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Now showing items 1-69 of 69

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Background
Infusion testing is a common procedure to determine whether shunting will be beneficial in patients with normal pressure hydrocephalus. The method has a well-developed theoretical foundation and ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)

The classical maximum principle for optimal stochastic control states that if a control û is optimal, then the corresponding Hamiltonian has a maximum at u=û. The first proofs for this result assumed that the control did ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2018)

Background
Using high-dimensional penalized regression we studied genome-wide DNA-methylation in bone biopsies of 80 postmenopausal women in relation to their bone mineral density (BMD). The women showed ...

(Book / Bok / AcceptedVersion; Peer reviewed, 2018)

We develop a theory of crossed products by actions of Hecke pairs (G, Γ), motivated by applications in non-abelian C ∗ -duality. Our approach gives back the usual crossed product construction whenever G/Γ is a group and ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)

In biomedical research, boosting-based regression approaches have gained much attention in the last decade. Their intrinsic variable selection procedure and ability to shrink the estimates of the regression coefficients ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)

Given a finite-dimensional Hilbert space H and a collection of operators between its tensor powers satisfying certain properties, we give a short proof of the existence of a compact quantum group G with a fundamental ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

This article studies singular mean field control problems and singular mean field two-players stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

It is argued that the accuracy of risk aggregation in Solvency II can be improved by updating skewness recursively. A simple scheme based on the log-normal distribution is developed and shown to be superior to the standard ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

As modern biotechnologies advance, it has become increasingly frequent that different modalities of high-dimensional molecular data (termed “omics” data in this paper), such as gene expression, methylation, and copy number, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We show that the Cuntz splice induces stably isomorphic graph C∗-algebras. This result is a key step towards the recent complete classification of unital graph C∗-algebras both with respect to K-theoretical classification ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

By a memory mean-field process we mean the solution X(\cdot ) of a stochastic mean-field equation involving not just the current state X(t) and its law \mathcal {L}(X(t)) at time t, but also the state values X(s) and its ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Influential points can cause severe problems when deriving a multivariable regression model. A novel approach to check for such points is proposed, based on the variable inclusion matrix, a simple way to summarize results ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Given a discrete quantum group H with a finite normal quantum subgroup G, we show that any positive, possibly unbounded, harmonic function on H with respect to an irreducible invariant random walk is G-invariant. This ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Background: Recent large-scale undertakings such as ENCODE and Roadmap Epigenomics have generated experimental data mapped to the human reference genome (as genomic tracks) representing a variety of functional elements ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We prove that all moment varieties of univariate Gaussian mixtures have the expected dimension. Our approach rests on intersection theory and Terracini’s classification of defective surfaces. The analogous identifiability ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We use representation theory and Bott’s theorem to show vanishing of higher cotangent cohomology modules for the homogeneous coordinate ring of Grassmannians in the Plücker embedding. As a by-product, we answer a question ...

Distinct DNA methylation profiles in bone and blood of osteoporotic and healthy postmenopausal women

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

DNA methylation affects expression of associated genes and may contribute to the missing genetic effects from genome-wide association studies of osteoporosis. To improve insight into the mechanisms of postmenopausal ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Knowledge about how many fish that have been killed due to bycatch is an important aspect of ensuring a sustainable ecosystem and fishery. We introduce a Bayesian spatio-temporal prediction method for historical bycatch ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

-stability for entropy solutions of nonlinear degenerate parabolic convection–diffusion equations with discontinuous coefficients, Skr. K. Nor. Vidensk. Selsk. 3 (2003) 1–49], singles out the vanishing viscosity solution ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We construct 2D and 3D finite element de Rham sequences of arbitrary polynomial degrees with extra smoothness. Some of these elements have nodal degrees of freedom and can be considered as generalisations of scalar Hermite ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

In this paper, we study a second-order, nonlinear evolution equation with damping arising in elastodynamics. The nonlinear term is monotone and possesses a convex potential but exhibits anisotropic and nonpolynomial growth. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Wind field ensembles from six CMIP5 models force wave model time slices of the northeast Atlantic over the last three decades of the 20th and the 21st centuries. The future wave climate is investigated by considering the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Computational models of cardiac mechanics, personalized to a patient, offer access to mechanical information above and beyond direct medical imaging. Additionally, such models can be used to optimize and plan therapies ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

The final publication is available at IOS Press through http://dx.doi.org/10.3233/COM-170081

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We show that a cubic fourfold F that is apolar to a Veronese surface has the property that its variety of power sums V SP ( F, 10) is singular along a K 3 surface of genus 20 which is the variety of power sums of a sextic ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

The air-sea gas transfer velocity k is frequently estimated as an empirical function of wind speed. However, it is widely recognized that k depends on processes other than wind speed alone. The small-eddy model, which ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We study the problem of optimal insider control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways:
- The controller has ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We introduce the notion of accurate foundation sets and the accurate refinement property for right LCM semigroups. For right LCM semigroups with this property, we derive a more explicit presentation of the boundary quotient. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Watson and Holmes propose ways of investigating robustness of statistical decisions by examining certain neighbourhoods around a posterior distribution. This may partly amount to ad hoc modelling of extra uncertainty. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

In the Barents Sea and adjacent water, fishing grounds are closed for shrimp fishing by the Norwegian Directorate of Fisheries Monitoring and Surveillance Service (MSS) if the expected number of juvenile fish caught are ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Dynamical downscaling of earth system models is intended to produce high-resolution climate information at regional to local scales. Current models, while adequate for describing temperature distributions at relatively ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

The paper discusses the development of a frequency dependent directional spread from an initial condition of frequency-independence. The study applies basin directional measurements from the Maritime Research Institute ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Detailed observations of the diurnal jet, a surface intensification of the wind-driven current associated with the diurnal cycle of sea surface temperature (SST), were obtained during August and September 2012 in the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The final publication is available at Springer via http://dx.doi.org/10.1007/s00031-015-9324-y

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper presents a nonconforming finite element approximation of the space of symmetric tensors with square integrable divergence, on tetrahedral meshes. Used for stress approximation together with the full space of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

In this paper an infinite-dimensional approach to model energy forward markets is introduced. Similar to the Heath–Jarrow–Morton framework in interest-rate modelling, a first-order hyperbolic stochastic partial differential ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We give a short introduction to the stochastic calculus for Itô-Lévy processes and review briefly the two main methods of optimal control of systems described by such processes:
(i) Dynamic programming and the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper is mainly a survey of recent research developments regarding methods for risk minimization in financial markets modeled by Itô-Lévy processes, but it also contains some new results on the underlying stochastic ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider general singular control problems for random fields given by a stochastic partial differential equation (SPDE). We show that under some conditions the optimal singular control can be identified with the solution ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

First published in Mathematics of Computation Mathematics of Computation. 2014, 83 (290), published by the American Mathematical Society.

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)

In this paper we derive power futures prices from a two-factor spot model being a generalization of the classical Schwartz–Smith commodity dynamics. We include non-Gaussian effects by introducing Lévy processes as the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein–Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We derive two types of Akaike information criterion (AIC)‐like model‐selection formulae for the semiparametric pseudo‐maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

Assume A is a Fréchet algebra equipped with a smooth isometric action of a vector group V, and consider Rieffel’s deformation AJ of A . We construct an explicit isomorphism between the smooth crossed products V⋉AJ and V⋉A ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

We study stochastic differential games of jump diffusions driven by Brownian motions and compensated Poisson random measures, where one of the players can choose the stochastic control and the other player can decide when ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)

We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)

The study of chromatin 3D structure has recently gained much focus owing to novel techniques for detecting genome-wide chromatin contacts using next-generation sequencing. A deeper understanding of the architecture of the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

We provide a notion of finite element system, that enables the construction spaces of differential forms, which can be used for the numerical solution of variationally posed partial difeerential equations. Within this ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

J. Noncommut. Geom. 7 (2013), 525–546 Copyright 2013 European Mathematical Society.

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

This is an Author's Accepted Manuscript of an article published in Linear and Multilinear Algebra
Volume 61, Issue 3, 2013. Published online: 07 Jun 2012. Copyright Taylor & Francis, available online

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2013)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)

In this paper, we study backward stochastic differential equations (BSDEs) with respect to general filtrations. We prove existence and uniqueness theorems for such BSDEs and we establish a comparison theorem. Reflected ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)

The single auction equilibrium of Kyle’s (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle’s assumption that the quantity traded by the noise traders ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)

We study partial information, possibly non-Markovian, singular stochastic control of Itô--Lévy processes and obtain general maximum principles. The results are used to find connections between singular stochastic control, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)

The aim of this paper is to study pricing of weather insurance contracts based on temperature indices. Three different pricing methods are analysed: the classical burn approach, index modelling and temperature modelling. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)

We show experimental evidence that as relatively long unidirectional waves propagate over a sloping bottom, from a deeper to a shallower domain, there can be a local maximum of kurtosis and skewness close to the shallower ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2010)

In numerical studies of the dynamics of unbound quantum mechanical systems, absorbing boundary conditions are frequently applied. Although this certainly provides a useful tool in facilitating the description of the system, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2006)

Starting with a problem in wireless telecommunication, we are led to study the multiple knapsack problem with assignment restrictions. This problem is NP-hard. We consider special cases and their computational complexity. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2004)

An Elsevier Open Archive article.
NOTICE: this is the author’s version of a work that was accepted for publication in Linear Algebra and its Applications. Changes resulting from the publishing process, such as peer ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2000)

(First published in J. Amer. Math. Soc. in 13 (2000), 1-54 , published by the American Mathematical Society) © Copyright 1999 American Mathematical Society

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 1999)

We outline the link between automorphisms (symmetries) of manifolds and algebraic K-theory of spaces. Then we discuss recent two-primary calculations for the algebraic K-theory of a point, and obtain a two-primary description ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 1993)

© Cambridge Philosophical Society 1993