18 citations · 23 across the 8 of their papers we have counts for
9 papers
A Statistical Framework and Analysis for Perfect Radar Pulse Compression
Neil K. Chada, Petteri Piiroinen, Lassi Roininen
Perfect radar pulse compression coding is a potential emerging field which aims at providing rigorous analysis and fundamental limit radar experiments. It is based on finding non-t…
Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile
Petteri Piiroinen, Lassi Roininen, Martin Simon
We construct a data-driven statistical indicator for quantifying the tail risk perceived by the EURGBP option market surrounding Brexit-related events. We show that under lognormal…
Generalized modes in Bayesian inverse problems
Christian Clason, Tapio Helin, Remo Kretschmann +1
Uncertainty quantification requires efficient summarization of high- or even infinite-dimensional (i.e., non-parametric) distributions based on, e.g., suitable point estimates (mod…
Asset Price Bubbles: An Option-based Indicator
Petteri Piiroinen, Lassi Roininen, Tobias Schoden +1
We construct a statistical indicator for the detection of short-term asset price bubbles based on the information content of bid and ask market quotes for plain vanilla put and cal…
Fractional Brownian motion and asymptotic Bayesian estimation
Lassi Päivärinta, Petteri Piiroinen
In this paper, we study the recovery of the Hurst parameter from a given discrete sample of fractional Brownian motion with statistical inverse theory. In particular, we show that…
Probabilistic Interpretation of the Calderón Problem
Petteri Piiroinen, Martin Simon
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calderón's inverse conductivity problem in terms of reflecting diffusion pro…
From Feynman-Kac Formulae to Numerical Stochastic Homogenization in Electrical Impedance Tomography
Petteri Piiroinen, Martin Simon
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman-Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, m…
Probabilistic interpretation of electrical impedance tomography
Petteri Piiroinen, Martin Simon
In this paper, we give probabilistic interpretations of both, the forward and the inverse problem of electrical impedance tomography with possibly anisotropic, merely measurable co…
Point measurements for a Neumann-to-Dirichlet map and the Calderón problem in the plane
Nuutti Hyvönen, Petteri Piiroinen, Otto Seiskari
This work considers properties of the Neumann-to-Dirichlet map for the conductivity equation under the assumption that the conductivity is identically one close to the boundary of…