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  • 1.
    Albahaca, Juan Carlos
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Analytical and Numerical Study of the Poincaré Map with Applications on the Computation of Periodic Orbits2015Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 2.
    Amiri, Saeid
    et al.
    Univ Wisconsin, Dept Nat & Appl Sci, Green Bay, WI 54302 USA..
    Modarres, Reza
    George Washington Univ, Dept Stat, Washington, DC 20052 USA..
    Zwanzig, Silvelyn
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Tests of perfect judgment ranking using pseudo-samples2017Inngår i: Computational statistics (Zeitschrift), ISSN 0943-4062, E-ISSN 1613-9658, Vol. 32, nr 4, s. 1309-1322Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Ranked set sampling (RSS) is a sampling approach that can produce improved statistical inference when the ranking process is perfect. While some inferential RSS methods are robust to imperfect rankings, other methods may fail entirely or provide less efficiency. We develop a nonparametric procedure to assess whether the rankings of a given RSS are perfect. We generate pseudo-samples with a known ranking and use them to compare with the ranking of the given RSS sample. This is a general approach that can accommodate any type of raking, including perfect ranking. To generate pseudo-samples, we consider the given sample as the population and generate a perfect RSS. The test statistics can easily be implemented for balanced and unbalanced RSS. The proposed tests are compared using Monte Carlo simulation under different distributions and applied to a real data set.

  • 3.
    An, Filip
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Auction Theory2018Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 4.
    Andersson, Björn
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Validated Enclosures of Rotation Numbers2015Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 5.
    Andersson, Jesper
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Houghtransformen – ett verktyg för bildigenkänning2014Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 6.
    Andersson, Johan
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Siegel balls and Reinhardt domains in ℂ22019Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 7.
    Andersson, Linnéa
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Linear-scaling recursive expansion of the Fermi-Dirac operator2019Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 8.
    Angetun, Emma
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    On Curved Exponential Families2019Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 9.
    Aoki, Yasunori
    et al.
    Uppsala universitet, Medicinska och farmaceutiska vetenskapsområdet, Farmaceutiska fakulteten, Institutionen för farmaceutisk biovetenskap. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik. Department of Mathematics, Uppsala University.
    Nordgren, Rikard
    Uppsala universitet, Medicinska och farmaceutiska vetenskapsområdet, Farmaceutiska fakulteten, Institutionen för farmaceutisk biovetenskap.
    Hooker, Andrew C.
    Uppsala universitet, Medicinska och farmaceutiska vetenskapsområdet, Farmaceutiska fakulteten, Institutionen för farmaceutisk biovetenskap.
    Preconditioning of Nonlinear Mixed Effects Models for Stabilisation of Variance-Covariance Matrix Computations2016Inngår i: AAPS Journal, ISSN 1550-7416, E-ISSN 1550-7416, Vol. 18, nr 2, s. 505-518Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    As the importance of pharmacometric analysis increases, more and more complex mathematical models are introduced and computational error resulting from computational instability starts to become a bottleneck in the analysis. We propose a preconditioning method for non-linear mixed effects models used in pharmacometric analyses to stabilise the computation of the variance-covariance matrix. Roughly speaking, the method reparameterises the model with a linear combination of the original model parameters so that the Hessian matrix of the likelihood of the reparameterised model becomes close to an identity matrix. This approach will reduce the influence of computational error, for example rounding error, to the final computational result. We present numerical experiments demonstrating that the stabilisation of the computation using the proposed method can recover failed variance-covariance matrix computations, and reveal non-identifiability of the model parameters.

  • 10.
    Aoki, Yasunori
    et al.
    Uppsala universitet, Medicinska och farmaceutiska vetenskapsområdet, Farmaceutiska fakulteten, Institutionen för farmaceutisk biovetenskap. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sundqvist, Monika
    AstraZeneca R&D.
    Hooker, Andrew C.
    Uppsala universitet, Medicinska och farmaceutiska vetenskapsområdet, Farmaceutiska fakulteten, Institutionen för farmaceutisk biovetenskap.
    Gennemark, Peter
    AstraZeneca R&D.
    PopED lite: an optimal design software for preclinical pharmacokinetic and pharmacodynamic studiesManuskript (preprint) (Annet vitenskapelig)
    Abstract [en]

    Optimal experimental design approaches are seldom used in pre-clinical drug discovery. Main reasons for this lack of use are that available software tools require relatively high insight in optimal design theory, and that the design-execution cycle of in vivo experiments is short, making time-consuming optimizations infeasible. We present the publicly available software PopED lite in order to increase the use of optimal design in pre-clinical drug discovery. PopED lite is designed to be simple, fast and intuitive. Simple, to give many users access to basic optimal design calculations. Fast, to fit the short design-execution cycle and allow interactive experimental design (test one design, discuss proposed design, test another design, etc). Intuitive, so that the input to and output from the software can easily be understood by users without knowledge of the theory of optimal design. In this way, PopED lite is highly useful in practice and complements existing tools. Key functionality of PopED lite is demonstrated by three case studies from real drug discovery projects. 

  • 11.
    Bali Swain, Ranjula
    et al.
    Stockholm School of Economics.
    Blomqvist, Björn Rune Helmer
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sumpter, David J. T.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Last night in Sweden? Using Gaussian processes to study changing demographics at the level of municipalitiesInngår i: Artikkel i tidsskrift (Annet vitenskapelig)
  • 12. Barrio, Roberto
    et al.
    Dena, Angeles
    Tucker, Warwick
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    A database of rigorous and high-precision periodic orbits of the Lorenz model2015Inngår i: Computer Physics Communications, ISSN 0010-4655, E-ISSN 1879-2944, Vol. 194, s. 76-83Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    A benchmark database of very high-precision numerical and validated initial conditions of periodic orbits for the Lorenz model is presented. This database is a "computational challenge" and it provides the initial conditions of all periodic orbits of the Lorenz model up to multiplicity 10 and guarantees their existence via computer-assisted proofs methods, The orbits are computed using high-precision arithmetic and mixing several techniques resulting in 1000 digits of precision on the initial conditions of the periodic orbits, and intervals of size 10100 that prove the existence of each orbit. Program summary Program title: Lorenz-Database Catalogue identifier: AEWM_v1_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/AEWM_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 8515 No. of bytes in distributed program, including test data, etc.: 6964501 Distribution format: tar.gz Programming language: Data. Computer: Any computer. Operating system: Any. RAM: Database, no requirements Classification: 4.3, 4.12. Nature of problem: Database of all periodic orbits of the Lorenz model up to multiplicity 10 with 1000 precision digits. Solution method: Advanced search methods for locating unstable periodic orbits combined with the Taylor series method for multiple precision integration of ODEs and interval methods for providing Computer-Assisted proofs of the periodic orbits. Unusual features: The database gives 100 digits rigorously proved using Computer-Assisted techniques and 1000 digits using an optimal adaptive Taylor series method. Running time: Not Applicable.

  • 13. Bartha, Ferenc A.
    et al.
    Tucker, Warwick
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Fixed points of a destabilized Kuramoto-Sivashinsky equation2015Inngår i: Applied Mathematics and Computation, ISSN 0096-3003, E-ISSN 1873-5649, Vol. 266, s. 339-349Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We consider the family of destabilized Kuramoto-Sivashinsky equations in one spatial dimension u(t) + nu u(xxx) + beta u(xx) + gamma uu(x) - alpha u for alpha, nu >= 0 and beta, gamma is an element of R. For certain parameter values, shock like stationary solutions have been numerically observed. In this work we verify the existence of several such solutions using the framework of self consistent bounds and validated numerics. Published by Elsevier Inc.

  • 14.
    Bartoszek, Krzysztof
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Phylogenetic effective sample size2016Inngår i: Journal of Theoretical Biology, ISSN 0022-5193, E-ISSN 1095-8541, Vol. 407, s. 371-386Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    In this paper I address the question—how large is a phylogenetic sample? I propose a definition of a phylogenetic effective sample size for Brownian motion and Ornstein-Uhlenbeck processes-the regression effective sample size. I discuss how mutual information can be used to define an effective sample size in the non-normal process case and compare these two definitions to an already present concept of effective sample size (the mean effective sample size). Through a simulation study I find that the AICc is robust if one corrects for the number of species or effective number of species. Lastly I discuss how the concept of the phylogenetic effective sample size can be useful for biodiversity quantification, identification of interesting clades and deciding on the importance of phylogenetic correlations.

  • 15.
    Bartoszek, Krzysztof
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Pietro, Lio'
    Cambridge University.
    A novel algorithm to reconstruct phylogenies using gene sequences and expression data2014Inngår i: International Proceedings of Chemical, Biological & Environmental Engineering; Environment, Energy and Biotechnology III, 2014, s. 8-12Konferansepaper (Fagfellevurdert)
    Abstract [en]

    Phylogenies based on single loci should be viewed with caution and the best approach for obtaining robust trees is to examine numerous loci across the genome. It often happens that for the same set of species trees derived from different genes are in conflict between each other. There are several methods that combine information from different genes in order to infer the species tree. One novel approach is to use informationfrom different -omics. Here we describe a phylogenetic method based on an Ornstein–Uhlenbeck process that combines sequence and gene expression data. We test our method on genes belonging to the histidine biosynthetic operon. We found that the method provides interesting insights into selection pressures and adaptive hypotheses concerning gene expression levels.

  • 16.
    Bartoszek, Krzysztof
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Pulka, Malgorzta
    Gdansk University of Technology.
    Asymptotic properties of quadratic stochastic operators acting on the L1 space2015Inngår i: Nonlinear Analysis, ISSN 0362-546X, E-ISSN 1873-5215, Vol. 114, s. 26-39Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Quadratic stochastic operators can exhibit a wide variety of asymptotic behaviours andthese have been introduced and studied recently in the l1 space. It turns out that inprinciple most of the results can be carried over to the L1 space. However, due to topologicalproperties of this space one has to restrict in some situations to kernel quadratic stochasticoperators. In this article we study the uniform and strong asymptotic stability of quadratic stochastic operators acting on the L1 space in terms of convergence of the associated (linear)nonhomogeneous Markov chains.

  • 17.
    Bartoszek, Krzysztof
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori.
    Pułka, Małgorzata
    Gdansk University of Technology.
    Prevalence Problem in the Set of Quadratic Stochastic Operators Acting on L12018Inngår i: Bulletin of the Malaysian Mathematical Sciences Society, ISSN 0126-6705, Vol. 41, nr 1, s. 159-173Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    This paper is devoted to the study of the problem of prevalence in the classof quadratic stochastic operators acting on the L1 space for the uniform topology.We obtain that the set of norm quasi-mixing quadratic stochastic operators is a denseand open set in the topology induced by a very natural metric. This shows the typicallong-term behaviour of iterates of quadratic stochastic operators.

  • 18.
    Bartoszek, Krzysztof
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sagitov, Serik
    A consistent estimator of the evolutionary rate2015Inngår i: Journal of Theoretical Biology, ISSN 0022-5193, E-ISSN 1095-8541, Vol. 371, s. 69-78Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We consider a branching particle system where particles reproduce according to the pure birth Yule process with the birth rate 2, conditioned on the observed number of particles to be equal to n. Particles are assumed to move independently on the real line according to the Brownian motion with the local variance sigma(2). In this paper we treat n particles as a sample of related species. The spatial Brownian motion of a particle describes the development of a trait value of interest (e.g. log-body-size). We propose an unbiased estimator 4 of the evolutionary rate rho(2) - sigma(2)/lambda. The estimator R-n(2) is proportional to the sample variance S-n(2) computed from n trait values. We find an approximate formula for the standard error of R-n(2), based on a neat asymptotic relation for the variance of S-n(2). (C) 2015 Elsevier Ltd. All rights reserved.

  • 19.
    Bartoszek, Krzysztof
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sagitov, Serik
    Chalmers University of Technology and the University of Gothenburg.
    A consistent estimator of the evolutionary rate2015Inngår i: Journal of Theoretical Biology, ISSN 0022-5193, E-ISSN 1095-8541, Vol. 371, s. 69-78Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We consider a branching particle system where particles reproduce according to the pure birth Yule process with the birth rate λ, conditioned on the observed number of particles to be equal to n. Particles are assumed to move independently on the real line according to the Brownian motion with the local variance σ2. In this paper we treat n particles as a sample of related species. The spatial Brownian motion of a particle describes the development of a trait value of interest (e.g. log-body-size). We propose an unbiased estimator Rn2 of the evolutionary rate ρ22/λ. The estimator Rn2 is proportional to the sample variance Sn2 computed from n trait values. We find an approximate formula for the standard error of Rn2 based on a neat asymptotic relation for the variance of Sn2.

  • 20.
    Bartoszek, Krzysztof
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sagitov, Serik
    Chalmers University of Technology and the Unversity of Gothenburg.
    Phylogenetic confidence intervals for the optimal trait value2015Inngår i: Journal of Applied Probability, ISSN 0021-9002, E-ISSN 1475-6072, Vol. 52, nr 4, s. 1115-1132Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We consider a stochastic evolutionary model for a phenotype developing amongst n related species with unknown phylogeny. The unknown tree ismodelled by a Yule process conditioned on n contemporary nodes. The trait value is assumed to evolve along lineages as an Ornstein–Uhlenbeck process. As a result, the trait values of the n species form a sample with dependent observations. We establish three limit theorems for the samplemean corresponding to three domains for the adaptation rate. In the case of fast adaptation, we show that for large n the normalized sample mean isapproximately normally distributed. Using these limit theorems, we develop novel confidence interval formulae for the optimal trait value.

  • 21.
    Berggren, Mathias
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Exploding dice: A special case of summing a random number of randomvariables decided by a branching process2017Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 22.
    Bergling, Fredrik
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Applications of Quantiles In Portfolio Management2018Independent thesis Advanced level (degree of Master (Two Years)), 20 poäng / 30 hpOppgave
  • 23.
    Bertolino, Mattias
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Jonnarth, Arvi
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Monte Carlo methods applied to tree-structured decision processes2017Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 24.
    Bertse, Erik
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    A simulational approach to parking2018Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 25.
    Björnberg, Dag
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Wavelets: Introduction and Applications for Economic Time Series2017Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 26.
    Blomqvist, Björn R. H.
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Mann, Richard P.
    Univ Leeds, Sch Math, Leeds, W Yorkshire, England.
    Sumpter, David J. T.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Using Bayesian dynamical systems, model averaging and neural networks to determine interactions between socio-economic indicators2018Inngår i: PLoS ONE, ISSN 1932-6203, E-ISSN 1932-6203, Vol. 13, nr 5, artikkel-id e0196355Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Social and economic systems produce complex and nonlinear relationships in the indicator variables that describe them. We present a Bayesian methodology to analyze the dynamical relationships between indicator variables by identifying the nonlinear functions that best describe their interactions. We search for the 'best' explicit functions by fitting data using Bayesian linear regression on a vast number of models and then comparing their Bayes factors. The model with the highest Bayes factor, having the best trade-off between explanatory power and interpretability, is chosen as the 'best' model. To be able to compare a vast number of models, we use conjugate priors, resulting in fast computation times. We check the robustness of our approach by comparison with more prediction oriented approaches such as model averaging and neural networks. Our modelling approach is illustrated using the classical example of how democracy and economic growth relate to each other. We find that the best dynamical model for democracy suggests that long term democratic increase is only possible if the economic situation gets better. No robust model explaining economic development using these two variables was found.

  • 27.
    Blomqvist, Björn Rune Helmer
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Gaussian process models of social change2018Doktoravhandling, med artikler (Annet vitenskapelig)
    Abstract [en]

    Social systems produce complex and nonlinear relationships in the indicator variables that describe them. Traditional statistical regression techniques are commonly used in the social sciences to study such systems. These techniques, such as standard linear regression, can prevent the discovery of the complex underlying mechanisms and rely too much on the expertise and prior beliefs of the data analyst. In this thesis, we present two methodologies that are designed to allow the data to inform us about these complex relations and provide us with interpretable models of the dynamics.

    The first methodology is a Bayesian approach to analysing the relationship between indicator variables by finding the parametric functions that best describe their interactions. The parametric functions with the highest model evidence are found by fitting a large number of potential models to the data using Bayesian linear regression and comparing their respective model evidence. The methodology is computationally fast due to the use of conjugate priors, and this allows for inference on large sets of models. The second methodology is based on a Gaussian processes framework and is designed to overcome the limitations of the first modelling approach. This approach balances the interpretability of more traditional parametric statistical methods with the predictability and flexibility of non-parametric Gaussian processes.

    This thesis contains four papers where we apply the methodologies to both real-life problems in the social sciences as well as on synthetic data sets. In paper I, the first methodology (Bayesian linear regression) is applied to the classic problem of how democracy and economic development interact. In paper II and IV, we apply the second methodology (Gaussian processes) to study changes in the political landscape and demographic shifts in Sweden in the last decades. In paper III, we apply the second methodology on a synthetic data set to perform parameter estimation on complex dynamical systems.

    Delarbeid
    1. Using Bayesian dynamical systems, model averaging and neural networks to determine interactions between socio-economic indicators
    Åpne denne publikasjonen i ny fane eller vindu >>Using Bayesian dynamical systems, model averaging and neural networks to determine interactions between socio-economic indicators
    2018 (engelsk)Inngår i: PLoS ONE, ISSN 1932-6203, E-ISSN 1932-6203, Vol. 13, nr 5, artikkel-id e0196355Artikkel i tidsskrift (Fagfellevurdert) Published
    Abstract [en]

    Social and economic systems produce complex and nonlinear relationships in the indicator variables that describe them. We present a Bayesian methodology to analyze the dynamical relationships between indicator variables by identifying the nonlinear functions that best describe their interactions. We search for the 'best' explicit functions by fitting data using Bayesian linear regression on a vast number of models and then comparing their Bayes factors. The model with the highest Bayes factor, having the best trade-off between explanatory power and interpretability, is chosen as the 'best' model. To be able to compare a vast number of models, we use conjugate priors, resulting in fast computation times. We check the robustness of our approach by comparison with more prediction oriented approaches such as model averaging and neural networks. Our modelling approach is illustrated using the classical example of how democracy and economic growth relate to each other. We find that the best dynamical model for democracy suggests that long term democratic increase is only possible if the economic situation gets better. No robust model explaining economic development using these two variables was found.

    sted, utgiver, år, opplag, sider
    PUBLIC LIBRARY SCIENCE, 2018
    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-359665 (URN)10.1371/journal.pone.0196355 (DOI)000431757400027 ()29742126 (PubMedID)
    Tilgjengelig fra: 2018-09-05 Laget: 2018-09-05 Sist oppdatert: 2018-10-30bibliografisk kontrollert
    2. Explaining and predicting the rise of a radical right-wing party using Gaussian processes
    Åpne denne publikasjonen i ny fane eller vindu >>Explaining and predicting the rise of a radical right-wing party using Gaussian processes
    (engelsk)Inngår i: Artikkel i tidsskrift (Annet vitenskapelig) Submitted
    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-364653 (URN)
    Tilgjengelig fra: 2018-10-30 Laget: 2018-10-30 Sist oppdatert: 2018-10-30
    3. Model selection and parameter estimation of complex dynamical systems using semi-parametric Gaussian processes
    Åpne denne publikasjonen i ny fane eller vindu >>Model selection and parameter estimation of complex dynamical systems using semi-parametric Gaussian processes
    (engelsk)Manuskript (preprint) (Annet vitenskapelig)
    HSV kategori
    Forskningsprogram
    Matematik med inriktning mot tillämpad matematik
    Identifikatorer
    urn:nbn:se:uu:diva-364652 (URN)
    Tilgjengelig fra: 2018-10-30 Laget: 2018-10-30 Sist oppdatert: 2018-10-30
    4. Last night in Sweden? Using Gaussian processes to study changing demographics at the level of municipalities
    Åpne denne publikasjonen i ny fane eller vindu >>Last night in Sweden? Using Gaussian processes to study changing demographics at the level of municipalities
    (engelsk)Inngår i: Artikkel i tidsskrift (Annet vitenskapelig) Submitted
    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-364654 (URN)
    Tilgjengelig fra: 2018-10-30 Laget: 2018-10-30 Sist oppdatert: 2018-10-30
  • 28.
    Blomqvist, Björn Rune Helmer
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Model selection and parameter estimation of complex dynamical systems using semi-parametric Gaussian processesManuskript (preprint) (Annet vitenskapelig)
  • 29.
    Blomqvist, Björn Rune Helmer
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sumpter, David J. T.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Mann, Richard P.
    University of Leeds, School of Mathematics.
    Explaining and predicting the rise of a radical right-wing party using Gaussian processesInngår i: Artikkel i tidsskrift (Annet vitenskapelig)
  • 30.
    Bommier, Esther
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Peaks-Over-Threshold Modelling of Environmental Data2014Independent thesis Advanced level (degree of Master (Two Years)), 20 poäng / 30 hpOppgave
  • 31.
    Bottinelli, Arianna
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Modelling collective movement and transport network formation in living systems2016Doktoravhandling, med artikler (Annet vitenskapelig)
    Abstract [en]

    The emergence of collective patterns from repeated local interactions between individuals is a common feature to most living systems, spanning a variety of scales from cells to animals and humans. Subjects of this thesis are two aspects of emergent complexity in living systems: collective movement and transport network formation. For collective movement, this thesis studies the role of movement-mediated information transfer in fish decision-making. The second project on collective movement takes inspiration from granular media and soft mode analysis and develops a new approach to describe the emergence of collective phenomena from physical interactions in extremely dense crowds. As regards transport networks, this thesis proposes a model of network growth to extract simple, biologically plausible rules that reproduce topological properties of empirical ant trail networks.  In the second project on transport networks, this thesis starts from the simple rule of “connecting each new node to the closest one”, that describes ants building behavior, to study how balancing local building costs and global maintenance costs influences the growth and topological properties of transport networks. These projects are addressed through a modeling approach and with the aim of identifying minimal sets of basic mechanisms that are most likely responsible of large-scale complex patterns. Mathematical models are always based on empirical observations and are, when possible, compared to experimental data.

    Delarbeid
    1. Local cost minimization in ant transport networks: from small-scale data to large-scale trade-offs
    Åpne denne publikasjonen i ny fane eller vindu >>Local cost minimization in ant transport networks: from small-scale data to large-scale trade-offs
    2015 (engelsk)Inngår i: Journal of the Royal Society Interface, ISSN 1742-5689, E-ISSN 1742-5662, Vol. 12, nr 112, artikkel-id 20150780Artikkel i tidsskrift (Fagfellevurdert) Published
    Abstract [en]

    Transport networks distribute resources and information in many human and biological systems. Their construction requires optimization and balance of conflicting criteria such as robustness against disruptions, transport efficiency and building cost. The colonies of the polydomous Australian meat ant Iridomyrmex purpureus are a striking example of such a decentralized network, consisting of trails that connect spatially separated nests. Here we study the rules that underlie network construction in these ants. We find that a simple model of network growth, which we call the minimum linking model (MLM), is sufficient to explain the growth of real ant colonies. For larger networks, the MLM shows a qualitative similarity with a Euclidean minimum spanning tree, prioritizing cost and efficiency over robustness. We introduce a variant of our model to show that a balance between cost, efficiency and robustness can be also reproduced at larger scales than ant colonies. Remarkably, such a balance is influenced by a parameter reflecting the specific features of the modelled transport system. The extended MLM could thus be a suitable source of inspiration for the construction of cheap and efficient transport networks with non-zero robustness, suggesting possible applications in the design of human-made networks.

    Emneord
    transport networks, network growth model, graph theory, ant collective behaviour, ant colony, network optimization
    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-268402 (URN)10.1098/rsif.2015.0780 (DOI)000363987900009 ()
    Tilgjengelig fra: 2015-12-09 Laget: 2015-12-04 Sist oppdatert: 2017-12-01bibliografisk kontrollert
    2. Emergent Structural Mechanisms for High-Density Collective Motion Inspired by Human Crowds
    Åpne denne publikasjonen i ny fane eller vindu >>Emergent Structural Mechanisms for High-Density Collective Motion Inspired by Human Crowds
    2016 (engelsk)Inngår i: Physical Review Letters, ISSN 0031-9007, E-ISSN 1079-7114, Vol. 117, nr 22, artikkel-id 228301Artikkel i tidsskrift (Fagfellevurdert) Published
    Abstract [en]

    Collective motion of large human crowds often depends on their density. In extreme cases like heavy metal concerts and black Friday sales events, motion is dominated by physical interactions instead of conventional social norms. Here, we study an active matter model inspired by situations when large groups of people gather at a point of common interest. Our analysis takes an approach developed for jammed granular media and identifies Goldstone modes, soft spots, and stochastic resonance as structurally driven mechanisms for potentially dangerous emergent collective motion.

    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-303941 (URN)10.1103/PhysRevLett.117.228301 (DOI)000388630000032 ()
    Tilgjengelig fra: 2016-09-27 Laget: 2016-09-27 Sist oppdatert: 2017-11-21bibliografisk kontrollert
    3. How Do Fish Use the Movement of Other Fish to Make Decisions?: From Individual Movement to Collective Decision Making
    Åpne denne publikasjonen i ny fane eller vindu >>How Do Fish Use the Movement of Other Fish to Make Decisions?: From Individual Movement to Collective Decision Making
    2013 (engelsk)Inngår i: Proceedings of the European Conference on Complex Systems 2012 / [ed] Thomas Gilbert, Markus Kirkilionis, Gregoire Nicolis, 2013, Vol. V, s. 591-606Konferansepaper, Publicerat paper (Annet vitenskapelig)
    Serie
    Springer Proceedings in Complexity, ISSN 2213-8684
    Emneord
    Collective animal behaviour, Decision making, SPP models, Fish
    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-301517 (URN)10.1007/978-3-319-00395-5_73 (DOI)9783319003948 (ISBN)9783319003955 (ISBN)
    Konferanse
    European Conference on Complex Systems 2012
    Tilgjengelig fra: 2016-08-23 Laget: 2016-08-23 Sist oppdatert: 2016-10-04bibliografisk kontrollert
    4. Balancing building and maintenance costs in growing transport networks
    Åpne denne publikasjonen i ny fane eller vindu >>Balancing building and maintenance costs in growing transport networks
    2017 (engelsk)Inngår i: Physical revview E, ISSN 2470-0045, Vol. 96, nr 3, artikkel-id 032316Artikkel i tidsskrift (Fagfellevurdert) Published
    Abstract [en]

    The costs associated to the length of links impose unavoidable constraints to the growth of natural and artificial transport networks. When future network developments cannot be predicted, the costs of building and maintaining connections cannot be minimized simultaneously, requiring competing optimization mechanisms. Here, we study a one-parameter nonequilibrium model driven by an optimization functional, defined as the convex combination of building cost and maintenance cost. By varying the coefficient of the combination, the model interpolates between global and local length minimization, i.e., between minimum spanning trees and a local version known as dynamical minimum spanning trees. We show that cost balance within this ensemble of dynamical networks is a sufficient ingredient for the emergence of tradeoffs between the network's total length and transport efficiency, and of optimal strategies of construction. At the transition between two qualitatively different regimes, the dynamics builds up power-law distributed waiting times between global rearrangements, indicating a point of nonoptimality. Finally, we use our model as a framework to analyze empirical ant trail networks, showing its relevance as a null model for cost-constrained network formation.

    HSV kategori
    Identifikatorer
    urn:nbn:se:uu:diva-303938 (URN)10.1103/PhysRevE.96.032316 (DOI)000411991200004 ()
    Tilgjengelig fra: 2016-09-27 Laget: 2016-09-27 Sist oppdatert: 2017-12-20bibliografisk kontrollert
  • 32.
    Bottinelli, Arianna
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Louf, Remi
    UCL, Ctr Adv Spatial Anal, 90 Tottenham Court Rd, London W1T 4TJ, England.
    Gherardi, Marco
    UPMC Univ Paris 06, Sorbonne Univ, UMR 7238, Computat & Quantitat Biol, 15 Rue Ecole Med, Paris, France.; Univ Milan, Dipartimento Fis, Via Celoria 16, I-20133 Milan, Italy..
    Balancing building and maintenance costs in growing transport networks2017Inngår i: Physical revview E, ISSN 2470-0045, Vol. 96, nr 3, artikkel-id 032316Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    The costs associated to the length of links impose unavoidable constraints to the growth of natural and artificial transport networks. When future network developments cannot be predicted, the costs of building and maintaining connections cannot be minimized simultaneously, requiring competing optimization mechanisms. Here, we study a one-parameter nonequilibrium model driven by an optimization functional, defined as the convex combination of building cost and maintenance cost. By varying the coefficient of the combination, the model interpolates between global and local length minimization, i.e., between minimum spanning trees and a local version known as dynamical minimum spanning trees. We show that cost balance within this ensemble of dynamical networks is a sufficient ingredient for the emergence of tradeoffs between the network's total length and transport efficiency, and of optimal strategies of construction. At the transition between two qualitatively different regimes, the dynamics builds up power-law distributed waiting times between global rearrangements, indicating a point of nonoptimality. Finally, we use our model as a framework to analyze empirical ant trail networks, showing its relevance as a null model for cost-constrained network formation.

  • 33.
    Bottinelli, Arianna
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Perna, Andrea
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Ward, Ashley
    The University of Sydney, NSW, Australia.
    Sumpter, David TJ
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    How Do Fish Use the Movement of Other Fish to Make Decisions?: From Individual Movement to Collective Decision Making2013Inngår i: Proceedings of the European Conference on Complex Systems 2012 / [ed] Thomas Gilbert, Markus Kirkilionis, Gregoire Nicolis, 2013, Vol. V, s. 591-606Konferansepaper (Annet vitenskapelig)
  • 34.
    Bottinelli, Arianna
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sumpter, David
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Silverberg, Jesse
    Wyss Institute for Biologically Inspired Engineering, Harvard University.
    Emergent Structural Mechanisms for High-Density Collective Motion Inspired by Human Crowds2016Inngår i: Physical Review Letters, ISSN 0031-9007, E-ISSN 1079-7114, Vol. 117, nr 22, artikkel-id 228301Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Collective motion of large human crowds often depends on their density. In extreme cases like heavy metal concerts and black Friday sales events, motion is dominated by physical interactions instead of conventional social norms. Here, we study an active matter model inspired by situations when large groups of people gather at a point of common interest. Our analysis takes an approach developed for jammed granular media and identifies Goldstone modes, soft spots, and stochastic resonance as structurally driven mechanisms for potentially dangerous emergent collective motion.

  • 35.
    Bottinelli, Arianna
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    van Wilgenburg, E.
    Fordham Univ, Dept Biol Sci, Bronx, NY 10458 USA..
    Sumpter, David J. T.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Latty, T.
    Univ Sydney, Sch Biol Sci, Sydney, NSW 2006, Australia..
    Local cost minimization in ant transport networks: from small-scale data to large-scale trade-offs2015Inngår i: Journal of the Royal Society Interface, ISSN 1742-5689, E-ISSN 1742-5662, Vol. 12, nr 112, artikkel-id 20150780Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Transport networks distribute resources and information in many human and biological systems. Their construction requires optimization and balance of conflicting criteria such as robustness against disruptions, transport efficiency and building cost. The colonies of the polydomous Australian meat ant Iridomyrmex purpureus are a striking example of such a decentralized network, consisting of trails that connect spatially separated nests. Here we study the rules that underlie network construction in these ants. We find that a simple model of network growth, which we call the minimum linking model (MLM), is sufficient to explain the growth of real ant colonies. For larger networks, the MLM shows a qualitative similarity with a Euclidean minimum spanning tree, prioritizing cost and efficiency over robustness. We introduce a variant of our model to show that a balance between cost, efficiency and robustness can be also reproduced at larger scales than ant colonies. Remarkably, such a balance is influenced by a parameter reflecting the specific features of the modelled transport system. The extended MLM could thus be a suitable source of inspiration for the construction of cheap and efficient transport networks with non-zero robustness, suggesting possible applications in the design of human-made networks.

  • 36.
    Brodersson, Anna Lilly
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Flygbesiktning av Luftledningar: Modellering av samband mellan besiktningsanmärkningar och systemtillförlitlighet2014Independent thesis Advanced level (professional degree), 20 poäng / 30 hpOppgave
    Abstract [en]

    This paper thoroughly investigates needs and requirements for overhead distribution feeder inspection and develops models to investigate possible relations between short term inspections remarks and outages. The study was conducted in collaboration with Fortum Distribution AB that supplied extensive information about their overhead power feeders concerning both inspection and power outages. The investigated models where lognormal linear model, Poisson generalized linear model and negative binomial generalized linear model. All models were implemented utilizing offset terms to compensate for differences in feeder length and amount of overhead versus underground feeders. The Poisson generalized linear model was rejected at an early stage due to overdispersion and neither of the remaining models fit the data perfectly. There for conclusions were primarily concluded from similarities and differences amongst the models. The results either implicate that maintenance is scheduled sufficiently fast, with respect to short term inspection, to ensure a high system reliability or no relationships between short term inspection and feeder outages exist. Therefore the final conclusion was that maintenance and reinvestment decisions should not be based on short cycle inspection data.

  • 37. Cederbaum, Carla
    et al.
    Cabrera Pacheco, Armando
    McCormick, Stephen
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Miao, Pengzi
    Asymptotically flat extensions of CMC Bartnik data2017Inngår i: Classical and quantum gravity, ISSN 0264-9381, E-ISSN 1361-6382Artikkel i tidsskrift (Fagfellevurdert)
  • 38.
    Corral-Lopez, Alberto
    et al.
    Stockholm Univ, Dept Zool Ethol, Stockholm, Sweden;UCL, Div Biosci Genet Evolut & Environm, London, England.
    Romensky, Maksym
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik. Imperial Coll London, Dept Life Sci, London, England.
    Kotrschal, Alexander
    Stockholm Univ, Dept Zool Ethol, Stockholm, Sweden;Wageningen Univ, Behav Ecol Grp, Wageningen, Netherlands.
    Buechel, Severine D.
    Stockholm Univ, Dept Zool Ethol, Stockholm, Sweden.
    Kolm, Niclas
    Stockholm Univ, Dept Zool Ethol, Stockholm, Sweden.
    Brain size affects responsiveness in mating behaviour to variation in predation pressure and sex ratioInngår i: Journal of Evolutionary Biology, ISSN 1010-061X, E-ISSN 1420-9101Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Despite ongoing advances in sexual selection theory, the evolution of mating decisions remains enigmatic. Cognitive processes often require simultaneous processing of multiple sources of information from environmental and social cues. However, little experimental data exist on how cognitive ability affects such fitness-associated aspects of behaviour. Using advanced tracking techniques, we studied mating behaviours of guppies artificially selected for divergence in relative brain size, with known differences in cognitive ability, when predation threat and sex ratio was varied. In females, we found a general increase in copulation behaviour in when the sex ratio was female biased, but only large-brained females responded with greater willingness to copulate under a low predation threat. In males, we found that small-brained individuals courted more intensively and displayed more aggressive behaviours than large-brained individuals. However, there were no differences in female response to males with different brain size. These results provide further evidence of a role for female brain size in optimal decision-making in a mating context. In addition, our results indicate that brain size may affect mating display skill in male guppies. We suggest that it is important to consider the association between brain size, cognitive ability and sexual behaviour when studying how morphological and behavioural traits evolve in wild populations.

  • 39.
    Cox, Sander
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Dynamical modelling2015Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 40.
    Cribäck, Kevin
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Skattningsmetoder för den generaliserade extremvärdesfördelningen2016Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 41.
    Dahne, Joel
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Enclosing Zeros for Systems of Two Analytic Functions2016Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
  • 42.
    Dareiotis, Konstantinos
    et al.
    Max Planck Inst Math Sci, Inselstr 22, D-04103 Leipzig, Germany.
    Ekström, Erik
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori.
    Density symmetries for a class of 2-D diffusions with applications to finance2019Inngår i: Stochastic Processes and their Applications, ISSN 0304-4149, E-ISSN 1879-209X, Vol. 129, nr 2, s. 452-472Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise specification of the boundary condition in the corresponding forward Kolmogorov equation problematic. We overcome this by extending a classical symmetry result for densities of one-dimensional diffusions to our case, thereby reducing the study of forward equations with exploding boundary data to the study of a related backward equation with non-exploding boundary data. We also discuss applications of this symmetry for option pricing in stochastic volatility models and in stochastic short rate models. (C) 2018 Elsevier B.V. All rights reserved.

  • 43.
    David, Jäderberg
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Sentiment and topic classification of messages on Twitter: and using the results to interact with Twitter users2016Independent thesis Basic level (professional degree), 20 poäng / 30 hpOppgave
    Abstract [en]

    We classify messages posted to social media network Twitter based on the sentiment and topic of the messages. We use the results of the classification to sometimes generate responses that are sent to the original user and their network on Twitter using natural language processing. A network of users who post science related content is used as the sources of data. The classifications of the dataset show worse results than others have achieved for sentiment analysis of content on Twitter, possibly due to the data sets that were used. 

  • 44.
    Delshams, Amadeu
    et al.
    Univ Politecn Cataluna, Dept Matemat, Barcelona 08028, Spain..
    Gonchenko, Marina
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Gutierrez, Pere
    Univ Politecn Cataluna, Dept Matemat, Barcelona 08028, Spain..
    Exponentially Small Splitting of Separatrices and Transversality Associated to Whiskered Tori with Quadratic Frequency Ratio2016Inngår i: SIAM Journal on Applied Dynamical Systems, ISSN 1536-0040, E-ISSN 1536-0040, Vol. 15, nr 2, s. 981-1024Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    The splitting of invariant manifolds of whiskered (hyperbolic) tori with two frequencies in a nearly integrable Hamiltonian system, whose hyperbolic part is given by a pendulum, is studied. We consider a torus with a fast frequency vector w/root epsilon with w = (1, Omega), where the frequency ratio Omega is a quadratic irrational number. Applying the Poincare-Melnikov method, we carry out a careful study of the dominant harmonics of the Melnikov potential. This allows us to provide an asymptotic estimate for the maximal splitting distance and show the existence of transverse homoclinic orbits to the whiskered tori with an asymptotic estimate for the transversality of the splitting. Both estimates are exponentially small in epsilon, with the functions in the exponents being periodic with respect to Ins, and can be explicitly constructed from the continued fraction of Omega. In this way, we emphasize the strong dependence of our results on the arithmetic properties of Omega. In particular, for quadratic ratios Omega with a 1-periodic or 2-periodic continued fraction (called metallic and metallic-colored ratios, respectively), we provide accurate upper and lower bounds for the splitting. The estimate for the maximal splitting distance is valid for all sufficiently small values of epsilon, and the transversality can be established for a majority of values of epsilon, excluding small intervals around some transition values where changes in the dominance of the harmonics take place, and bifurcations could occur.

  • 45.
    Dumanois, Stephane
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Least Squares Radial Basis Function generated Finite Differences for Option Pricing2016Independent thesis Advanced level (degree of Master (Two Years)), 20 poäng / 30 hpOppgave
  • 46.
    Dussutour, Audrey
    et al.
    Toulouse Univ, CNRS, Res Ctr Anim Cognit CRCA, Ctr Integrat Biol CBI,UPS, F-31062 Toulouse, France.
    Ma, Qi
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    Sumpter, David J. T.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Phenotypic variability predicts decision accuracy in unicellular organisms2019Inngår i: Proceedings of the Royal Society of London. Biological Sciences, ISSN 0962-8452, E-ISSN 1471-2954, Vol. 286, nr 1896, artikkel-id 20182825Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    When deciding between different options, animals including humans face the dilemma that fast decisions tend to be erroneous, whereas accurate decisions tend to be relatively slow. Recently, it has been suggested that differences in the efficacy with which animals make a decision relate closely to individual behavioural differences. In this paper, we tested this hypothesis in a unique unicellular organism, the slime mould Physarum polycephalum. We first confirmed that slime moulds differed consistently in their exploratory behaviour from 'fast' to 'slow' explorers. Second, we showed that slow explorers made more accurate decisions than fast explorers. Third, we demonstrated that slime moulds integrated food cues in time and achieved higher accuracy when sampling time was longer. Lastly, we showed that in a competition context, fast explorers excelled when a single food source was offered, while slow explorers excelled when two food sources varying in quality were offered. Our results revealed that individual differences in accuracy were partly driven by differences in exploratory behaviour. These findings support the hypothesis that decision-making abilities are associated with behavioural types, even in unicellular organisms.

  • 47.
    Dyrssen, Hannah
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori.
    The perpetual American put option in jump-to-default models2017Inngår i: Stochastics: An International Journal of Probablitiy and Stochastic Processes, ISSN 1744-2508, E-ISSN 1744-2516, Vol. 89, nr 2, s. 510-520Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We study the perpetual American put option in a general jump-to-default model, deriving an explicit expression for the price of the option.

    We find that in some cases the optimal stopping boundary vanishes and thus it is not optimal to exercise the option before default occurs. Precise conditions for when this situation arises are given.

    Furthermore we present a necessary and sufficient condition for convexity of the option price, and also show that a nonincreasing intensity is sufficient, but not necessary, to have convexity.

    From this we also get conditions for when option prices are monotone in the model parameters.