Concepedia

Jan Nygaard Nielsen

JN

Statistics

Publications

8

Citations

273

H-Index

8

Active since

1992

Affiliations

Technical University of Denmark(Current)

Czech Academy of Sciences, Institute of Information Theory and Automation

Jan Nygaard Nielsen is an author at Technical University of Denmark specializing in engineering, uncertainty quantification, and stochastic modeling.

Top concepts

EngineeringUncertainty QuantificationStatisticsComputer ScienceStochastic ModelsStochastic Differential EquationsBayesian MethodsMachine LearningBayesian NetworksBayesian Inference

Publications per year

1992–2008

8

Publications

8

Parameter estimation in stochastic differential equations: An overview

Jan Nygaard Nielsen, Henrik Madsen, Peter C. Young · Annual Reviews in Control · 2000 · 106 citations

Parameter Identification, Parameter Estimation, Uncertainty Quantification +2

<title>Bayesian methods for interpretation and control in multiagent vision systems</title>

Finn V. Jensen, Henrik I. Christensen, Jan Nygaard Nielsen · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1992 · 33 citations

Artificial Intelligence, Bayesian Statistic, Bayesian Decision Theory +26

ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS

Jan Nygaard Nielsen, Martin Vestergaard · International Journal of Theoretical and Applied Finance · 2000 · 32 citations

Volatility Modeling, Multivariate Stochastic Volatility, Nonlinear Filtering +15

Applying the EKF to stochastic differential equations with level effects

Jan Nygaard Nielsen, Henrik Madsen · Automatica · 2001 · 28 citations

Engineering, Level Effects, Natural Sciences +8

A fast approximate joint diagonalization algorithm using a criterion with a block diagonal weight matrix

Petr Tichavský, Arie Yeredor, Jan Nygaard Nielsen · 2008 · 27 citations

Numerical Analysis, Mathematical Programming, Source Separation +15

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