75 citations · 165 across the 31 of their papers we have counts for
33 papers
Cellular Predictions on the Move: What about Data?
Natalia Vesselinova, Pauliina Ilmonen
Mobile cellular load forecasting is native to network resource optimization and delivery of services with reliability, latency and quality guarantees. The mainstream of machine lea…
Parameter estimation in generalized fractional neuronal models
Pauliina Ilmonen, Milla Laurikkala, Enrica Pirozzi +2
We investigate a generalized stochastic fractional neuronal model combining fractional dynamics with correlated stochastic inputs. The proposed framework is described by a fraction…
Characterization of continuous stationary fields as generalized Ornstein-Uhlenbeck fields via multi-parameter Langevin equation and multiple Riemann-Stieltjes integration
Marko Voutilainen, Pauliina Ilmonen, Lauri Viitasaari
In this article, we characterize continuous stationary fields via generalized Langevin dynamics. This gives natural connections between stationary fields, stationary increment fiel…
Non-parametric estimation of non-linear diffusion coefficient in parabolic SPDEs
Martin Andersson, Benny Avelin, Valentin Garino +2
In this article, we introduce a novel non-parametric predictor, based on conditional expectation, for the unknown diffusion coefficient function in the stochastic partial diffe…
Data driven modeling of multiple interest rates with generalized Vasicek-type models
Pauliina Ilmonen, Milla Laurikkala, Kostiantyn Ralchenko +2
The Vasicek model is a commonly used interest rate model, and there exist many extensions and generalizations of it. However, most generalizations of the model are either univariat…
Extrapolated Markov Chain Oversampling Method for Imbalanced Text Classification
Aleksi Avela, Pauliina Ilmonen
Text classification is the task of automatically assigning text documents correct labels from a predefined set of categories. In real-life (text) classification tasks, observations…
Moment Estimator-Based Extreme Quantile Estimation with Erroneous Observations: Application to Elliptical Extreme Quantile Region Estimation
Jaakko Pere, Pauliina Ilmonen, Lauri Viitasaari
In many application areas of extreme value theory, the variables of interest are not directly observable but instead contain errors. In this article, we quantify the effect of thes…
Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
Gerardo Barrera, Michael A. Högele, Pauliina Ilmonen +1
The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive Lévy…
Data Matters: The Case of Predicting Mobile Cellular Traffic
Natalia Vesselinova, Matti Harjula, Pauliina Ilmonen
Accurate predictions of base stations' traffic load are essential to mobile cellular operators and their users as they support the efficient use of network resources and allow deli…
Zombie Epidemic -- on Modeling the Effect of Interventions
Kaisa Ek, Aleksi Avela, Willehard Haaki +7
The recent COVID-19 pandemic has highlighted the need of studying extreme, life-threatening phenomena in advance. In this article, a zombie epidemic in Uusimaa region in Finland is…
On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis
Jaakko Pere, Benny Avelin, Valentin Garino +2
We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…
On Lamperti transformation and characterisations of discrete random fields
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections betwee…
On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik +2
We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order with discontinuous integrands involving bounded v…
Flexible transition probability model for assessing cost-effectiveness of breast cancer screening
Nourhan Shafik, Pauliina Ilmonen, Lauri Viitasaari +2
Breast cancer is the most common cancer among Western women. Fortunately, organized screening has reduced breast cancer mortality and, consequently, the European Union has recommen…
On optimal prediction of missing functional data with memory
Pauliina Ilmonen, Nourhan Shafik, Tommi Sottinen +2
This paper considers the problem of reconstructing missing parts of functions based on their observed segments. It provides, for Gaussian processes and arbitrary bijective transfor…
Integrated shape-sensitive functional metrics
Sami Helander, Petra Laketa, Pauliina Ilmonen +3
This paper develops a new integrated ball (pseudo)metric which provides an intermediary between a chosen starting (pseudo)metric d and the L_p distance in general function spaces.…
Latent Model Extreme Value Index Estimation
Joni Virta, Niko Lietzén, Lauri Viitasaari +1
We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time s…
Modeling temporally uncorrelated components for complex-valued stationary processes
Niko Lietzén, Lauri Viitasaari, Pauliina Ilmonen
We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We st…
Vector-valued Generalised Ornstein-Uhlenbeck Processes
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen +2
Generalisations of the Ornstein-Uhlenbeck process defined through Langevin equation such as fractional Ornstein-Uhlenbeck processes, have recently receiv…
Oscillating Gaussian Processes
Pauliina Ilmonen, Soledad Torres, Lauri Viitasaari
In this article we introduce and study oscillating Gaussian processes defined by , where are free parameters an…
Continuous time Gaussian process dynamical models in gene regulatory network inference
Atte Aalto, Lauri Viitasaari, Pauliina Ilmonen +2
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 ge…
Fast tensorial JADE
Joni Virta, Niko Lietzén, Pauliina Ilmonen +1
In this work, we propose a novel method for tensorial independent component analysis. Our approach is based on TJADE and -JADE, two recently proposed generalizations of the cl…
On generalized ARCH model with stationary liquidity
Pauliina Ilmonen, Soledad Torres, Ciprian Tudor +2
We study a generalized ARCH model with liquidity given by a general stationary process. We provide minimal assumptions that ensure the existence and uniqueness of the stationary so…
Note on AR(1)-characterisation of stationary processes and model fitting
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen
It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that,…