Henrik Hult

18 papers A* 2B 1Misc 2Journal 11Unranked 2
YearRankTypeTitle / Venue / Authors
2025 A* conf
The Impact Label Noise and Choice of Threshold has on Cross-Entropy and Soft-Dice in Image Segmentation.
CVPR
Marcus Nordström, Atsuto Maki, Henrik Hult
2024 Misc conf
A Deep Learning Approach for Rare Event Simulation in Diffusion Processes.
WSC
Henrik Hult, Aastha Jain, Sandeep Juneja, Pierre Nyquist, Sushant Vijayan
2023 J jnl
Marginal Thresholding in Noisy Image Segmentation.
CoRR
Marcus Nordström, Henrik Hult, Atsuto Maki
2023 J jnl
Noisy Image Segmentation With Soft-Dice.
CoRR
Marcus Nordström, Henrik Hult, Atsuto Maki, Fredrik Löfman
2022 J jnl
Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions.
ACM Trans. Model. Comput. Simul.
Boualem Djehiche, Henrik Hult, Pierre Nyquist
2022 A* conf
On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice.
NeurIPS
Marcus Nordström, Henrik Hult, Fredrik Löfman, Jonas Söderberg
2022 J jnl
On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice.
CoRR
Marcus Nordström, Henrik Hult, Jonas Söderberg, Fredrik Löfman
2021 J jnl
Particle Filter Bridge Interpolation.
CoRR
Adam Lindhe, Carl Ringqvist, Henrik Hult
2021 J jnl
Variational Auto Encoder Gradient Clustering.
CoRR
Adam Lindhe, Carl Ringqvist, Henrik Hult
2020 — conf
Calibrated Surrogate Maximization of Dice.
MICCAI (4)
Marcus Nordström, Han Bao, Fredrik Löfman, Henrik Hult, Atsuto Maki, Masashi Sugiyama
2020 B conf
Interpolation in Auto Encoders with Bridge Processes.
ICPR
Carl Ringqvist, Judith Bütepage, Hedvig Kjellström, Henrik Hult
2014 J jnl
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk.
J. Appl. Probab.
Thorbjörn Gudmundsson, Henrik Hult
2013 J jnl
Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations.
ACM Trans. Model. Comput. Simul.
Jose H. Blanchet, Henrik Hult, Kevin Leder
2012 J jnl
On importance sampling with mixtures for random walks with heavy tails.
ACM Trans. Model. Comput. Simul.
Henrik Hult, Jens Svensson
2011 Misc conf
Importance sampling for stochastic recurrence equations with heavy tailed increments.
WSC
Jose H. Blanchet, Henrik Hult, Kevin Leder
2011 J jnl
Ruin probabilities under general investments and heavy-tailed claims.
Finance Stochastics
Henrik Hult, Filip Lindskog
2008 — conf
Within-die process variations: How accurately can they be statistically modeled?
ASP-DAC
Brendan Hargreaves, Henrik Hult, Sherief Reda
2005 J jnl
A note on Wick products and the fractional Black-Scholes model.
Finance Stochastics
Tomas Björk, Henrik Hult