Rydén, T. Rydén, 1999 .

Statistical analysis of data from single molecule experiment

Tomasz Burzykowski, Jacek P. Szubiakowski, Tobias Ryden, 2003, Other Conferences.

Estimating the variation in S phase duration from flow cytometric histograms.

Ulla Holst, Stina Oredsson, Tobias Ryden, 2008, Mathematical biosciences.

Estimating the distribution of the G(2) phase duration from flow cytometric histograms.

T. Rydén, U. Holst, S. Oredsson, 2008, Mathematical biosciences.

Hidden Markov Models

Tobias Rydén, T. Rydén, 2006 .

A benefit analysis of screening for invasive species – base‐rate uncertainty and the value of information

Ullrika Sahlin, Tobias Rydén, T. Rydén, 2011 .

Mobile Positioning in MIMO System Using Particle Filtering

O. Edfors, S. Bizjajeva, T. Ryden, 2007, 2007 IEEE 66th Vehicular Technology Conference.

Optimal Overload Control of Systems with Access Buffers - a Difficult Problem

Tobias Rydén, T. Rydén, 1998, Comput. Networks.

A Note on Skewness in Regenerative Simulation

Søren Asmussen, Tobias Rydén, T. Rydén, 2010, Commun. Stat. Simul. Comput..

Modelling the movement of a soil insect.

Magnus Wiktorsson, Tobias Rydén, Göran Bengtsson, 2004, Journal of theoretical biology.