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Rydén, Tobias

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Author ID: ryden.tobias Recent zbMATH articles by "Rydén, Tobias"
Published as: Ryden, T.; Ryden, Tobias; Rydén, T.; Rydén, Tobias
Documents Indexed: 40 Publications since 1993, including 2 Books

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 716 times in 553 Documents Cited by Year
Inference in hidden Markov models. Zbl 1080.62065
Cappé, Olivier; Moulines, Eric; Rydén, Tobias
292
2005
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models. Zbl 0932.62097
Bickel, Peter J.; Ritov, Ya’acov; Rydén, Tobias
74
1998
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028
Douc, Randal; Moulines, Éric; Rydén, Tobias
57
2004
Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method. Zbl 0941.62090
Robert, Christian P.; Rydén, Tobias; Titterington, D. M.
42
2000
Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Zbl 1063.62133
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias
36
2003
An EM algorithm for estimation in Markov-modulated Poisson processes. Zbl 0875.62405
Rydén, Tobias
29
1996
Consistent and asymptotically normal parameter estimates for hidden Markov models. Zbl 0831.62060
Rydén, Tobias
21
1994
On the simulation of iterated Itô integrals. Zbl 1047.60052
Rydén, Tobias; Wiktorsson, Magnus
18
2001
Parameter estimation for Markov modulated Poisson processes. Zbl 0815.62059
Rydén, Tobias
17
1994
On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions. Zbl 0865.60064
Rydén, Tobias
16
1996
Pairwise likelihood methods for inference in image models. Zbl 0938.62108
Nott, David J.; Rydén, Tobias
13
1999
Likelihood-ratio tests for hidden Markov models. Zbl 1060.62550
Giudici, Paolo; Rydén, Tobias; Vandekerkhove, Pierre
12
2000
Estimating the order of hidden Markov models. Zbl 0836.62057
Rydén, Tobias
12
1995
Consistent estimation of linear and nonlinear autoregressive models with Markov regime. Zbl 0906.62088
Krishnamurthy, Vikram; Rydén, Tobias
11
1998
EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective. Zbl 1330.65023
Rydén, Tobias
10
2008
Convergence controls for MCMC algorithms, with applications to hidden Markov chains. Zbl 0968.62049
Robert, Christian P.; Rydén, Tobias; Titterington, D. M.
8
1999
On recursive estimation for hidden Markov models. Zbl 0885.62096
Rydén, T.
6
1997
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models. Zbl 1132.62064
Olsson, Jimmy; Rydén, Tobias
5
2008
Nonparametric estimation of mixing densities for discrete distributions. Zbl 1086.62049
Roueff, François; Rydén, Tobias
5
2005
Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.). Zbl 1011.62087
Bickel, Peter J.; Ritov, Ya’acov; Rydén, Tobias
5
2002
Estimating the total rate of DNA replication using branching processes. Zbl 1169.92029
Larsson, Sara; Rydén, Tobias; Holst, Ulla; Oredsson, Stina; Johansson, Maria
4
2008
Subspace estimation and prediction methods for hidden Markov models. Zbl 1191.62141
Andersson, Sofia; Rydén, Tobias
3
2009
Estimating the variation in S phase duration from flow cytometric histograms. Zbl 1136.62390
Larsson, Sara; Ryden, Tobias; Holst, Ulla; Oredsson, Stina; Johansson, Maria
3
2008
Consistent and asymptotically normal parameter estimates for Markov modulated Poisson processes. Zbl 0838.62078
Rydén, Tobias
3
1995
Rao-Blackwellization of particle Markov chain Monte Carlo methods using forward filtering backward sampling. Zbl 1391.65010
Olsson, Jimmy; Rydén, Tobias
2
2011
Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models. Zbl 1163.60320
Rubenthaler, Sylvain; Rydén, Tobias; Wiktorsson, Magnus
2
2009
Estimating the distribution of the \(G_{2}\) phase duration from flow cytometric histograms. Zbl 1130.92020
Larsson, Sara; Ryden, Tobias; Holst, Ulla; Oredsson, Stina; Johansson, Maria
2
2008
Linear optimal prediction and innovations representations of hidden Markov models. Zbl 1075.62626
Andersson, Sofia; Rydén, Tobias; Johansson, Rolf
2
2003
Asymptotically efficient recursive estimation for incomplete data models using the observed information. Zbl 1093.62523
Rydén, Tobias
2
1998
A note on skewness in regenerative simulation. Zbl 1209.62021
Asmussen, Søren; Rydén, Tobias
1
2011
A continuous-index hidden Markov jump process for modeling DNA copy number data. Zbl 1437.62612
Stjernqvist, Susann; Rydén, Tobias
1
2009
Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. Zbl 1043.92035
Bengtsson, Göran; Rydén, Tobias; Öhrn, Maria Sjögren; Wiktorsson, Magnus
1
2002
Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes. Zbl 0891.62060
Rydén, Tobias
1
1997
Rao-Blackwellization of particle Markov chain Monte Carlo methods using forward filtering backward sampling. Zbl 1391.65010
Olsson, Jimmy; Rydén, Tobias
2
2011
A note on skewness in regenerative simulation. Zbl 1209.62021
Asmussen, Søren; Rydén, Tobias
1
2011
Subspace estimation and prediction methods for hidden Markov models. Zbl 1191.62141
Andersson, Sofia; Rydén, Tobias
3
2009
Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models. Zbl 1163.60320
Rubenthaler, Sylvain; Rydén, Tobias; Wiktorsson, Magnus
2
2009
A continuous-index hidden Markov jump process for modeling DNA copy number data. Zbl 1437.62612
Stjernqvist, Susann; Rydén, Tobias
1
2009
EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective. Zbl 1330.65023
Rydén, Tobias
10
2008
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models. Zbl 1132.62064
Olsson, Jimmy; Rydén, Tobias
5
2008
Estimating the total rate of DNA replication using branching processes. Zbl 1169.92029
Larsson, Sara; Rydén, Tobias; Holst, Ulla; Oredsson, Stina; Johansson, Maria
4
2008
Estimating the variation in S phase duration from flow cytometric histograms. Zbl 1136.62390
Larsson, Sara; Ryden, Tobias; Holst, Ulla; Oredsson, Stina; Johansson, Maria
3
2008
Estimating the distribution of the \(G_{2}\) phase duration from flow cytometric histograms. Zbl 1130.92020
Larsson, Sara; Ryden, Tobias; Holst, Ulla; Oredsson, Stina; Johansson, Maria
2
2008
Inference in hidden Markov models. Zbl 1080.62065
Cappé, Olivier; Moulines, Eric; Rydén, Tobias
292
2005
Nonparametric estimation of mixing densities for discrete distributions. Zbl 1086.62049
Roueff, François; Rydén, Tobias
5
2005
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028
Douc, Randal; Moulines, Éric; Rydén, Tobias
57
2004
Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Zbl 1063.62133
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias
36
2003
Linear optimal prediction and innovations representations of hidden Markov models. Zbl 1075.62626
Andersson, Sofia; Rydén, Tobias; Johansson, Rolf
2
2003
Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.). Zbl 1011.62087
Bickel, Peter J.; Ritov, Ya’acov; Rydén, Tobias
5
2002
Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. Zbl 1043.92035
Bengtsson, Göran; Rydén, Tobias; Öhrn, Maria Sjögren; Wiktorsson, Magnus
1
2002
On the simulation of iterated Itô integrals. Zbl 1047.60052
Rydén, Tobias; Wiktorsson, Magnus
18
2001
Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method. Zbl 0941.62090
Robert, Christian P.; Rydén, Tobias; Titterington, D. M.
42
2000
Likelihood-ratio tests for hidden Markov models. Zbl 1060.62550
Giudici, Paolo; Rydén, Tobias; Vandekerkhove, Pierre
12
2000
Pairwise likelihood methods for inference in image models. Zbl 0938.62108
Nott, David J.; Rydén, Tobias
13
1999
Convergence controls for MCMC algorithms, with applications to hidden Markov chains. Zbl 0968.62049
Robert, Christian P.; Rydén, Tobias; Titterington, D. M.
8
1999
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models. Zbl 0932.62097
Bickel, Peter J.; Ritov, Ya’acov; Rydén, Tobias
74
1998
Consistent estimation of linear and nonlinear autoregressive models with Markov regime. Zbl 0906.62088
Krishnamurthy, Vikram; Rydén, Tobias
11
1998
Asymptotically efficient recursive estimation for incomplete data models using the observed information. Zbl 1093.62523
Rydén, Tobias
2
1998
On recursive estimation for hidden Markov models. Zbl 0885.62096
Rydén, T.
6
1997
Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes. Zbl 0891.62060
Rydén, Tobias
1
1997
An EM algorithm for estimation in Markov-modulated Poisson processes. Zbl 0875.62405
Rydén, Tobias
29
1996
On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions. Zbl 0865.60064
Rydén, Tobias
16
1996
Estimating the order of hidden Markov models. Zbl 0836.62057
Rydén, Tobias
12
1995
Consistent and asymptotically normal parameter estimates for Markov modulated Poisson processes. Zbl 0838.62078
Rydén, Tobias
3
1995
Consistent and asymptotically normal parameter estimates for hidden Markov models. Zbl 0831.62060
Rydén, Tobias
21
1994
Parameter estimation for Markov modulated Poisson processes. Zbl 0815.62059
Rydén, Tobias
17
1994
all top 5

Cited by 907 Authors

19 Jasra, Ajay
14 Rydén, Tobias
12 Douc, Randal
11 Moulines, Eric
10 Olsson, Jimmy
9 Singh, Sumeetpal S.
8 Del Moral, Pierre
8 Doucet, Arnaud
8 Lember, Jüri
7 Gassiat, Elisabeth
7 Pieczynski, Wojciech
7 van Handel, Ramon
6 Lillo, Rosa Elvira
6 Robert, Christian P.
5 Cavicchioli, Maddalena
5 Chopin, Nicolas
5 Holzmann, Hajo
5 Jacob, Pierre E.
5 Kutoyants, Yury A.
5 Limnios, Nikolaos
5 Ramírez-Cobo, Pepa
5 Spezia, Luigi
5 Trevezas, Samis
4 Agüero, Juan-Carlos
4 Ailliot, Pierre
4 Cournède, Paul-Henry
4 Elliott, Robert James
4 Friel, Nial
4 Genon-Catalot, Valentine
4 Goodwin, Graham Clifford
4 Kohn, Robert J.
4 Langrock, Roland
4 Law, Kody J. H.
4 Le Corff, Sylvain
4 Meligkotsidou, Loukia
4 Schön, Thomas B.
4 Varin, Cristiano
4 Wiper, Michael P.
4 Zhou, Yan
3 Aston, John A. D.
3 Bartolucci, Francesco
3 Comte, Fabienne
3 Creal, Drew D.
3 Dannemann, Jörn
3 Ephraim, Yariv
3 Fu, Michael C.
3 Fuh, Cheng-Der
3 Godoy, Boris I.
3 Guédon, Yann
3 Härdle, Wolfgang Karl
3 He, Qi-Ming
3 Houssineau, Jeremie
3 Ionides, Edward L.
3 Kamatani, Kengo
3 Koloydenko, Alexey Alexandrovich
3 Krishnamurthy, Vikram
3 Kuljus, Kristi
3 Kuznetsov, Dmitriĭ Feliksovich
3 Lacour, Claire
3 Ledoux, James
3 Madsen, Henrik O.
3 Marin, Jean-Michel
3 Mark, Brian L.
3 Maruotti, Antonello
3 Matias, Catherine
3 McGrory, Clare A.
3 Micheas, Athanasios Christou
3 Mohammadi, Abdolreza
3 Nystrup, Peter
3 Peng, Yijie
3 Roueff, François
3 Titterington, D. Michael
3 Vandekerkhove, Pierre
3 Votsi, Irene
3 Xia, Yemao
3 Yuz, Juan I.
3 Zhang, Hanqin
2 Alnafisah, Yousef
2 MacKay Altman, Rachel
2 Andersson, Sofia
2 Andrieu, Christophe
2 Augustyniak, Maciej
2 Badescu, Andrei L.
2 Barbu, Vlad Stefan
2 Bertin, Eric M.
2 Beskos, Alexandros
2 Bhadra, Anindya
2 Bhattacharya, Sourabh
2 Bibi, Abdelouahab
2 Bishop, Adrian N.
2 Bornn, Luke
2 Borodovsky, Mark
2 Breuer, Lothar
2 Brouste, Alexandre
2 Brown, Emery N.
2 Cappé, Olivier
2 Chambaz, Antoine
2 Chatzis, Sotirios P.
2 Chen, Jinwen
2 Chen, Zhe
...and 807 more Authors
all top 5

Cited in 159 Serials

45 Computational Statistics and Data Analysis
30 Statistics and Computing
20 Stochastic Processes and their Applications
17 The Annals of Statistics
15 Bernoulli
14 Methodology and Computing in Applied Probability
12 Journal of Econometrics
11 Journal of Statistical Computation and Simulation
11 Electronic Journal of Statistics
10 Statistics & Probability Letters
10 The Annals of Applied Probability
10 Communications in Statistics. Theory and Methods
8 Biometrics
8 Journal of Multivariate Analysis
8 Journal of Statistical Planning and Inference
8 Statistics
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
8 The Annals of Applied Statistics
7 Scandinavian Journal of Statistics
7 Computational Statistics
7 Quantitative Finance
6 Annals of the Institute of Statistical Mathematics
6 Journal of Time Series Analysis
6 Stochastic Models
6 Journal of Agricultural, Biological, and Environmental Statistics
5 International Journal of Control
5 Mathematical Biosciences
5 Automatica
5 Journal of the American Statistical Association
5 Insurance Mathematics & Economics
5 Stochastic Analysis and Applications
5 Communications in Statistics. Simulation and Computation
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Journal of Applied Statistics
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 AStA. Advances in Statistical Analysis
4 Advances in Applied Probability
4 Journal of Applied Probability
4 Statistical Science
4 Journal of Economic Dynamics & Control
4 Econometric Theory
4 Scandinavian Actuarial Journal
4 Journal of Machine Learning Research (JMLR)
3 The Canadian Journal of Statistics
3 Journal of Computational Physics
3 SIAM Journal on Numerical Analysis
3 Neural Computation
3 Pattern Recognition
3 Test
3 SIAM Journal on Scientific Computing
3 Mathematical Methods of Statistics
3 Mathematical Problems in Engineering
3 Statistical Inference for Stochastic Processes
3 Differentsial’nye Uravneniya i Protsessy Upravleniya
3 Statistical Modelling
3 Journal of Theoretical Biology
2 Journal of the Franklin Institute
2 Journal of Statistical Physics
2 The Annals of Probability
2 Biometrical Journal
2 SIAM Journal on Control and Optimization
2 Theoretical Population Biology
2 International Journal of Approximate Reasoning
2 Signal Processing
2 Journal of Global Optimization
2 Automation and Remote Control
2 European Journal of Operational Research
2 Applied Mathematics. Series B (English Edition)
2 Applied Mathematical Finance
2 Journal of Nonparametric Statistics
2 Australian & New Zealand Journal of Statistics
2 The Econometrics Journal
2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 Brazilian Journal of Probability and Statistics
2 North American Actuarial Journal
2 Statistical Methods and Applications
2 Statistical Methodology
2 Advances in Data Analysis and Classification. ADAC
2 Journal of Physics A: Mathematical and Theoretical
2 Journal of Statistical Theory and Practice
2 Bayesian Analysis
2 SIAM/ASA Journal on Uncertainty Quantification
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Artificial Intelligence
1 Communications in Mathematical Physics
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Mathematical Biology
1 Lithuanian Mathematical Journal
1 Metrika
1 Physica A
1 Psychometrika
1 Bulletin of Mathematical Biology
1 Applied Mathematics and Computation
1 BIT
1 Dissertationes Mathematicae
1 International Statistical Review
1 Journal of Computational and Applied Mathematics
1 Journal of Computer and System Sciences
1 Journal of Mathematical Psychology
1 Metron
...and 59 more Serials

Citations by Year