Henrik Hult

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 9

Top Topics

Boundary Detection

Importance Sampling

Image Segmentation

Top Venues

ACM Trans. Model. Comput. Simul.

J. Appl. Probab.

Publications

Marcus Nordström, Henrik Hult, Atsuto Maki
Marginal Thresholding in Noisy Image Segmentation. CoRR (2023)
Marcus Nordström, Henrik Hult, Atsuto Maki, Fredrik Löfman
Noisy Image Segmentation With Soft-Dice. CoRR (2023)
Boualem Djehiche, Henrik Hult, Pierre Nyquist
Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions. ACM Trans. Model. Comput. Simul. 32 (2) (2022)
Marcus Nordström, Henrik Hult, Fredrik Löfman, Jonas Söderberg
On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice. NeurIPS (2022)
Marcus Nordström, Henrik Hult, Jonas Söderberg, Fredrik Löfman
On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice. CoRR (2022)
Adam Lindhe, Carl Ringqvist, Henrik Hult
Particle Filter Bridge Interpolation. CoRR (2021)
Adam Lindhe, Carl Ringqvist, Henrik Hult
Variational Auto Encoder Gradient Clustering. CoRR (2021)
Marcus Nordström, Han Bao, Fredrik Löfman, Henrik Hult, Atsuto Maki, Masashi Sugiyama
Calibrated Surrogate Maximization of Dice. MICCAI (4) (2020)
Carl Ringqvist, Judith Bütepage, Hedvig Kjellström, Henrik Hult
Interpolation in Auto Encoders with Bridge Processes. ICPR (2020)
Thorbjörn Gudmundsson, Henrik Hult
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk. J. Appl. Probab. 51 (2) (2014)
Jose H. Blanchet, Henrik Hult, Kevin Leder
Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations. ACM Trans. Model. Comput. Simul. 23 (4) (2013)
Henrik Hult, Jens Svensson
On importance sampling with mixtures for random walks with heavy tails. ACM Trans. Model. Comput. Simul. 22 (2) (2012)
Jose H. Blanchet, Henrik Hult, Kevin Leder
Importance sampling for stochastic recurrence equations with heavy tailed increments. WSC (2011)
Henrik Hult, Filip Lindskog
Ruin probabilities under general investments and heavy-tailed claims. Finance Stochastics 15 (2) (2011)
Brendan Hargreaves, Henrik Hult, Sherief Reda
Within-die process variations: How accurately can they be statistically modeled? ASP-DAC (2008)
Tomas Björk, Henrik Hult
A note on Wick products and the fractional Black-Scholes model. Finance Stochastics 9 (2) (2005)