Henrik Hult

According to our database, Henrik Hult authored at least 15 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Marginal Thresholding in Noisy Image Segmentation.

Marcus Nordström, Henrik Hult, Atsuto Maki

CoRR, 2023

Noisy Image Segmentation With Soft-Dice.

Marcus Nordström, Henrik Hult, Atsuto Maki, Fredrik Löfman

CoRR, 2023

2022

Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions.

Boualem Djehiche, Henrik Hult, Pierre Nyquist

ACM Trans. Model. Comput. Simul., 2022

On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice.

Marcus Nordström, Henrik Hult, Fredrik Löfman, Jonas Söderberg

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021

Variational Auto Encoder Gradient Clustering.

Adam Lindhe, Carl Ringqvist, Henrik Hult

CoRR, 2021

Particle Filter Bridge Interpolation.

Adam Lindhe, Carl Ringqvist, Henrik Hult

CoRR, 2021

2020

Calibrated Surrogate Maximization of Dice.

Marcus Nordström, Han Bao, Fredrik Löfman, Henrik Hult, Atsuto Maki, Masashi Sugiyama

Proceedings of the Medical Image Computing and Computer Assisted Intervention - MICCAI 2020, 2020

Interpolation in Auto Encoders with Bridge Processes.

Carl Ringqvist, Judith Bütepage, Hedvig Kjellström, Henrik Hult

Proceedings of the 25th International Conference on Pattern Recognition, 2020

2014

Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk.

Thorbjörn Gudmundsson, Henrik Hult

J. Appl. Probab., 2014

2013

Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations.

Jose H. Blanchet, Henrik Hult, Kevin Leder

ACM Trans. Model. Comput. Simul., 2013

2012

On importance sampling with mixtures for random walks with heavy tails.

Henrik Hult, Jens Svensson

ACM Trans. Model. Comput. Simul., 2012

2011

Ruin probabilities under general investments and heavy-tailed claims.

Henrik Hult, Filip Lindskog

Finance Stochastics, 2011

Importance sampling for stochastic recurrence equations with heavy tailed increments.

Jose H. Blanchet, Henrik Hult, Kevin Leder

Proceedings of the Winter Simulation Conference 2011, 2011

2008

Within-die process variations: How accurately can they be statistically modeled?

Brendan Hargreaves, Henrik Hult, Sherief Reda

Proceedings of the 13th Asia South Pacific Design Automation Conference, 2008

2005

A note on Wick products and the fractional Black-Scholes model.

Tomas Björk, Henrik Hult

Finance Stochastics, 2005