Change search
Refine search result
5678910 351 - 400 of 464
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 351.
    Olsén, Johan
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Logistic regression modelling for STHR analysis2014Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Coronary artery heart disease (CAD) is a common condition which can impair the quality of life and lead to cardiac infarctions. Traditional criteria during exercise tests are good but far from perfect. A lot of patients with inconclusive tests are referred to radiological examinations. By finding better evaluation criteria during the exercise test we can save a lot of money and let the patients avoid unnecessary examinations.

    Computers record amounts of numerical data during the exercise test. In this retrospective study 267 patients with inconclusive exercise test and performed radiological examinations were included. The purpose was to use clinical considerations as-well as mathematical statistics to be able to find new diagnostic criteria.

    We created a few new parameters and evaluated them together with previously used parameters. For women we found some interesting univariable results where new parameters discriminated better than the formerly used. However, the number of females with observed CAD was small (14) which made it impossible to obtain strong significance. For men we computed a multivariable model, using logistic regression, which discriminates way better than the traditional parameters for these patients. The area under the ROC curve was 0:90 (95 % CI: 0.83-0.97) which is excellent to outstanding discrimination in a group initially included due to their inconclusive results.

    If the model can be proved to hold for another population it could contribute a lot to the diagnostics of this common medical conditions

  • 352.
    Orback, Arvid
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Nordlinder, Magnus
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Factor Analysis of a Low Market Beta Portfolio in the Nordics2019Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    The return of publicly traded assets has been studied by both academia and commercial institutions, using models with different sets of factors. Building on the work of previous results in this field, such as the CAPM-model, the three-factor model by Fama and French, and the four-factor model by Carhart, this thesis studies the return of a low market beta portfolio in the Nordic stock market. This is done using multiple linear regression on different risk factors that take into account volatility, company size, book-to-market ratio, and momentum. The choice of factors represents different risks in the market. Results of the thesis find that half of the variation of returns is explained by the chosen model.

  • 353.
    Orrenius, Johan
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Optimal mass transport: a viable alternative to copulas in financial risk modeling?2018Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Copulas as a description of joint probability distributions is today common when modeling financial risk. The optimal mass transport problem also describes dependence structures, although it is not well explored. This thesis explores the dependence structures of the entropy regularized optimal mass transport problem. The basic copula properties are replicated for the optimal mass transport problem. The estimation of the parameters of the optimal mass transport problem is attempted using a maximum likelihood analogy, but only successful when observing the general tendencies on a grid of the parameters.

  • 354.
    Osika, Anton
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Statistical analysis of online linguistic sentiment measures with financial applications2015Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Gavagai is a company that uses different methods to aggregate senti-ment towards specific topics from a large stream of real time published documents. Gavagai wants to find a procedure to decide which way of measuring sentiment (sentiment measure) towards a topic is most useful in a given context. This work discusses what criterion are desirable for aggregating sentiment and derives and evaluates procedures to select "optimal" sentiment measures.

    Three novel models for selecting a set of sentiment measures that describe independent attributes of the aggregated data are evaluated. The models can be summarized as: maximizing variance of the last principal compo-nent of the data, maximizing the differential entropy of the data and, in the special case of selecting an additional sentiment measure, maximizing the unexplained variance conditional on the previous sentiment measures.

    When exogenous time varying data considering a topic is available, the data can be used to select the sentiment measure that best explain the data. With this goal in mind, the hypothesis that sentiment data can be used to predict financial volatility and political poll data is tested. The null hypothesis can not be rejected.

    A framework for aggregating sentiment measures in a mathematically co-herent way is summarized in a road map.

     

  • 355.
    Owrang, Arash
    et al.
    KTH, School of Electrical Engineering and Computer Science (EECS), Information Science and Engineering. KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.
    Jansson, Magnus
    KTH, School of Electrical Engineering and Computer Science (EECS), Information Science and Engineering. KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.
    A Model Selection Criterion for High-Dimensional Linear Regression2018In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 66, no 13, p. 3436-3446Article in journal (Refereed)
    Abstract [en]

    Statistical model selection is a great challenge when the number of accessible measurements is much smaller than the dimension of the parameter space. We study the problem of model selection in the context of subset selection for high-dimensional linear regressions. Accordingly, we propose a new model selection criterion with the Fisher information that leads to the selection of a parsimonious model from all the combinatorial models up to some maximum level of sparsity. We analyze the performance of our criterion as the number of measurements grows to infinity, as well as when the noise variance tends to zero. In each case, we prove that our proposed criterion gives the true model with a probability approaching one. Additionally, we devise a computationally affordable algorithm to conduct model selection with the proposed criterion in practice. Interestingly, as a side product, our algorithm can provide the ideal regularization parameter for the Lasso estimator such that Lasso selects the true variables. Finally, numerical simulations are included to support our theoretical findings.

  • 356.
    Paajanen, Sara
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Model Risk in Economic Capital Models2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    With increasingly complex financial markets, many financial institutions rely on mathematical models to estimate their risk exposure. These models are subject to a relatively unexplored risk type known as model risk. This study aims to quantify the model risk associated with the top-down aggregation of different risk types when computing the economic capital of a financial institution. The types of aggregation models considered combines the risks of a firm into a final economic capital value through the use of a joint distribution function or some other summation method. Specifically, the variance-covariance method and some common elliptical and Archimedean copulas are considered.

    The scope of this study is limited to estimating the parameter estimation risk and the misspecification risk of these aggregation models. Seven model risk measures are presented that are intended to measure the sensitivity of the models to model risk. These risk measures are based on existing approaches to model risk and also utilize the Rearrangement Algorithm developed by Embrechts et al. (2013).

    The study shows that the variance-covariance method, the Gaussian copula and the Student's t copulas with many degrees of freedom tend to carry the highest parameter estimation risk of the models tested. The Cauchy copula and the Archimedean copulas have significantly lower parameter estimation risk and are thus less sensitive to their input parameters. When testing for misspecification risk the heavy-tailed Cauchy and Gumbel copulas carry the least amount of risk while the variance-covariance method and the lighter tailed copulas are more risky. The study also shows that none of the models considered come close to the theoretical upper bound of the economic capital, putting into question the common assumption that a Gaussian copula with perfect correlation between all of the risk types of a firm will yield a conservative value of the economic capital.

  • 357.
    Palikuca, Aleksandar
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Seidl,, Timo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Predicting High Frequency Exchange Rates using Machine Learning2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis applies a committee of Artificial Neural Networks and Support Vector Machines on high-dimensional, high-frequency EUR/USD exchange rate data in an effort to predict directional market movements on up to a 60 second prediction horizon. The study shows that combining multiple classifiers into a committee produces improved precision relative to the best individual committee members and outperforms previously reported results. A trading simulation implementing the committee classifier yields promising results and highlights the possibility of developing a profitable trading strategy based on the limit order book and historical transactions alone.

  • 358.
    Palmborg, Lina
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    On Constructing o Market Consistent Economic Scenario Generator2011Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
  • 359.
    Palmgren, Elin
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Nanakorn, Natasha
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    The Impact of Macroeconomic Variables on Stock Return in Different Industries - A Multiple Linear Regression2019Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    Macroeconomics constitute a central part of fundamental analysis of stock markets and consequently the relationship between macroeconomic variables and stock markets is far from questioned. However, there is no general consensus regarding neither the extent of this relationship nor whether the relationship varies amongst industries. The aim of this thesis is therefore to determine the macroeconomic variables most important in explaining variations in stock return within two separate industries and furthermore the share of these variations solely accounted for by macroeconomic variables. To this end, a multiple linear regression approach is used and Nasdaq indexes OMX Stockholm Industrial Goods & Services and OMX Stockholm Banks are used as proxies for the two selected industries.

    The final result of this analysis is that the variables repo rate, SEK/EUR exchange rate, consumer expectations, oil price, GDP, money supply and inflation are statistically significant in explaining stock return within industrial goods and services whilst SEK/USD exchange rate, SEK/EUR exchange rate, oil price, GDP, money supply and inflation are statistically significant in explaining stock return within the banking industry. The analysis of the extent of the impact of these variables on stock return is, however, deemed inconclusive due to time dependencies amongst the variables.

  • 360.
    Pavlenko, Tatjana
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Björkström, Anders
    Stockholm Univ, Stockholm, Sweden.
    Tillander, Annika
    Stockholm Univ, Stockholm, Sweden.
    Covariance structure approximation via gLasso in high-dimensional supervised classification2012In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 39, no 8, p. 1643-1666Article in journal (Refereed)
    Abstract [en]

    Recent work has shown that the Lasso-based regularization is very useful for estimating the high-dimensional inverse covariance matrix. A particularly useful scheme is based on penalizing the l(1) norm of the off-diagonal elements to encourage sparsity. We embed this type of regularization into high-dimensional classification. A two-stage estimation procedure is proposed which first recovers structural zeros of the inverse covariance matrix and then enforces block sparsity by moving non-zeros closer to the main diagonal. We show that the block-diagonal approximation of the inverse covariance matrix leads to an additive classifier, and demonstrate that accounting for the structure can yield better performance accuracy. Effect of the block size on classification is explored, and a class of as ymptotically equivalent structure approximations in a high-dimensional setting is specified. We suggest a variable selection at the block level and investigate properties of this procedure in growing dimension asymptotics. We present a consistency result on the feature selection procedure, establish asymptotic lower an upper bounds for the fraction of separative blocks and specify constraints under which the reliable classification with block-wise feature selection can be performed. The relevance and benefits of the proposed approach are illustrated on both simulated and real data.

  • 361.
    Pavlenko, Tatjana
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Rios, Felix Leopoldo
    Graphical posterior predictive classifier:  Bayesian model averaging with particle GibbsManuscript (preprint) (Other academic)
    Abstract [en]

    In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed features is represented by a set of decomposable Gaussian graphical models. Emphasis is then placed on the Bayesian model averaging which takes full account of the class-specific model uncertainty by averaging over the posterior graph model probabilities. An explicit evaluation of the model probabilities is well known to be infeasible. To address this issue, we consider the particle Gibbs strategy of Olsson et al. (2016) for posterior sampling from decomposable graphical models which utilizes the Christmas tree algorithm of Olsson et al. (2017) as proposal kernel. We also derive a strong hyper Markov law which we call the hyper normal Wishart law that allow to perform the resultant Bayesian calculations locally. The proposed predictive graphical classifier reveals superior performance compared to the ordinary Bayesian predictive rule that does not account for the model uncertainty, as well as to a number of out-of-the-box classifiers.

  • 362.
    Peng, Danilo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Application of machine learning in 5G to extract prior knowledge of the underlying structure in the interference channel matrices2019Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The data traffic has been growing drastic over the past few years due to digitization and new technologies that are introduced to the market, such as autonomous cars. In order to meet this demand, the MIMO-OFDM system is used in the fifth generation wireless network, 5G. Designing the optimal wireless network is currently the main research within the area of telecommunication. In order to achieve such a system, multiple factors has to be taken into account, such as the suppression of interference from other users. A traditional method called linear minimum mean square error filter is currently used to suppress the interferences. To derive such a filter, a selection of parameters has to be estimated. One of these parameters is the ideal interference plus noise covariance matrix. By gathering prior knowledge of the underlying structure of the interference channel matrices in terms of the number of interferers and their corresponding bandwidths, the estimation of the ideal covariance matrix could be facilitated. As for this thesis, machine learning algorithms were used to extract these prior knowledge. More specifically, a two or three hidden layer feedforward neural network and a support vector machine with a linear kernel was used. The empirical findings implies promising results with accuracies above 95% for each model.

  • 363.
    Perninge, Magnus
    et al.
    Department of Automatic Control, Lund University.
    Söder, Lennart
    KTH, School of Electrical Engineering (EES), Electric Power Systems.
    Irreversible Investments with Delayed Reaction: An Application to Generation Re-Dispatch in Power System Operation2014In: Mathematical Methods of Operations Research, ISSN 1432-2994, E-ISSN 1432-5217, Vol. 79, no 2, p. 195-224Article in journal (Refereed)
    Abstract [en]

    In this article we consider how the operator of an electric power system should activate bids on the regulating power market in order to minimize the expected operation cost. Important characteristics of the problem are reaction times of actors on the regulating market and ramp-rates for production changes in power plants. Neglecting these will in general lead to major underestimation of the operation cost. Including reaction times and ramp-rates leads to an impulse control problem with delayed reaction. Two numerical schemes to solve this problem are proposed. The first scheme is based on the least-squares Monte Carlo method developed by Longstaff and Schwartz (Rev Financ Stud 14:113-148, 2001). The second scheme which turns out to be more efficient when solving problems with delays, is based on the regression Monte Carlo method developed by Tsitsiklis and van Roy (IEEE Trans Autom Control 44(10):1840-1851, 1999) and (IEEE Trans Neural Netw 12(4):694-703, 2001). The main contribution of the article is the idea of using stochastic control to find an optimal strategy for power system operation and the numerical solution schemes proposed to solve impulse control problems with delayed reaction.

  • 364.
    Philip, Johan
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    The Area of a Random Convex Polygon2004Report (Other academic)
    Abstract [en]

    We consider the area of the convex hull of n random points in a square. We give the distribution function of thearea for three and four points. We also present some results on the number of vertices of the convex hull. Results from Monte Carlo tests with large n are presented and compared with asymptotic estimates.

  • 365.
    Philip, Johan
    KTH, School of Engineering Sciences (SCI).
    The area of a random triangle in a regular hexagon2010Report (Other academic)
    Abstract [en]

    We determine the distribution function for the area of a random triangle in a regular hexagon.

  • 366.
    Philip, Johan
    KTH, School of Engineering Sciences (SCI).
    The area of a random triangle in a regular pentagon and the golden ratio2012Report (Other academic)
    Abstract [en]

    We determine the distribution function for the area of a random triangle in a regular pentagon. It turns out that the golden ratio is intimately related to the pentagon calculations.

  • 367.
    Philip, Johan
    KTH, School of Engineering Sciences (SCI).
    The area of a random triangle in a square2010Report (Other academic)
    Abstract [en]

    We determine the distribution function for the area of a random triangle in a unit square. The reault is not new. The method presented here is worked out to shed more light on the problem.

  • 368.
    Pokorny, Florian T.
    et al.
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Ek, Carl Henrik
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Kjellström, Hedvig
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Kragic, Danica
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Persistent Homology for Learning Densities with Bounded Support2012In: Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012 / [ed] P. Bartlett, F.C.N. Pereira, C.J.C. Burges, L. Bottou and K.Q. Weinberger, Curran Associates, Inc., 2012, p. 1817-1825Conference paper (Refereed)
    Abstract [en]

    We present a novel method for learning densities with bounded support which enables us to incorporate 'hard' topological constraints. In particular, we show how emerging techniques from computational algebraic topology and the notion of persistent homology can be combined with kernel-based methods from machine learning for the purpose of density estimation. The proposed formalism facilitates learning of models with bounded support in a principled way, and - by incorporating persistent homology techniques in our approach - we are able to encode algebraic-topological constraints which are not addressed in current state of the art probabilistic models. We study the behaviour of our method on two synthetic examples for various sample sizes and exemplify the benefits of the proposed approach on a real-world dataset by learning a motion model for a race car. We show how to learn a model which respects the underlying topological structure of the racetrack, constraining the trajectories of the car.

  • 369.
    Pokorny, Florian T.
    et al.
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Ek, Carl Henrik
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Kjellström, Hedvig
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Kragic, Danica
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Topological Constraints and Kernel-Based Density Estimation2012Conference paper (Refereed)
    Abstract [en]

    This extended abstract1 explores the question of how to estimate a probability distribution from a finite number of samples when information about the topology of the support region of an underlying density is known. This workshop contribution is a continuation of our recent work [1] combining persistent homology and kernel-based density estimation for the first time and in which we explored an approach capable of incorporating topological constraints in bandwidth selection. We report on some recent experiments with high-dimensional motion capture data which show that our method is applicable even in high dimensions and develop our ideas for potential future applications of this framework.

  • 370.
    Pousette, Marcus
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Domeij, Jim
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Estimation of early termination of financial derivatives2019Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In terms of pricing financial derivatives, contractual length plays a important role in pricing risk. A contract with long duration will have more associated risk in comparison with a contract with low duration, everything else equal. In this thesis work we examine whether information about the derivative contract and involved parties (the counterparty) could be used in a model to accurately predict both probability and time if the contract would terminate earlier than the predetermined contractual length. By modelling the termination time with deep neural networks and assuming the probability distribution of termination time directly, we find that it is possible to predict when early termination of derivative contracts would occur significantly more accurate than assuming that contracts will always live to their original maturity date.

  • 371.
    Prevost, Quentin
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Measurement and valuation of country risk: how to get a right value?2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The purpose of this master thesis is to focus on country risk and its quantification as a premium. Country risk is an important parameter for investors willing to invest abroad and especially in emerging countries. Indeed, there is additional risk to invest in such countries for numerous reasons. It is thus imperative to be able to quantify it. The actual state of the art about this topic is still at its beginning.

    In this master thesis, I have developed two axis of reflection to get a country risk premium. The first one derives from the Capital Asset Pricing Model and related corporate finance theory. The second axis is based on a more mathematical approach.

    In the end, I have managed to have a quantified results with those two approaches. They are converging for both methods.

    I have applied my results with case studies on two countries: Sweden and Mexico

  • 372.
    Pärlstrand, Erik
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Comparing fast- and slow-acting features for short-term price predictions2017Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis compares two groups of features for short-term price predictions of futures contracts; fast- and slow-acting features. The fast-acting group are based on limit order book derived features and technical indicators that reacts to changes in price quickly. The slow-acting features constitute of technical indicators that reacts to changes in price slowly.

    The comparison is done through two methods, group importance and a mean cost calculation. This is evaluated for different forecast horizons and contracts. Furthermore, two years of data was provided to do the analysis. Moreover, the comparison is modelled with an ensemble method called random forest. The response is constructed using rolling quantiles and a volume weighted price. 

    The finding implies that fast-acting features are superior at predicting price changes on smaller time scales, while long-acting features are better at predicting prices changes on larger time scales. Furthermore, the multivariate model results were similar to the univariate ones. However, the results are not clear-cut and more investigation ought to be done in order to confirm these results.

  • 373. Radhakrishnan, A.
    et al.
    Solus, Liam
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Uhler, C.
    Counting Markov equivalence classes by number of immoralities2017In: Uncertainty in Artificial Intelligence - Proceedings of the 33rd Conference, UAI 2017, AUAI Press Corvallis , 2017Conference paper (Refereed)
    Abstract [en]

    Two directed acyclic graphs (DAGs) are called Markov equivalent if and only if they have the same underlying undirected graph (i.e. skeleton) and the same set of immoralities. When using observational data alone and typical identifiability assumptions, such as faithfulness, a DAG model can only be determined up to Markov equivalence. Therefore, it is desirable to understand the size and number of Markov equivalence classes (MECs) combinatorially. In this paper, we address this enumerative question using a pair of generating functions that encode the number and size of MECs on a skeleton G, and in doing so we connect this problem to classical problems in combinatorial optimization. The first generating function is a graph polynomial that counts the number of MECs on G by their number of immoralities. Using connections to the independent set problem, we show that computing a DAG on G with the maximum possible number of immoralities is NP-hard. The second generating function counts the MECs on G according to their size. Via computer enumeration, we show that this generating function is distinct for every connected graph on p nodes for all p < 10.

  • 374. Redjil, Amel
    et al.
    Choutri, Salah eddine
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion2018In: Latin American Journal of Probability and Mathematical Statistics, ISSN 1980-0436, E-ISSN 1980-0436, Vol. 15, no 1, p. 201-212Article in journal (Refereed)
    Abstract [en]

    In the G-framework, we establish existence of an optimal stochastic relaxed control for stochastic differential equations driven by a G-Brownian motion.

  • 375.
    Rehn, Rasmus
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Stochastic modeling of yield curve shifts usingfunctional data analysis2014Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis approaches the problem of modeling the multivariate distribution of interest rates by implementing a novel tool of statistics known as functional data analysis (FDA). This is done by viewing yield curve shifts as distinct but continuous stochastic objects defined over a continuum of maturities. Based on these techniques, we provide two stochastic models with different assumptions regarding the temporal dependence of yield curve shifts and compare their performance with empirical data. The study finds that both models replicate the distributions of yield changes with medium- and long-term maturities, whereas none of the models perform satisfactory at the short segment of the yield curve. Both models, however, appear to accurately capture the cross-sectional dependence.

  • 376.
    Reineck, Viktor
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Ulfsparre, Folke
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    The Impact of Weather on Residential Fires in Sweden: A Regression Analysis2019Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    The purpose of this report is to investigate possible relationships between the number of residential fires in Sweden and various weather parameters. The study is conducted based on a hypothesis as stated by the MSB, the Swedish Civil Contingencies Agency, that behavioral factors related to weather can have an influence on the number of residential fires. Generalized linear models within the regression analysis have been used and specifically Poisson and negative binomial regression. The aim was to map the possible connection and determine if it was possible to use the analysis as a tool to improve the emergency services in Sweden. Temperature, short term differences in temperature and precipitation were analyzed with residential fires as the dependent variable, which resulted in a model for each municipality in Sweden. The relationships between the weather parameters and residential fires, seen throughout Sweden, proved to be weak to non-existent with one exception. The average temperature variable was significant in 117 out of 290 municipalities and indicated a relationship where the expected number of residential fires decreases at temperature increases. Due to the weak relationships, the model is not recommended as a prognostic tool on a national level. However, individual models could be used as a supplement to current prognostic tools at a local level and used for preventive purposes. Thus, the study has concluded that weather has some impact on the expected number of residential fires and thus has the potential to be used as a tool when forecasting residential fires. As an addition to the regression analysis, an organizational analysis of the emergency services in Sweden is carried out. The analysis sought the optimal structure based on the emergency services conditions and requirements, which were defined on the basis of organizational concepts and methods. The result was a more structured operation and organization where methods and processes are managed at a centralized level.

  • 377.
    Riesel, Max
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Root cause analysis using Bayesian networks for a video streaming service2019Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this thesis, an approach for localizing culprits of degradation of quality measures in an IPTV streaming service using Bayesian net-work is presented. This task is referred to as Root Cause Analysis(RCA). The objective of this thesis is to develop a model that is able to provide useful information to technicians by generating a list of probable root causes in order to shorten the amount of time spent on trouble shooting. A performance comparison is presented in Section Experimental results with Bayesian models such as Naive Bayes (NB),Tree Augmented naive Bayes (TAN) and Hill Climbing (HC) and the non Bayesian methods K-Nearest Neighbors and Random Forest. The results of the RCA models indicated that the most frequent most prob-able cause of degradation of quality is the signal strength of the user’s Wi-Fi that is reported at the user’s TV box.

  • 378.
    Ringh, Emil
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Low complexity algorithms for faster-than-Nyquistsign: Using coding to avoid an NP-hard problem2013Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis is an investigation of what happens when communication links are pushed towards their limits and the data-bearing-pulses are packed tighter in time than previously done. This is called faster-than-Nyquist (FTN) signaling and it will violate the Nyquist inter-symbol interference criterion, implying that the data-pulsesare no longer orthogonal and thus that the samples at the receiver will be dependent on more than one of the transmitted symbols. Inter-symbol interference (ISI) has occurred and the consequences of it are studied for the AWGN-channel model. Here it is shown that in order to do maximum likelihood estimation on these samples the receiver will face an NP-hard problem. The standard algorithm to make good estimations in the ISI case is the Viterbi algorithm, but applied on a block with N bits and interference among K bits thecomplexity is O(N *2K), hence limiting the practical applicability. Here, a precoding scheme is proposed together with a decoding that reduce the estimation complexity. By applying the proposed precoding/decoding to a data block of length N the estimation can be done in O(N2) operations preceded by a single off-line O(N3) calculation. The precoding itself is also done in O(N2)operations, with a single o ff-line operation of O(N3) complexity.

    The strength of the precoding is shown in simulations. In the first it was tested together with turbo codes of code rate 2/3 and block lengthof 6000 bits. When sending 25% more data (FTN) the non-precoded case needed about 2.5 dB higher signal-to-noise ratio (SNR) to have the same error rate as the precoded case. When the precoded case performed without any block errors, the non-precoded case still had a block error rate almost equal to 1.

    We also studied the scenario of transmission with low latency and high reliability. Here, 600 bits were transmitted with a code rate of 2/3, and hence the target was to communicate 400 bits of data. Applying FTN with doublepacking, that is transmitting 1200 bits during the same amount of time, it was possible to lower the code rate to 1/3 since only 400 bits of data was to be communicated. This technique greatly improves the robustness. When the FTN case performed error free, the classical Nyquist case still had a block error rate of 0.19. To reach error free performance the Nyquist case needed 1.25 dB higher SNR compared to the precoded FTN case with lower code rate.

  • 379.
    Rios, Felix Leopold
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Personalized health care: Switching to a subpopulation in Phase III2012Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Abstract

    Since different patients may have different causes of getting a disease, treating every patient having a certain disease in the same manner is not always be the best way to go. A treatment having effect in one type of patients may not have the same effect in a different type of patients. This makes it possible to partition a patient population into subpopulations in which a drug has distinct expected response. In this thesis the patient population is partitioned into two subpopulations where we have prior knowledge that one of them has a higher expected response to a drug than the other. Based on responses to a drug in Phase II, it has been analyzed in which of the populations Phase III should continue. The results show that the decision is highly dependent on the utility function on which the analysis is based. One interesting case is when the vast majority of the patient population belongs to the subpopulation with the higher expected response and a utility function that takes into account the prevalence of the populations. In that case the simulations show that when the difference in expected response between the subpopulations is large, it is a safer choice in continuing in Phase III in the subpopulation having the higher expected response than in the full population even though the expected utility will be less. This is an expected result which indicates that the approach used to model the situation studied in this report is reasonable

  • 380.
    Rios, Felix Leopoldo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Bayesian inference in probabilistic graphical models2017Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    This thesis consists of four papers studying structure learning and Bayesian inference in probabilistic graphical models for both undirected and directed acyclic graphs (DAGs).

    Paper A presents a novel algorithm, called the Christmas tree algorithm (CTA), that incrementally construct junction trees for decomposable graphs by adding one node at a time to the underlying graph. We prove that CTA with positive probability is able to generate all junction trees of any given number of underlying nodes. Importantly for practical applications, we show that the transition probability of the CTA kernel has a computationally tractable expression. Applications of the CTA transition kernel are demonstrated in a sequential Monte Carlo (SMC) setting for counting the number of decomposable graphs.

    Paper B presents the SMC scheme in a more general setting specifically designed for approximating distributions over decomposable graphs. The transition kernel from CTA from Paper A is incorporated as proposal kernel. To improve the traditional SMC algorithm, a particle Gibbs sampler with a systematic refreshment step is further proposed. A simulation study is performed for approximate graph posterior inference within both log-linear and decomposable Gaussian graphical models showing efficiency of the suggested methodology in both cases.

    Paper C explores the particle Gibbs sampling scheme of Paper B for approximate posterior computations in the Bayesian predictive classification framework. Specifically, Bayesian model averaging (BMA) based on the posterior exploration of the class-specific model is incorporated into the predictive classifier to take full account of the model uncertainty. For each class, the dependence structure underlying the observed features is represented by a distribution over the space of decomposable graphs. Due to the intractability of explicit expression, averaging over the approximated graph posterior is performed. The proposed BMA classifier reveals superior performance compared to the ordinary Bayesian predictive classifier that does not account for the model uncertainty, as well as to a number of out-of-the-box classifiers.

    Paper D develops a novel prior distribution over DAGs with the ability to express prior knowledge in terms of graph layerings. In conjunction with the prior, a stochastic optimization algorithm based on the layering property of DAGs is developed for performing structure learning in Bayesian networks. A simulation study shows that the algorithm along with the prior has superior performance compared with existing priors when used for learning graph with a clearly layered structure.

  • 381.
    Rios, Felix Leopoldo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Bayesian structure learning in graphical models2016Licentiate thesis, comprehensive summary (Other academic)
    Abstract [en]

    This thesis consists of two papers studying structure learning in probabilistic graphical models for both undirected graphs anddirected acyclic graphs (DAGs).

    Paper A, presents a novel family of graph theoretical algorithms, called the junction tree expanders, that incrementally construct junction trees for decomposable graphs. Due to its Markovian property, the junction tree expanders are shown to be suitable for proposal kernels in a sequential Monte Carlo (SMC) sampling scheme for approximating a graph posterior distribution. A simulation study is performed for the case of Gaussian decomposable graphical models showing efficiency of the suggested unified approach for both structural and parametric Bayesian inference.

    Paper B, develops a novel prior distribution over DAGs with the ability to express prior knowledge in terms of graph layerings. In conjunction with the prior, a search and score algorithm based on the layering property of DAGs, is developed for performing structure learning in Bayesian networks. A simulation study shows that the search and score algorithm along with the prior has superior performance for learning graph with a clearly layered structure compared with other priors.

  • 382. Roueff, Francois
    et al.
    Rydén, Tobias
    Lund University.
    Non-parametric estimation of mixing densities for discrete distributions2005In: Annals of Statistics, ISSN 0090-5364, E-ISSN 2168-8966, Vol. 33, no 5, p. 2066-2108Article in journal (Refereed)
    Abstract [en]

    By a mixture density is meant a density of the form πμ(⋅)=∫πθ(⋅)×μ(dθ), where (πθ)θ∈Θ is a family of probability densities and μ is a probability measure on Θ. We consider the problem of identifying the unknown part of this model, the mixing distribution μ, from a finite sample of independent observations from πμ. Assuming that the mixing distribution has a density function, we wish to estimate this density within appropriate function classes. A general approach is proposed and its scope of application is investigated in the case of discrete distributions. Mixtures of power series distributions are more specifically studied. Standard methods for density estimation, such as kernel estimators, are available in this context, and it has been shown that these methods are rate optimal or almost rate optimal in balls of various smoothness spaces. For instance, these results apply to mixtures of the Poisson distribution parameterized by its mean. Estimators based on orthogonal polynomial sequences have also been proposed and shown to achieve similar rates. The general approach of this paper extends and simplifies such results. For instance, it allows us to prove asymptotic minimax efficiency over certain smoothness classes of the above-mentioned polynomial estimator in the Poisson case. We also study discrete location mixtures, or discrete deconvolution, and mixtures of discrete uniform distributions.

  • 383. Rubenthaler, Sylvain
    et al.
    Rydén, Tobias
    Lund University.
    Wiktorsson, Magnus
    Fast simulated annealing in Rd with an application to maximum likelihood estimation in state-space models2009In: Stochastic Processes and their Applications, ISSN 0304-4149, E-ISSN 1879-209X, Vol. 119, no 6, p. 1912-1931Article in journal (Refereed)
    Abstract [en]

    We study simulated annealing algorithms to maximise a function psi on a subset of R(d). In classical simulated annealing, given a current state theta(n) in stage n of the algorithm, the probability to accept a proposed state z at which psi is smaller, is exp(-beta(n+1)(psi(z) - psi (theta(n))) where (beta(n)) is the inverse temperature. With the standard logarithmic increase of (beta(n)) the probability P(psi(theta(n)) <= psi(max) - epsilon), with psi(max) the maximal value of psi, then tends to zero at a logarithmic rate as n increases. We examine variations of this scheme in which (beta(n)) is allowed to grow faster, but also consider other functions than the exponential for determining acceptance probabilities. The main result shows that faster rates of convergence can be obtained, both with the exponential and other acceptance functions. We also show how the algorithm may be applied to functions that cannot be computed exactly but only approximated, and give an example of maximising the log-likelihood function for a state-space model.

  • 384.
    Rydén, Otto
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Statistical learning procedures for analysis of residential property price indexes2017Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Residential Price Property Indexes (RPPIs) are used to study the price development of residential property over time. Modeling and analysing an RPPI is not straightforward due to residential property being a heterogeneous good. This thesis focuses on analysing the properties of the two most conventional hedonic index modeling approaches, the hedonic time dummy method and the hedonic imputation method. These two methods are analysed with statistical learning procedures from a regression perspective, specifically, ordinary least squares regression, and a number of more advanced regression approaches, Huber regression, lasso regression, ridge regression and principal component regression. The analysis is based on the data from 56 000 apartment transactions in Stockholm during the period 2013-2016 and results in several models of a RPPI. These suggested models are then validated using both qualitative and quantitative methods, specifically a bootstrap re-sampling to perform analyses of an empirical confidence interval for the index values and a mean squared errors analysis of the different index periods. Main results of this thesis show that the hedonic time dummy index methodology produces indexes with smaller variances and more robust indexes for smaller datasets. It is further shown that modeling of RPPIs with robust regression generally results in a more stable index that is less affected by outliers in the underlying transaction data. This type of robust regression strategy is therefore recommended for a commercial implementation of an RPPI.

  • 385.
    Rydén, Tobias
    Lund University.
    EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective2008In: Bayesian Analysis, ISSN 1931-6690, Vol. 3, no 4, p. 659-688Article in journal (Refereed)
    Abstract [en]

    Hidden Markov models (HMMs) and related models have become standard in statistics during the last 15-20 years, with applications in diverse areas like speech and other statistical signal processing, hydrology, financial statistics and econometrics, bioinformatics etc. Inference in HMMs is traditionally often carried out using the EM algorithm, but examples of Bayesian estimation, in general implemented through Markov chain Monte Carlo (MCMC) sampling are also frequent in the HMM literature. The purpose of this paper is to compare the EM and MCMC approaches in three cases of different complexity; the examples include model order selection, continuous-time HMMs and variants of HMMs in which the observed data depends on many hidden variables in an overlapping fashion. All these examples in some way or another originate from real-data applications. Neither EM nor MCMC analysis of HMMs is a black-box methodology without need for user-interaction, and we will illustrate some of the problems, like poor mixing and long computation times, one may expect to encounter.

  • 386.
    Rydén, Tobias
    Lund University.
    Hidden Markov Models2004In: Encyclopedia of Actuarial Science: vol 2 / [ed] Teugels, J., and Sundt, B., Wiley-Blackwell, 2004, p. 821-827Chapter in book (Refereed)
  • 387.
    Rylander, Andreas
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Persson, Liam
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Modelling the Impact of Drug Resistance on Treatment as Prevention as an HIV Control Strategy2019Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    Uganda is using a strategy called treatment as prevention where as many individuals as possible that are infected with HIV receive treatment. As a result, the number of newly infected individuals has decreased significantly. However, there is a discussion about a potential problem regarding transmitted drug resistance. This work aims to investigate if this in fact will be a problem in the future, and to estimate the costs for different scenarios. Through developing a population-based mathematical model that describes transmission dynamics of HIV in Uganda, stochastic simulations are made for different conditions. Through analysing our simulations, we can see that Uganda may have to change their approach to HIV treatment.

  • 388.
    Röhss, Josefine
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    A Statistical Framework for Classification of Tumor Type from microRNA Data2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Hepatocellular carcinoma (HCC) is a type of liver cancer with low survival rate, not least due to the difficulty of diagnosing it in an early stage. The objective of this thesis is to build a random forest classification method based on microRNA (and messenger RNA) expression profiles from patients with HCC. The main purpose is to be able to distinguish between tumor samples and normal samples by measuring the miRNA expression. If successful, this method can be used to detect HCC at an earlier stage and to design new therapeutics. The microRNAs and messenger RNAs which have a significant difference in expression between tumor samples and normal samples are selected for building random forest classification models. These models are then tested on paired samples of tumor and surrounding normal tissue from patients with HCC. The results show that the classification models built for classifying tumor and normal samples have high prediction accuracy and hence show high potential for using microRNA and messenger RNA expression levels for diagnosis of HCC.

  • 389.
    Saive, Yannick
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    DirCNN: Rotation Invariant Geometric Deep Learning2019Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Recently geometric deep learning introduced a new way for machine learning algorithms to tackle point cloud data in its raw form. Pioneers like PointNet and many architectures building on top of its success realize the importance of invariance to initial data transformations. These include shifting, scaling and rotating the point cloud in 3D space. Similarly to our desire for image classifying machine learning models to classify an upside down dog as a dog, we wish geometric deep learning models to succeed on transformed data. As such, many models employ an initial data transform in their models which is learned as part of a neural network, to transform the point cloud into a global canonical space. I see weaknesses in this approach as they are not guaranteed to perform completely invariant to input data transformations, but rather approximately. To combat this I propose to use local deterministic transformations which do not need to be learned. The novelty layer of this project builds upon Edge Convolutions and is thus dubbed DirEdgeConv, with the directional invariance in mind. This layer is slightly altered to introduce another layer by the name of DirSplineConv. These layers are assembled in a variety of models which are then benchmarked against the same tasks as its predecessor to invite a fair comparison. The results are not quite as good as state of the art results, however are still respectable. It is also my belief that the results can be improved by improving the learning rate and its scheduling. Another experiment in which ablation is performed on the novel layers shows that the layers  main concept indeed improves the overall results.

  • 390.
    Samani, Forough Shahab
    et al.
    KTH, School of Electrical Engineering and Computer Science (EECS), Network and Systems Engineering.
    Stadler, Rolf
    KTH, School of Electrical Engineering and Computer Science (EECS), Network and Systems Engineering.
    Predicting Distributions of Service Metrics using Neural Networks2018In: 2018 14TH INTERNATIONAL CONFERENCE ON NETWORK AND SERVICE MANAGEMENT (CNSM) / [ed] Salsano, S Riggio, R Ahmed, T Samak, T DosSantos, CRP, IEEE , 2018, p. 45-53Conference paper (Refereed)
    Abstract [en]

    We predict the conditional distributions of service metrics, such as response time or frame rate, from infrastructure measurements in a cloud environment. From such distributions, key statistics of the service metrics, including mean, variance, or percentiles can be computed, which are essential for predicting SLA conformance or enabling service assurance. We model the distributions as Gaussian mixtures, whose parameters we predict using mixture density networks, a class of neural networks. We apply the method to a Voll service and a KY store running on our lab testbed. The results validate the effectiveness of the method when applied to operational data. In the case of predicting the mean of the frame rate or response time, the accuracy matches that of random forest, a baseline model.

  • 391. Seita, D.
    et al.
    Pokorny, Florian T.
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP. KTH, School of Computer Science and Communication (CSC), Centres, Centre for Autonomous Systems, CAS.
    Mahler, J.
    Kragic, Danica
    KTH, School of Computer Science and Communication (CSC), Centres, Centre for Autonomous Systems, CAS. KTH, School of Computer Science and Communication (CSC), Robotics, perception and learning, RPL.
    Franklin, M.
    Canny, J.
    Goldberg, K.
    Large-scale supervised learning of the grasp robustness of surface patch pairs2017In: 2016 IEEE International Conference on Simulation, Modeling, and Programming for Autonomous Robots, SIMPAR 2016, Institute of Electrical and Electronics Engineers Inc. , 2017, p. 216-223Conference paper (Refereed)
    Abstract [en]

    The robustness of a parallel-jaw grasp can be estimated by Monte Carlo sampling of perturbations in pose and friction but this is not computationally efficient. As an alternative, we consider fast methods using large-scale supervised learning, where the input is a description of a local surface patch at each of two contact points. We train and test with disjoint subsets of a corpus of 1.66 million grasps where robustness is estimated by Monte Carlo sampling using Dex-Net 1.0. We use the BIDMach machine learning toolkit to compare the performance of two supervised learning methods: Random Forests and Deep Learning. We find that both of these methods learn to estimate grasp robustness fairly reliably in terms of Mean Absolute Error (MAE) and ROC Area Under Curve (AUC) on a held-out test set. Speedups over Monte Carlo sampling are approximately 7500x for Random Forests and 1500x for Deep Learning.

  • 392.
    Serpeka, Rokas
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Analyzing and modelling exchange rate data using VAR framework2012Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Abstract

     

    In this report analysis of foreign exchange rates time series are performed. First, triangular arbitrage is detected and eliminated from data series using linear algebra tools. Then Vector Autoregressive processes are calibrated and used to replicate dynamics of exchange rates as well as to forecast time series. Finally, optimal portfolio of currencies with minimal Expected Shortfall is formed using one time period ahead forecasts

  • 393.
    Shahrabi Farahani, Hossein
    KTH, School of Computer Science and Communication (CSC), Computational Biology, CB.
    Computational Modeling of Cancer Progression2013Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    Cancer is a multi-stage process resulting from accumulation of genetic mutations. Data obtained from assaying a tumor only contains the set of mutations in the tumor and lacks information about their temporal order. Learning the chronological order of the genetic mutations is an important step towards understanding the disease. The probability of introduction of a mutation to a tumor increases if certain mutations that promote it, already happened. Such dependencies induce what we call the monotonicity property in cancer progression. A realistic model of cancer progression should take this property into account.

    In this thesis, we present two models for cancer progression and algorithms for learning them. In the first model, we propose Progression Networks (PNs), which are a special class of Bayesian networks. In learning PNs the issue of monotonicity is taken into consideration. The problem of learning PNs is reduced to Mixed Integer Linear Programming (MILP), which is a NP-hard problem for which very good heuristics exist. We also developed a program, DiProg, for learning PNs.

    In the second model, the problem of noise in the biological experiments is addressed by introducing hidden variable. We call this model Hidden variable Oncogenetic Network (HON). In a HON, there are two variables assigned to each node, a hidden variable that represents the progression of cancer to the node and an observable random variable that represents the observation of the mutation corresponding to the node. We devised a structural Expectation Maximization (EM) algorithm for learning HONs. In the M-step of the structural EM algorithm, we need to perform a considerable number of inference tasks. Because exact inference is tractable only on Bayesian networks with bounded treewidth, we also developed an algorithm for learning bounded treewidth Bayesian networks by reducing the problem to a MILP.

    Our algorithms performed well on synthetic data. We also tested them on cytogenetic data from renal cell carcinoma. The learned progression networks from both algorithms are in agreement with the previously published results.

    MicroRNAs are short non-coding RNAs that are involved in post transcriptional regulation. A-to-I editing of microRNAs converts adenosine to inosine in the double stranded RNA. We developed a method for determining editing levels in mature microRNAs from the high-throughput RNA sequencing data from the mouse brain. Here, for the first time, we showed that the level of editing increases with development. 

  • 394.
    Shahrabi Farahani, Hossein
    et al.
    KTH, School of Computer Science and Communication (CSC), Computational Biology, CB.
    Lagergren, Jens
    KTH, School of Computer Science and Communication (CSC), Computational Biology, CB.
    A structural EM algorithm for learning hidden variable oncogenetic networksManuscript (preprint) (Other academic)
  • 395.
    Shahrabi Farahani, Hossein
    et al.
    KTH, School of Computer Science and Communication (CSC), Computational Biology, CB.
    Parviainen, Pekka
    KTH, School of Computer Science and Communication (CSC), Computational Biology, CB.
    Lagergren, Jens
    KTH, School of Computer Science and Communication (CSC), Computational Biology, CB.
    A Linear Programming Approach for Learning Bounded Treewidth Bayesian Networks2013Manuscript (preprint) (Other academic)
    Abstract [en]

    In many applications, one wants to compute conditional probabilities from a Bayesian network. This inference problem is NP-hard in general but becomes tractable when the network has bounded treewidth. Motivated by the needs of applications, we study learning bounded treewidth Bayesian networks. We formulate this problem as a mixed integer linear program (MILP) which can be solved by an anytime algorithm. 

  • 396. Shi, Guodong
    et al.
    Proutiere, Alexandre
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Johansson, Mikael
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Baras, John S.
    Johansson, Karl H.
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    The Evolution of Beliefs over Signed Social Networks2016In: Operations Research, ISSN 0030-364X, E-ISSN 1526-5463, Vol. 64, no 3, p. 585-604Article in journal (Refereed)
    Abstract [en]

    We study the evolution of opinions (or beliefs) over a social network modeled as a signed graph. The sign attached to an edge in this graph characterizes whether the corresponding individuals or end nodes are friends (positive links) or enemies (negative links). Pairs of nodes are randomly selected to interact over time, and when two nodes interact, each of them updates its opinion based on the opinion of the other node and the sign of the corresponding link. This model generalizes the DeGroot model to account for negative links: when two adversaries interact, their opinions go in opposite directions. We provide conditions for convergence and divergence in expectation, in mean-square, and in almost sure sense and exhibit phase transition phenomena for these notions of convergence depending on the parameters of the opinion update model and on the structure of the underlying graph. We establish a no-survivor theorem, stating that the difference in opinions of any two nodes diverges whenever opinions in the network diverge as a whole. We also prove a live-or-die lemma, indicating that almost surely, the opinions either converge to an agreement or diverge. Finally, we extend our analysis to cases where opinions have hard lower and upper limits. In these cases, we study when and how opinions may become asymptotically clustered to the belief boundaries and highlight the crucial influence of (strong or weak) structural balance of the underlying network on this clustering phenomenon.

  • 397.
    Singh, Alex
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    A risk-transaction cost trade-off model for index tracking2014Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This master thesis considers and evaluates a few different risk models for stock portfolios, including an ordinary sample covariance matrix, factor models and an approach inspired from random matrix theory. The risk models are evaluated by simulating minimum variance portfolios and employing a cross-validation. The Bloomberg+ transaction cost model is investigated and used to optimize portfolios of stocks, with respect to a trade off between the active risk of the portfolio and transaction costs. Further a few different simulations are performed while using the optimizer to rebalance long-only portfolios. The optimization problem is solved using an active-set algorithm. A couple of approaches are shown that may be used to visually try to decide a value for the risk aversion parameter λ in the objective function of the optimization problem.

    The thesis concludes that there is a practical difference between the different risk models that are evaluated. The ordinary sample covariance matrix is shown to not perform as well as the other models. It also shows that more frequent rebalancing is preferable to less frequent. Further the thesis goes on to show a peculiar behavior of the optimization problem, which is that the optimizer does not rebalance all the way to 0 in simulations, even if enough time is provided, unless it is explicitly required by the constraints.

  • 398.
    Singh, Ravi Shankar
    et al.
    KTH, School of Electrical Engineering and Computer Science (EECS), Electric Power and Energy Systems.
    Hooshyar, Hossein
    KTH, School of Electrical Engineering and Computer Science (EECS), Electric Power and Energy Systems.
    Vanfretti, Luigi
    KTH.
    Experimental Real-Time Testing of a Decentralized PMU Data-Based Power Systems Mode Estimator2017In: 2017 IEEE POWER & ENERGY SOCIETY GENERAL MEETING, IEEE , 2017Conference paper (Refereed)
    Abstract [en]

    This paper presents the results and testing of a Phasor Measurement Unit (PMU) data-based mode estimation application deployed within a decentralized architecture using a real-time test platform. This work is a continuation of that in [1], which described a decentralized mode estimation architecture that enables the application to better detect local modes whose observability is affected by other more observable modes. The tests in this paper were carried out using an active distribution network (ADN) comprised of a high voltage network connected to a distribution grid including renewable energy resources (RES). The developed application was run in a decentralized architecture where each PMU was associated with its own processing unit which was running the application to estimate modes from the time-series data. The results of the decentralized mode estimation architecture are analyzed and compared with its centralized counterpart.

  • 399.
    Singull, Martin
    et al.
    Linköpings universitet .
    Koski, Timo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    On the Distribution of Matrix Quadratic Forms2012In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 41, no 18, p. 3403-3415Article in journal (Refereed)
    Abstract [en]

     A characterization of the distribution of the multivariate quadratic form given by XAX', where X is a p x n normally distributed matrix and A is an n x n symmetric real matrix, is presented. We show that the distribution of the quadratic form is the same as the distribution of a weighted sum of non central Wishart distributed matrices. This is applied to derive the distribution of the sample covariance between the rows of X when the expectation is the same for every column and is estimated with the regular mean.

  • 400.
    Sjöberg, Lars Erik
    KTH, School of Architecture and the Built Environment (ABE), Urban Planning and Environment, Geoinformatik och Geodesi.
    On the Best Quadratic Minimum Bias Non-Negative Estimator of a Two-Variance Component Model2011In: Journal of Geodetic Science, ISSN 2081-9943, Vol. 1, no 3, p. 280-285Article in journal (Refereed)
    Abstract [en]

    Variance components (VCs) in linear adjustment models are usually successfully computed by unbiased estimators. However, for many unbiased VC techniques estimated variance components might be negative, a result that cannot be tolerated by the user. This is, for example, the case with the simple additive VC model aσ2/1 + bσ2/2 with known coefficients a and b, where either of the unbiasedly estimated variance components σ2/1 + σ2/2 may frequently come out negative. This fact calls for so-called non-negative VC estimators. Here the Best Quadratic Minimum Bias Non-negative Estimator (BQMBNE) of a two-variance component model is derived. A special case with independent observations is explicitly presented.

5678910 351 - 400 of 464
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf