References of "Viitasaari, Lauri"      in Complete repository Arts & humanities   Archaeology   Art & art history   Classical & oriental studies   History   Languages & linguistics   Literature   Performing arts   Philosophy & ethics   Religion & theology   Multidisciplinary, general & others Business & economic sciences   Accounting & auditing   Production, distribution & supply chain management   Finance   General management & organizational theory   Human resources management   Management information systems   Marketing   Strategy & innovation   Quantitative methods in economics & management   General economics & history of economic thought   International economics   Macroeconomics & monetary economics   Microeconomics   Economic systems & public economics   Social economics   Special economic topics (health, labor, transportation…)   Multidisciplinary, general & others Engineering, computing & technology   Aerospace & aeronautics engineering   Architecture   Chemical engineering   Civil engineering   Computer science   Electrical & electronics engineering   Energy   Geological, petroleum & mining engineering   Materials science & engineering   Mechanical engineering   Multidisciplinary, general & others Human health sciences   Alternative medicine   Anesthesia & intensive care   Cardiovascular & respiratory systems   Dentistry & oral medicine   Dermatology   Endocrinology, metabolism & nutrition   Forensic medicine   Gastroenterology & hepatology   General & internal medicine   Geriatrics   Hematology   Immunology & infectious disease   Laboratory medicine & medical technology   Neurology   Oncology   Ophthalmology   Orthopedics, rehabilitation & sports medicine   Otolaryngology   Pediatrics   Pharmacy, pharmacology & toxicology   Psychiatry   Public health, health care sciences & services   Radiology, nuclear medicine & imaging   Reproductive medicine (gynecology, andrology, obstetrics)   Rheumatology   Surgery   Urology & nephrology   Multidisciplinary, general & others Law, criminology & political science   Civil law   Criminal law & procedure   Criminology   Economic & commercial law   European & international law   Judicial law   Metalaw, Roman law, history of law & comparative law   Political science, public administration & international relations   Public law   Social law   Tax law   Multidisciplinary, general & others Life sciences   Agriculture & agronomy   Anatomy (cytology, histology, embryology...) & physiology   Animal production & animal husbandry   Aquatic sciences & oceanology   Biochemistry, biophysics & molecular biology   Biotechnology   Entomology & pest control   Environmental sciences & ecology   Food science   Genetics & genetic processes   Microbiology   Phytobiology (plant sciences, forestry, mycology...)   Veterinary medicine & animal health   Zoology   Multidisciplinary, general & others Physical, chemical, mathematical & earth Sciences   Chemistry   Earth sciences & physical geography   Mathematics   Physics   Space science, astronomy & astrophysics   Multidisciplinary, general & others Social & behavioral sciences, psychology   Animal psychology, ethology & psychobiology   Anthropology   Communication & mass media   Education & instruction   Human geography & demography   Library & information sciences   Neurosciences & behavior   Regional & inter-regional studies   Social work & social policy   Sociology & social sciences   Social, industrial & organizational psychology   Theoretical & cognitive psychology   Treatment & clinical psychology   Multidisciplinary, general & others     Showing results 1 to 8 of 8 1 Continuous time Gaussian process dynamical models in gene regulatory network inferenceAalto, Atte ; Viitasaari, Lauri; Ilmonen, Pauliina et alE-print/Working paper (2018)One of the focus areas of modern scientific research is to reveal mysteries related to genes and their interactions. The dynamic interactions between genes can be encoded into a gene regulatory network ... [more ▼]One of the focus areas of modern scientific research is to reveal mysteries related to genes and their interactions. The dynamic interactions between genes can be encoded into a gene regulatory network (GRN), which can be used to gain understanding on the genetic mechanisms behind observable phenotypes. GRN inference from time series data has recently been a focus area of systems biology. Due to low sampling frequency of the data, this is a notoriously difficult problem. We tackle the challenge by introducing the so-called continuous-time Gaussian process dynamical model (GPDM), based on Gaussian process framework that has gained popularity in nonlinear regression problems arising in machine learning. The model dynamics are governed by a stochastic differential equation, where the dynamics function is modelled as a Gaussian process. We prove the existence and uniqueness of solutions of the stochastic differential equation. We derive the probability distribution for the Euler discretised trajectories and establish the convergence of the discretisation. We develop a GRN inference method based on the developed framework. The method is based on MCMC sampling of trajectories of the GPDM and estimating the hyperparameters of the covariance function of the Gaussian process. Using benchmark data examples, we show that our method is computationally feasible and superior in dealing with poor time resolution. [less ▲]Detailed reference viewed: 59 (6 UL) Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kindAzmoodeh, Ehsan ; Viitasaari, Lauriin Statistical Inference for Stochastic Processes (2015), 18(3), 205227Detailed reference viewed: 69 (1 UL) Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian modelAzmoodeh, Ehsan ; Sottinen, Tommi; Viitasaari, Lauriin Modern Stochastics: Theory and Applications (2015), 2(1), 2949Detailed reference viewed: 60 (6 UL) Necessary and sufficient conditions for Hölder continuity of Gaussian processesAzmoodeh, Ehsan ; Sottinen, Tommi; Viitasaari, Lauri et alin Statistics & Probability Letters (2014), 94The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note ... [more ▼]The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder continuity of Gaussian processes. It turns out that necessary and sufficient conditions can be stated in a simple form that is a variant of the celebrated Kolmogorov–Čentsov condition. [less ▲]Detailed reference viewed: 65 (0 UL) A general approach to small deviation via concentration of measuresAzmoodeh, Ehsan ; Viitasaari, LauriE-print/Working paper (2014)Detailed reference viewed: 22 (0 UL) Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian modelAzmoodeh, Ehsan ; Sottinen, Tommi; Viitasaari, LauriE-print/Working paper (2014)We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the mixed Brownian--fractional Brownian model. In the semimartingale case, that is, where the Hurst ... [more ▼]We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the mixed Brownian--fractional Brownian model. In the semimartingale case, that is, where the Hurst parameter H of the fractional part satisfies H∈(3/4,1), the central limit theorem holds. In the nonsemimartingale case, that is, where H∈(1/2,3/4], the convergence toward the normal distribution with a nonzero mean still holds if H=3/4, whereas for the other values, that is, H∈(1/2,3/4), the central convergence does not take place. We also provide Berry--Esseen estimates for the estimator. [less ▲]Detailed reference viewed: 73 (0 UL) Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kindAzmoodeh, Ehsan ; Viitasaari, LauriE-print/Working paper (2013)Detailed reference viewed: 59 (1 UL) Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian MotionAzmoodeh, Ehsan ; Viitasaari, Lauriin Journal of Theoretical Probability (2013)In this article, an uniform discretization of stochastic integrals $\int_{0}^{1} f'_-(B_t)\ud B_t$, where $B_t$ denotes the fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2},1)$, for a ... [more ▼]In this article, an uniform discretization of stochastic integrals $\int_{0}^{1} f'_-(B_t)\ud B_t$, where $B_t$ denotes the fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2},1)$, for a large class of convex functions $f$ is considered. In $\big[$\cite{a-m-v}, Statistics \& Decisions, \textbf{27}, 129-143$\big]$, for any convex function $f$, the almost sure convergence of uniform discretization to such stochastic integral is proved. Here we prove $L^r$- convergence of uniform discretization to stochastic integral. In addition, we obtain a rate of convergence. It turns out that the rate of convergence can be brought arbitrary close to $H - \frac{1}{2}$. [less ▲]Detailed reference viewed: 85 (2 UL) 1