Institute of Mathematics and Informatics of Vilnius University

mii4 Akademijos, LT-08663 Vilnius
Tel. 210 9300, fax 272 9209
E-mail:
http://www.mii.lt

Director – Prof. Habil. Dr. Gintautas Dzemyda

STAFF

69 research fellows (23 habilitated doctors and 41 doctors), 54 doctoral students

 

MAIN RESEARCH AREAS OF THE INSTITUTE

Integrated development of mathematics, informatics and information technologies
for the knowledge society advanced products and services

DOCTORAL DISSERTATIONS MAINTAINED IN 2012

R. Lileikytė. Quality estimation of speech recognition features.

S. Kubilinskienė. Extended metadata model for digital learning recourses.

E. Filatovas. Solving multiple criteria optimization problems in an interactive way.

Ž. Vaira. Investigation, improvement and development of aspect-oriented design patterns.

L. Kaklauskas. Study and application of methods of fractal processes monitoring in computer networks.

L. Stabingienė. Image analysis using bayes discriminant functions.

A. Igumenov. Electrical energy aware parallel and distributed computing.

S. Račkauskienė. Joint universality of zeta-functions with periodic coefficients.

S. Preidys. The application of datamining methods to personalised learning environments.

CONFERENCES AND SEMINARS ORGANIZED IN 2012

4th international seminar Data Analysis Methods for Software Systems

2nd international doctoral consortium Informatics and Informatics Engineering Education Research: Methodologies, Strategies and Implementation

10th International Baltic Conference on Databases and Information Systems (BalticDB&IS 2012)

25th European Conference on Operational Research

International conference Challenges of Learning Informatics in 21st century

DEPARTMENT OF INFORMATICS METHODOLOGY

4 Akademijos, LT-08663 Vilnius
Tel. 210 9732
E-mail:

Head – Prof. Valentina Dagienė

STAFF

Chief research fellow: Prof. Dr. V. Dagienė.
Senior research fellows: Dr. T. Jevsikova, Dr. J. Kurilov.
Assistant research fellows: R. Andžius, M. Budriūnas, V.Dagys, A. Grincevičius, B. Skūpas, J. Skūpienė, A. Strelkauskytė.
Technician: G. Svetikienė.
Doctoral students: E. Jasutė,  A. Juškevičienė,S. Sėrikovienė,  B. Skūpas,  J. Urbonienė,  L. Zajančkauskienė,  I. Žilinskienė.

RESEARCH INTERESTS

Computer science education research  
Technology-based learning  
Teaching programming  
Localization of digital resources  
Models of quality evaluation of educational system components  
Adaptive learning research  
Olympiads in Informatics

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Research on Engineering Decision Makings for Technology-Based Education, as Well as Software Localization. Prof. V. Dagienė. 2012–2014.

Main tasks and outcomes: 1) derivation of basic informatics concepts and prove their appropriatness to use in contest; 2) development of semi-automated system for evaluation programming assigments; 3) analysis of pecularities of localization digital resources, 4) development of methods and models for evaluation of the quality of education system components.

Projects, Programmes, Issues Supported by the Research Council of Lithuania

Support for a scientific event Informatics at School: the Basic Concepts, Innovations and Research. April 25, 2012, No. MOR-001/2012/ LSS-580000-944, (registration No. MOR-12007)

Support for a scientific event Informatics Engineering Education Research: Methodologies, Methods and Practice. October 01, 2012, No. MOR-052/2012/ LSS-580000-2294, (registration No. MOR-12149)

Governmental Science Programmes and Research Projects Ordered by the Branch Ministries

The Project: Realization of Postdoctoral (Post Doc) Internship in Lithuania (Programs of human resource development actions, means for stimulating scientific works of students and mobility of scientists and other researchers, No. 58/MTDS-580000-2033, (finnancing and management agreement No. VP1-3.1-ŠMM-01-V-01-001). V. Grybauskienė 2010–2013.

The means Stimulations of Students' Scientific Works and Mobility of Scientists and Other Researchers of the 3rd priority programme for developing human resources, the project stimulation of students scientific activity, carried out according to the financing and management agreement No. VP1-3.1-ŠMM-01-V-02-003, signed on November 30, 2011 between European Social Foundation Agency, Ministry of Education and Science and the Lithuanian Science Council; scientific practice of students in summer (student Sandra Brusokaitė, agreement No. SMP 009 / SMP 12-069). Dr. T. Jevsikova. 2012.

Ordered Research Projects

The EU structural Funds Project Science for Business and Society in line with the realization means „Inogeb LT-1“ (November 11, 2009) of the LR Economic grouth action programme in 2007-2013, of the 1st priority Scientific research and technology development meant for competitive ability of economy and economic growth, code of the Project No. S‑VP2-1.4-ŪM-03-K-01-019.

Services of Localization of Computer Teaching-Aided Means. To localize (i.e. to adapt to the Lithuanian linguistic, cultural, and educational environment) packages of computer-aided teaching tools, intended for primary class school-children (also for that having special education needs). Agreement of services No. F5-155(9.28).

Project of the EU Structural Funds. The realization means Lithuanian Language in an Information Society of the economic grouth action programme priority Information Society for Everyone. Development and Verification Work of the Lithuanian Term Bank, No. VP2-3.I-IVPK-12-K-01-004/ LSS-180000-642. 2012.

International Science Programmes and Projects

Project „“ – Learning communityforWeb 2.0 teaching, Project No.504333-LLP-1-2009-1-DE-COMENIUS-CMP, according to the Web 2.0 EU programme of life-long learning, Grant Agreement No. 2009-3937/001-00.

MAIN PUBLICATIONS

Articles

V. Dagienė, T. Jevsikova, S. Kubilinskienė. An integration of methodological resources into learning object metadata repository // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. p.

V. Dagienė, T. Jevsikova. Reasoning on the Content of Informatics Education for Beginners // Socialiniai mokslai / Kauno technologijos universitetas. Kaunas : Technologija. 2012, nr. 4, p. 84-90.

. Žilinskienė, S. Kubilinskienė. Mokomojo scenarijaus personalizavimas taikant kolektyvinės intelektikos metodus // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 264-269.

S. Preidys, I. Žilinskienė. Nuotolinio mokymosi kurso personalizavimo modelis mokymosi veiklų atžvilgiu // Elektroninis mokymasis, informacija ir komunikacija: teorija ir praktika. T. 1. Vilnius : Vilniaus universitetas, 2012, p. 111-132.

R. Andžius. Terminų žodynų straipsnių struktūrinimas: terminų eilutės kliuviniai // Leksikografija ir leksikologija. D. 2 / sudarė Vilija Sakalauskienė, Albina Auksoriūtė. Vilnius : Lietuvių kalbos institutas, 2010, p. 319-328.

A. Juškevičienė, J. Kurilov. VMA Moodle personalizavimo galimybė antrosios kartos saityno priemonėmis // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 181-186.

J. Kurilov, I. Žilinskienė. Evaluation of quality of personalised learning scenarios: an improved MCEQLS AHP method // International journal of engineering education. Dublin : Tempus Publications. 2012, vol. 28, no 6, p. 1309-1315.

V. Grabauskienė, V. Dagienė. Using of UML for modelling the holistic geometric primary education // Journal of computer assisted learning. Oxford : Wiley-Blackwell Publishing Ltd. 2012, vol, no,, p.

G. Grigas, T. Jevsikova, A. Strelkauskytė. Localisation issues of software shortcut keys // Localisation focus. Limerick : Localisation Research Centre, p. 40-53.

E. Jasutė, V. Dagienė. Towards gigital competencies in mathematics education: a model of interactive geometry // International journal of digital literacy and digital competence. Hershey : I G I Global. 2012, vol. 3, no 2, p. 1-19.

Materials of conferences

C. Schulte, V. Dagienė, A. Eckerdal, M. Hornung, T. Jevsikova, A. Peters, S. Sentance, N. Thota. Computer science at school / CS teacher education - Koli working-group report on CS at school // 12th Koli calling international conference on computing education research : proceedings, Finland, November 15-18, 2012. New York : The Association for Computing Machinery, p. 29-38.

V. Dagienė, E. Jasutė. Constructionist learning of geometry // Constructionism 2012 : theory practice and impact : conference proceedings, August 21-25, Greece. Athens : Vivliosynergatiki S.A. 2012, p. 586-596.

S. Kubilinskienė, V. Dagienė. Methodological digital resources: how we can help educators to find them more effectively // Frontiers in artificial intelligence and applications. Vol. Amsterdam : IOS Press, 2012, p.

I. Žilinskienė, V. Dagienė, J. Kurilov. A swarm-based approach to adaptive learning: selection of a dynamic learning scenario // Proceedings of the 11th European conference on e-learning. Groningen : University of Groningen, 2012, p.

COOPERATION

Aalto University (Finland)
Davidson Institute of Science Education, Weizmann Institute of Science (Israel)
University of Eastern Finland of Joensuu and Kuopio (Finland)
Malta University (Malta)
Brunel University, Uxbridge (UK)
University of the Basque Country (Spain)
University of Las Palmas de Gran Canaria (Spain)
Ljubjana University (Slovenia)
Munster University (Germany)
Frei University Berlin (Germnay)
University of Iceland (Iceland)
Groningen University (the Netherlands)
Eindhoven University of Technology (the Netherlands)

OTHER SCIENTIFIC ACTIVITIES

V. Dagienė (http://ims.mii.lt/valentina/en/index.htm) -

  • editor-in-chief of two international journals Informatics in Education (since 2002) and Olympiads in Informatics (since 2007);
  • expert of EU Eurostars programme;
  • representative of Lithuania in Education Committee TC3 under the International Federation for Information Processing (IFIP);
  • vice chair of the Technical Committee of IFIP for Education (TC3);
  • member of Steering Committee of International Olympiads in Informatics;
  • chair of the Annual International Workshop on Contest on Informatics and Computer Fluency, May, Druskininkai (Lithuania);
  • chair of the 3rd  international doctoral consortium  on informatics engineering education research: methodologies, methods, and practice, December 37, 2012, Druskininkai: member of organizing committee;
  • chair of the World Congress on Computer in Education (June 25, WCCE 2013);
  • member of Doctoral Thesis Defence Committies (Ireland, Finland);
  • supervisor of international doctoral student exchange (2 students: from Croatia and from Spain).

Dr. J. Kurilov –

  • member of Steering Committee of European Schoolnet(or EUN, the network of 31 European Ministries of Education);
  • member of Lithuanian national CEDEFOP and ReferNet Committees;
  • expert-evaluator: PHARE, Leonardo da Vinci, eContentplusprogrammes, European Regional Development Fund;
  • expert on preparation of feasibility studies and project documentation: European Commission, Ministry of - Education and Science of Lithuania, Central Project Management Agency under the Ministry of Finance of Lithuania.
  • editorial board member and reviewer of the journals:

Dr. T. Jevsikova –

  • junior member of the international Federation for Information Processing (IFIP) TC3 WG3.1 (Informatics and ICT in Secondary Education), (http://ifiptc.org/?tc=tc3 );
  • associate member of the Institute of Localisation Proffesionals;
  • member of Commission of the terms of informatics and information technologies;
  • reviewer of doctoral dissertation Extended metadata model for digital learning resources (author: Svetlana Kubilinskienė, defended on March 07, 2012);
  • reviewer and a member of defence commitee of doctoral dissertation Quality of e-book from the point of view of the consumer (author: Arūnas Gudinavičius, defended on December 27, 2012);
  • organizing commitee member of the 3rd international  doctoral  consortium  on  informatics  engineering  education  research:  methodologies,  methods,  and  practice, December 37, 2012, Druskininkai;
  • reviewer of the journal Informatics in Education (Vilnius University, Lithuania), http://www.mii.lt/informatics_in_education/.

I. Žilinskienė –

  • organizing commitee member of the 3rd international  doctoral  consortium  on  informatics  engineering  education  research:  methodologies,  methods,  and  practice, December 37, 2012, Druskininkai.

DEPARTMENT OF NUMERICAL ANALYSIS

4 Akademijos, LT-08663 Vilnius
Tel.  210 9734
E-mail:
http://www.mii.lt

HeadProf. Dr. Artūras Štikonas

STAFF

Chief research fellows: Prof. Dr. A. Štikonas, Prof. Dr. S. Rutkauskas, Prof. Habil. Dr. M. Sapogovas.
Senior research fellow: Doc. Dr. O. Štikonienė.
Research fellow: Dr. S. Roman.
Technician: A. Skučaitė.
Doctoral students: J. Jachimavičienė, K. Jakubėlienė, M. Mackevičius, I. Saburov, K. Skučaitė–Bingelė, A. Skučaitė, L. Stonkienė, A. Balčiūnas.

RESEARCH INTERESTS

Differential equations and applications
Investigation of the spectrum and boundary value problems for differential and difference operators with nonlocal conditions

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Study of Spectrum and Boundary Problems of Differential and Difference Operators with Nonlocal Conditions. Prof. A. Štikonas. 2011–2013.

The stability of three-layed difference schemes for parabolic equation with nonlocal integral conditions was investigated, the dependence of the spectrum of the difference operator on the parameters occurring in the nonlocal condition was analysed.
The properties of Green’s function were investigated for an mth-order discrete problem with additional conditions.
The well-posedness of weighted boundary value problem to a system of ordinary differential equations with singularity was proposed. Both existence and unequeness of the solution of this problem was consedered.

Projects, Programmes, Issues Supported by Research Council of Lthuania

Project: Multidimensional Problems with Nonlocal Boundary Conditions: Numerical Methods and Applications. Prof. M. Sapagovas, Doc. Dr. O. Štikonienė, S. Roman. 2011–2012.

MAIN PUBLICATIONS

Articles

M. Sapagovas, K. Jakubėlienė. Alternating direction method for two-dimensional parabolic equation with nonlocal integral condition // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. 2012, vol. 17, no. 1, p. 91-98.

A. Štikonas, S. Roman. Green's functions for discrete mTH-order problems // Lithuanian mathematical journal. New York : Springer. 2012, Vol. 52, no. 3, p. 334-351.

J. Jachimavičienė, M. Sapagovas. Locally one-dimensional difference scheme for a pseudoparabolic equation with nonlocal conditions // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 1, p. 53-61.

A. Balčiūnas, A. Laurinčikas. The laplace transform of Dirichlet L-functions // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. 2012, vol. 17, no. 2, p. 127-138.

A. Balčiūnas. A transformation formula related to Dirichlet L-functions with principal character // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 13-18.

K. Jakubėlienė. An eigenvalue problem for the differential operator with an integral condition // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 48-53.

L. Stonkienė, F. Ivanauskas. Biojutiklio su substrato ir produkto degeneracija matematinis modeliavimas // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 102-107.

J. Jachimavičienė. Explicit difference schemes for a pseudoparabolic equation with an integral condition // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 36-41.

G. Paukštaitė, A. Štikonas. Generalized Green's functions for second-order discrete boundary-value problems with nonlocal boundary conditions // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 96-101.

M. Sapagovas, T. Meškauskas, F. Ivanauskas. Numerical spectral analysis of a difference operator with non-local boundary conditions // Applied mathematics and computation. New York : Elsevier Science Inc. 2012, vol. 218, no. 14, p. 7515-7527.

M. Sapagovas. On the spectral properties of three-layer difference schemes for parabolic equations with nonlocal conditions // Differential equations. MAIK Nauka - Interperiodica. 2012, vol. 47, no. 8, p. 1033-1041.

COOPERATION

Belarus State University, Minsk (Belarus)

OTHER SCIENTIFIC ACTIVITIES

Prof. A. Štikonas –

  • editorial board member of the Lithuanian Mathematical Journal;
  • executive editor of the journal Mathematical Modelling and Analysis;
  • deputy editor-in-chief of the journal Nonlinear Analysis: Modelling and Control;
  • member of organizing committee MMA-2012 (International Conference on Mathematical Modelling and Analysis, Tallinn, Estonia).

Prof. M. Sapagovas –

  • editor-in-­chief  of the journal Lithuanian Mathematical Journal;
  • editorial board member of the journal Nonlinear Analysis: Modelling and Control.

Doc. Dr. O. Štikonienė –

  • editor secretary of the journal Lithuanian Mathematical journal.

Prof. S. Rutkauskas –

  • editorial board member of the journal Lithuanian Mathematical Journal;
  • editorial board member of the journal Mathematical Modelling and Analysis.

DEPARTMENT OF PROBABILITY THEORY AND STATISTICS

4 Akademijos, LT-08663 Vilnius
Tel. 210 9731
E-mail:

Head – Prof. Habil. Dr. Kęstutis Kubilius

STAFF

Chief research fellows: Prof. Habil. Dr. K. Kubilius, Prof. Habil. Dr. E. Manstavičius, Prof. Dr. S.  Norvidas, Prof. Habil. Dr. V. Paulauskas, Prof. Habil. Dr. R. Rudzkis, Prof. Habil. Dr. J. K. Sunklodas.
Affiliated chief research fellow: Prof. Dr. J. J. Mačys.
Senior research fellows: Prof. Dr. O. Januškevičienė, Doc. Dr. D. Krapavickaitė, Doc. Dr. A. Plikusas, Prof.. Dr. M. Radavičius.
Research fellow: A. Čiginas.
Technicians: A. Bakšajevas,  R. Baltutytė,  D. Dzindzalieta,  P. Šarka.
Doctoral students: D. Dzindzalieta,  K. Piaseckienė, T. Rudys.

RESEARCH INTERESTS

Applied probability theory, statistical hypothesis testing, econometrics
Probability theory, random matrix theory, combinatorics, discrete mathematics
Exponential dispersion models
Finite population statistics and statistical analysis of data
Extremal Problems in Harmonic Analysis
Statistics of random process

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Statistical Properties of Complex Random Systems. Prof. V. Bentkus (until June 03, 2010),  Prof. J. K. Sunklodas,  Prof. M. Radavičius (since June 03, 2010). 2010–2012.

The new representations for Tweedie EDMs as well as several new concepts and technical assertions were investigated. The general asymptotic formula for the probabilities of high excursions of differentiable Gaussian fields was proved. The optimal estimates of smooth metrics in the central limit theorem have been obtained for random sums of independent nonidentically distributed random variables. The problem of estimation of the tail index in the case where max-aggregated random variables are observed. Strongly consistent and asymptotic normal estimators of the Hurst index of stochastic differential equation driven by a fractional Brownian motion are proposed. A total variation approximation for the distribution of component vector of a weakly logarithmic random assembly is obtained. Necessary and sufficient conditions for a generalized function to be a positive definite distribution were investigated. For sparse contingency tables, nonparametric tests have been constructed and their consistency in the general setting of sparse asymptotics has been proved.  Statistical properties of finite-population statistics were considered.

Governmental Science Programmes and Research Projects Ordered by the Branch Ministries

Project: Probabilities of High Excursions of Gaussian Fields. Prof. Habil. Dr. R. Rudzkis, Dr. A. Bakshaev.

The research is supported by the European Union Structural Funds project Postdoctoral Fellowship Implementation in Lithuania within the framework of the Measure for Enhancing Mobility of Scholars and Other Researchers and the Promotion of Student Research (VP1-3.1-ŁMM- 01) of the Program of Human Resources Development Action Plan.

MAIN PUBLICATIONS

Articles

P. Banys, V. Paulauskas. CLT for linear random fields with martingale increments // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 1, p. 13-28.

M. Radavičius, P. Samusenko. Goodness-of-fit tests for sparse nominal data based on grouping // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. 2012, Vol. 17, no. 4, p. 489-501.

V. Vinogradov, R. Paris, O. Januškevičienė. New propertles and representations for members of the power-variance family. I // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 4, p. 444-461.

J. Sunklodas. On the normal approximation of a sum of a random number of independent random variables // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 4, p. 435-443.

R. Rudzkis, A. Bakshaev. Probabilities of high excursions of Gaussian fields // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 2, p. 196-213.

J. Sunklodas. Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 3, p. 326-333.

A. Čiginas. Confidence intervals in official statistics: the case of Lithuania // Lietuvos statistikos darbai. Vilnius : Statistikos departamentas prie Lietuvos Respublikos Vyriausybės. 2012, Vol. 51, nr. 1, p. 17-21.

J. Mačys. Dirichlė principas: pavadinimo niuansai // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 193-196.

J. Sušinskas, J. Mačys. Olimpiadinė lygčių sistema // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 237-242.

A. Čiginas. The consistency of bootstrap and jackknife variance estimators for finite population L-statistics // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 19-23.

S. Norvidas. On analytic continuation of characteristic functions of probability measures // Journal of mathematical analysis and applications. San Diego : Academic Press Inc Elsevier Science. 2012, Vol. 390, iss. 1, p. 93-98.

D. Dzindzalieta, T. Juškevičius, M. Šileikis. Optimal probability inequalities for random walks related to problems in extremal combinatorics // SIAM journal on discrete mathematics. Philadelphia : Society for Industrial and Applied Mathematics. 2012, vol. 26, no. 2, p. 828-837.

K. Kubilius, Y. Mishura. The rate of convergence of Hurst index estimate for the stochastic differential equation // Stochastic processes and their applications. Amsterdam : Elsevier BV * North-Holland. 2012, Vol. 122, iss. 11, p. 3718-3739.

O. Januškevičienė. On bounds in limit theorems for some $U$-statistics // Theory of probability and its applications. Philadelphia : Society for Industrial and Applied Mathematics. 2012, vol. 56, no 4, p. 660-673.

O. Januškevičienė, R. Januškevičius. About the rate of convergence of one U-statistic // Informatika i ee primienenija. Moskva : Izdatelstvo "TORUS PRESS". 2012, T. 6, vyp. 3, p. 64-68.

T. Kargina, E. Manstavičius. Multiplicative functions on Zn+ and the Ewens Sampling Formula // RIMS kokyuroku Bessatsu. Kyoto : Kyoto University. 2012, Vol. B34: Functions in Number Theory and Their Probabilistic Aspects eds. K. Matsumoto, S. Akiyama, K. Fukuyama, H. Nakada, H. Sugita, A. Tamagawa. p. 137-151.

Materials of conferences

E. Manstavičius. On total variation approximations for random assemblies // Discrete Mathematics and Theoretical Computer Science. Nancy : DMTCS. 2012, p. 97-108.

J. Mačys. Funkcinės lygtys mokykloje // Matematika ir matematikos dėstymas - 2012 : konferencijos pranešimų medžiaga. Kaunas : Technologija, 2012, p. 4-8.

J. Mačys. Kosinuso apibrėžimas funkcine lygtimi // Matematika ir matematikos dėstymas - 2012 : konferencijos pranešimų medžiaga. Kaunas : Technologija, 2012, p. 27-32.

J. Sušinskas, J. Mačys. Trigonometrinių funkcijų analizinis apibrėžimas // Matematika ir matematikos dėstymas - 2012 : konferencijos pranešimų medžiaga. Kaunas : Technologija, 2012, p. 33-38.

COOPERATION

Bielefeld University Collaborative Research Centre Spectral Structures and Topological Methods in Mathematics (Germany)
Institute for mathematics and applications of University of Minnesota (USA)
Ohio University (USA)
University of Southern (Denmark)
School of Computing, Engineering and Applied Mathematics, University of Abertay Dundee (UK)
Participation in the steering committee and organization of the activities of the Baltic-Nordic-Ukrainian network on survey statistics, https://wiki.helsinki.fi/display/BNU/Organisation.

OTHER SCIENTIFIC ACTIVITIES

Doc. D. Krapavickaitė –

  • editor-in-chief of the journal Lietuvos statistikos darbai 2012, www.statisticsjournal.lt;
  • member of the programme committee of the Workshop on Survey Sampling Theory and Methodology, August 2012, Valmiera, Latvia;
  • member of the programme committee of the Summer School on Survey Sampling Theory and Methodology, June 2013, Minsk, Belarus.

Prof. K. Kubilius –

Prof. E. Manstavičius –

Prof. S. Norvidas –

  • editorial board member of the Lithuanian Mathematical Journal;
  • scientific supervisor of doctoral student D. Dzindzalieta;
  • referee of the journals: Mathematical Reviews, Zentralblatt MATH, Functional Analysis and Its Applications.

Prof. V. Paulauskas –

  • section editor of the Lithuanian Mathematical Journal;
  • section editor and member of Advisory board of the Central European Mathematical Journal;
  • chairman of   Section of Mathematics in the Lithuanian Academy of Sciences.

Doc. M. Radavičius –

  • scientific supervisor of doctoral students K. Piaseckienė and Agnė Reklaitė.

Prof. R. Rudzkis –

  • editorial board member of the Lithuanian Mathematical Journal;
  • editorial board member of the journal Прикладная эконометрика;
  • editorial board member of the journal Lietuvos statistikos darbai (Statistics Journal);
  • editorial board member of the journal Pinigų studijos (Monetary Studies);
  • the supervisor of the Postdoc student Aleksej Bakshaev according to the project Postdoctoral Fellowship Implementation in Lithuania (VP1-3.1-ŁMM-01).

DEPARTMENT OF RECOGNITION PROCESSES

4 Akademijos, LT-08663 Vilnius
Tel.  210 9732
E-mail:

Head – Prof. Dr. Julius Žilinskas

STAFF

Chief research fellows: Prof. Habil. Dr. K. Kazlauskas, Prof. Dr. J. Žilinskas.
Senior research fellows: Prof. Habil. Dr. A. L. Telksnys, Doc. Dr. R. Pupeikis.
Research fellow: Dr. G. Tamulevičius. Dr. R. Paulavičius.
Junior research fellow: A. Lančinskas.
Engineer research fellow: J. Kaukėnas.
Technicians: D. Eringis, E. R. Ožeraitis, L. Makutėnas, M. R. Pajedienė. K. Ząbkiewicz.
Doctoral students: G. Bedulskij, A. Dzidolikaitė, D. Eringis, N. Galiauskas, R. Mažeika,
A. Lančinskas, T. Liogienė, V. Panevski. G. Pyž.

RESEARCH INTERESTS

Random processes analysis and recognition

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Recognition System Synthesis for Signals with Complex Structure. Prof. A. L. Telksnys,Prof. J. Žilinskas. 2011–2013.

Problems of identification of parameter values in nonlinear regression have been analyzed, requirements for optimization algorithms have been foreseen.
Accuracy estimation of detection of extrasystoles in heart rate sequences.
A forward-backward basis function approach for instantaneous frequency estimation of the frequency modulated signal in noisy environment was presented.
Increasing of efficiency of self-tuning minimum variance control of linear dynamical systems followed by saturation nonlinearities in a noisy frame.
The issue of speech segmentation is surveyd and analyzed. Variation of fundamental frequency and formant values are selected as the basis for ambiguous segmentation of speech signals. The purpose of ambiguous segmentation is to create acoustically based speech segmentation algorithm without any predefined grammatical background.

Projects, Programmes, Issues Supported by Research Council of Lithuania

Reimbursement of expenses related to participation at the meetings of European Science Foundation (ESF) Standing Committee for Physical and Engineering Sciences (PESC). No. ADS-03/2012/ LSS-580000-322. Leader  Prof. J. Žilinskas. 2011–2012.

European Union Structural Funds Project: Postdoctoral Fellowship Implementation in Lithuania within the framework of the Measure for Enhancing Mobility of Scholars and Other Researchers and the Promotion of Student Research (VP1-3.1-ŠMM-01) of the Program of Human Resources Development Action Plan. Post doctoral researcher R. Paulavičius. No. 004/18/ MTDS-580000-400. Supervisor Prof. J. Žilinskas. 2012–2014.

International Science Programmes and Projects

COST action Open European Network for High Performance Computing on Complex Environments IC0805. Member of Managing Committee Prof. J. Žilinskas. 2009–2013.

MAIN PUBLICATIONS

Monographs, Studies

G. Dzemyda, O. Kurasova, J. Žilinskas. Multidimensional data visualization: methods and applications. New York : Springer, 2012. XII, 250 p.

Articles

K. Kazlauskas, R. Pupeikis. A forward-backward approach for instantaneous frequency estimation of frequency modulated signals in noisy environment // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. 1, p. 65-76.

G. Pyž, V. Šimonytė, V. Slivinskas. Lithuanian speech synthesis by computer using additive synthesis // Elektronika ir elektrotechnika / Kauno technologijos universitetas. Kaunas : Technologija. 2012, vol. 18, nr. 8, p. 77-80.

J. Redondo, P. Ortigosa, J. Žilinskas. Multimodal evolutionary algorithm for multidimensional scaling with city-block distances // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. 2, p. 601-620.

K. Kazlauskas, R. Pupeikis. On speedy recognition of non-aliased realization after multifold downsampling of an oversampled bandlimited signal // Information technology and control / Kauno technologijos universitetas. Kaunas : Technologija. 2012, t. 41, no. 3, p. 248-257.

R. Lileikytė, A. Telksnys. Quality Estimation of Speech Recognition Features for Dynamic Time Warping Classifier // Information technology and control / Kauno technologijos universitetas. Kaunas : Technologija. 2012, t. 41, no. 3, p. 268-273.

R. Lileikytė, A. Telksnys. Quality Measurement of Speech Recognition Features in Context of Nearest Neighbour Classifier // Elektronika ir elektrotechnika / Kauno technologijos universitetas. Kaunas : Technologija. 2012, nr. 2, p. 9-12.

S. Kligienė. Digital footprints in the context of professional ethics // Informatics in education. Vilnius : Matematikos ir informatikos institutas. 2012 vol. 11, no. 1, p. 65-79.

J. Važnevičiūtė, S. Kligienė. Visuotinio atšilimo duomenų tyrimas ir juo pagrįstos statistinės išvados // Lietuvos statistikos darbai. Vilnius : Statistikos departamentas prie Lietuvos Respublikos Vyriausybės. 2011, Vol. 50, nr. 1, p. 23-31.

J. Žilinskas. Parallel branch and bound for multidimensional scaling with city-block distances // Journal of global optimization. New York : Springer New York LLC. 2012, vol. 454, no. 2, p. 261-274.

R. Pupeikis. Self tuning minimum variance control of linear systems followed by saturation nonlinearities in a noisy frame // International journal of robust and nonlinear control. West Sussex : John Wiley & Sons Lt. 2012, vol. no, p. [1-13].

Materials of conferences

V. Jančauskas, G. Kaukas, A. Žilinskas, J. Žilinskas. On multi-objective optimization aided visualization of graphs related to business process diagrams/ // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 71-80.

A. Lančinskas, J. Žilinskas. Approaches to parallelize Pareto ranking in NSGA-II algorithm // Parallel Processing and Applied Mathematics. P. 2. - Book series: Lecture Notes in Computer Science, Vol. 7204. Berlin : Springer-Verlag Berlin. 2012, Vol. 7204, p. 371-380.

A. Telksnys, J. Kaukėnas. Accuracy Estimation of Detection of Extrasystoles in Heart Rate Sequences // e-Health Networking, Applications and Services (Healthcom) : 2012 IEEE 14th International Conference, 10-13 October, Beijing, China. Beijing : IEEE, 2012, p. 143-148.

G. Pyž, V. Šimonytė, V. Slivinskas. An automatic system of Lithuanian speech formant synthesizer parameter estimation // ECT-2012 : the 7th International Conference on Electrical and Control Technologies : selected papers of the 7th international conference / Kaunas University of Technology. Kaunas : Technologija, 2012. 2012, p. 36-.

COOPERATION

Lithuanian University of Educational Sciences (Lithuania)
Kaunas University of Technology, Faculty of Telecommunications and Electronics (Lithuania)
Vilnius Gediminas Technical University, Faculty of Civil Engineering (Lithuania)
Vilnius Gediminas Technical University, Faculty of Electronics (Lithuania)
Vilnius Gediminas Technical University, Faculty of Fundamental Sciences (Lithuania)
Šiauliai University, Faculty of Social Welfare and Disability Studies (Lithuania)
Hospital Kauno Klinikos of Lithuanian University of Health Sciences (Lithuania)
CC Algoritmų sistemos (Lithuania)
CC Inogama (Lithuania)
CC Mediaskopas (Lithuania)
University of Almeria (Spain)

OTHER SCIENTIFIC ACTIVITIES

Prof. J. Žilinskas –

Prof. A. L. Telksnys –

Prof. K. Kazlauskas –

Doc. R. Pupeikis –

DEPARTMENT OF SYSTEMS ANALYSIS

4 Akademijos, LT-08663 Vilnius
Tel. 210 9732
E-mail:

Head – Prof. Habil. Dr. Gintautas Dzemyda

STAFF

Chief research fellows: Prof. Habil. Dr. G. Dzemyda, Prof. Habil. Dr. J. Mockus, Prof. Habil. Dr. A. Žilinskas, Prof. Habil. Dr. L. Sakalauskas.
Senior research fellows: Dr. A. Jakaitienė, Doc. Dr. O. Kurasova, Dr. V. Marcinkevičius, Doc. Dr. S. Minkevičius.
Affiliated research fellows: Prof. Habil. Dr. A. Garliauskas, Prof. Dr. A. Pakštas, Dr. A. Mockus.
Research fellows: Dr. J. Bernatavičienė, Dr. J. Gordevičius, Dr. R. Karbauskaitė, Dr. V. Medvedev, Dr. P. Treigys, Doc. I. Belov, Dr. V. Bartkutė-Norkūnienė, Dr. J. Sušinskas, V. Jančauskas.
Engineers and specialists: G. Jakimauskas, K. Koncevičius, L. Mikalauskienė, L. Ringienė, V. Tiešis, K. Urbanavičius, J. Katina.
Doctoral students: E. Artemčiukas, G. Balkys, D. Baronas, G. Bazilevičius, V. Dumskis,
V. Jančauskas, L. Kaklauskas, I. Katin, J. Katina, R. Kraujutis, J. Kuznecov M. Liogys, K. Mikėnas, O. Niakšu, K. Paulauskienė, J. Pragarauskaitė, T. Pranckevičius, S. Preidys, A. Rapečka, L. Ringienė, T. Ringys, M. Sabaliauskas, L. Savulionienė, J. Stašionis, P. Stefanovič, I. Vaičiulytė, G. Vaira, I.Vinogradova.

RESEARCH INTERESTS

Medical data analysis and decision support
Analysis of large data sets
Data mining
Visualisation of multidimensional data
Multiple criteria decision support
Artificial neural networks
Parallel computing
Global optimization methods
Local optimization methods
WEB service development
Internet data mining
Creation and computational realization of complex simulation models in epidemiology, education and energy supply systems and of various other origins with uncertainty
Optimal control applications
Image analysis, feature detection, image reconstruction, medical image processing
Epigenetic DNA alteration detection, epigenetic markers analysis
Developement of decision support systems
Monte-Carlo method
Stochastic Programming
Queueing Theory
Operations Research

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Decisions in Optimization, Modeling and Visualization Problems. Prof. G. Dzemyda. 20112013.

Algorithms for multidimensional data visualization, based on self-organizing maps, are developed. An approach is proposed for the analysis of the online shopping data by integrating multidimensional data visualization methods of different nature.
The local binarization method is modified for automatic detection of blood vessels in retinal images. The Pareto-Lipschitzian algorithm is developed and investigated.
An algorithm is proposed for the uniform representation of the Pareto set of a multi-objective optimization problem.
Inequality in multiserver open queueing networks for queue length of jobs and virtual waiting time of job in heavy traffic conditions is proved.
Approximation of the Transmission Disequilibrium Test using Poisson distribution for family based data is developed.
Comparative analysis of classification methods (C.4.5, kNN, SVM, Naïve Bayes) is accomplished in order to identify most accurate method for data of patients.
Limit theorems for coefficients of a modified Borwein method are proved, and parallel version the algorithm for the calculation of the Riemann zeta-function is implemented and scrutinized on the IBM-SP6 cluster.
The Risk Aversion problem, often arising in credit and portfolio applications, has considered as a framework of nonlinear stochastic programming with constraints on CVAR of financial instruments. The method of sequential quadratic programming is developed to solve the risk aversion optimization problem by series of Monte-Carlo estimators. The approach considered distinctions by adaptive regulation of the Monte-Carlo sample size, which ensures convergence with linear rate, and statistical manner for termination of the algorithm.
The numerical issues of empirical Bayesian (EB) approach model, applied to estimation of small rates have been considered. The properties of EB model have been investigated and compared by Monte-Carlo method. The approach developed has been tested with real statistical data of Lithuanian population.

Projects, Programmes, Issues Supported by the Research Council of Lithuania

The research Project: Methods and Algorithms of Non-Convec Multi-Objective Optimization. No. MIP-063/2012/ LSS-580000-444. Leader Prof. A. Žilinskas. 20122014.

Support to organize 25th European Conference on Operational Research (EURO XXV 2012). No. MOR-035/2012/ LSS-580000-1150. Leader Prof. L. Sakalauskas. 2012.

European Union Structural Funds Project: Postdoctoral Fellowship Implementation in Lithuania within the framework of the Measure for Enhancing Mobility of Scholars and Other Researchers and the Promotion of Student Research (VP1-3.1-ŠMM-01) of the Program of Human Resources Development Action Plan. Post doctoral researcher J. Gordevičius. No. 004/11/ MTDS-580000-401. Supervisor Prof. G. Dzemyda. 20122014.

Stimulation of Student Scientific Activity. No. SMP016, SMP0211. Leader Doc. S. Minkevičius. 2012.

Governmental Science Programmes and Research Projects Ordered by the Branch Ministries

Theoretical and Engineering Aspects of Development and Application of the Internet Technologines in the Effective Computing Platforms. Project of the National Integrated Program of Information Technologies No. VP1-3.1-ŠMM-08-K-01-010. Leader Prof. G. Dzemyda. 20122015.

High technology development programmes for 20112013 research and experimental development Project: Methods and Software for Modeling and Visualization of Business Processes. PROMOS. No. 31V-145. Leader Prof. A. Žilinskas. 20112013.

Innovation voucher from LLC Algoritmų sistemos. Title – Optimization and Implementation of Artificial Neural Networks. No. 31V-109. Supported by Agency for Science, Innovation and Technology. Leader Doc. O. Kurasova. 2012.

Creation of the Website Providing Integral Resources, Products and Services of the Lithuanian Language and its Writing. Project of EU Structural funds economic growth action program’s priority Information Society for All implementation tool “Lithuanian language in the information society”. No. VP2-3.1-IVPK-12-K-01-003/ LSS-580000-2197. Leader Dr. V. Marcinkevičius. 20122015.

Joint Activity Agreement No. BS-580000-1892 with UAB Algoritmų sistemos for the eMentorius project. 20112012.

International Science Programmes and Projects

“Eurostars” joint programme project: Production Effectiveness Navigator. No. pen! 6232 PEN implementation. No. 31V-27/LSS-580000-407, (“Eurostars” programme). Leader Prof. Habil. Dr. G. Dzemyda. 20112014.

COST action Combining Soft Computing Techniques and Statistical Methods to Improve Data Analysis Solutions. Contract No. IC0702. Leader Doc. O. Kurasova. 20082012.

MAIN PUBLICATIONS

Monographs, Studies

G. Dzemyda, O. Kurasova, J. Žilinskas. Multidimensional data visualization: methods and applications. New York : Springer, 2012. XII, 250 p.

Articles

P. Treigys, V. Marcinkevičius, A. Kaklauskas. Analysis of iris and pupil parameters for stress recognition // Information technology and control / Kauno technologijos universitetas. Kaunas : Technologija. 2012, t. 41, no. 1, p. 7-14.

D. Buteikienė, A. Paunksnis, V. Barzdžiukas, J. Bernatavičiwnė, V. Marcinkevičius, P. Treigys. Assessment of the Optic Nerve Disc and Excavation Parameters of Interactive and Automated Parameterization Methods // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, Vol. 23, no. 3, p. 335-355.

J. Besson, A. Lupeikienė, V. Medvedev. Comparing Real and Intended System Usages: A Case for Web Portal // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. 2, p. 191-201.

R. Paulavičius, J. Žilinskas. Influence of Lipschitz bounds on the speed of global optimization // Technological and economic development of economy = Ūkio technologinis ir ekonominis vystymas : Baltic journal on sustainability / Vilniaus Gedimino technikos universitetas. Vilnius : Technika. 2012, vol. 18, no. 1, p. 54-66.

A. Kajackas, S. Stanaitis, K. Mikėnas. Investigation of Link Layer in Inter-Vehicle Wireless Communication // Elektronika ir elektrotechnika / Kauno technologijos universitetas. Kaunas : Technologija. 2012, nr. 6, p. 71-74.

S. Minkevičius, S. Steišūnas. Laws of Little in an Open Queueing Network // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. 2012, vol. 17, no. 3, p. 327-343.

S. Minkevičius, L. Sakalauskas. Modeling of the Phenomena in Multiserver Networks // Information technology and control / Kauno technologijos universitetas. Kaunas : Technologija. 2012, t. 41, no. 2, p. 125-135.

J. Mockus, R. Belevičius, D. Šešok, J. Kaunas, D. Mačiūnas. On Bayesian approach to grillage optimization // Information technology and control / Kauno technologijos universitetas. Kaunas : Technologija. 2012, t. 41, no. 4, p. 332-339.

J. Mockus, L. Pupeikienė. On Multi-Start Algorithms for Optimization of High School Timetables // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, Vol. 23, no. 3, p. 405-425.

J. Mockus. On Simulation of the Nash Equilibrium in the Stock Exchange Contest // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, Vol. 23, no. 1, p. 77-104.

A. Čaplinskas, G. Dzemyda, F. Kiss, A. Lupeikienė. Processing of undesirable business events in advanced production planning systems // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. 4, p. 563-579.

G. Balkys, G. Dzemyda. Segmenting the Eye Fundus Images for Identification of Blood Vessels // Mathematical modelling and analysis = Matematinis modeliavimas ir analizė / Vilnius Gediminas Technical University, Institute of Mathematics and Informatics. Vilnius : Technika. 2012, vol. 17, no. 1, p. 21-30.

J. Pragarauskaitė, G. Dzemyda. Visual decisions in the analysis of customers online shopping behavior // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. 2012, vol. 17, no. 3, p. 355-368.

F. Alijevas, P. Treigys, V. Marcinkevičius. Gamybos proceso ir resursų planavimo sistemų struktūros analizė // Mokslo taikomųjų tyrimų įtaka šiuolaikinių studijų kokybei : 5-osios respublikinės mokslinės-praktinės konferencijos mokslinių straipsnių rinkinys, 2012. Vilnius : Vilniaus kolegija, 2012, p. 5-10.

L. Savulionienė, L. Sakalauskas. Stochastinis dažnų posekių paieškos algoritmas // Jaunųjų mokslininkų darbai / Šiaulių universitetas. Šiauliai : Šiaulių universiteto leidykla. 2011, nr. 4(36), p. 138-145.

V. Dumskis, L. Sakalauskas. The mathematical definition of the bubbles and crashes // Jaunųjų mokslininkų darbai / Šiaulių universitetas. Šiauliai : Šiaulių universiteto leidykla. 2012, nr. 4, p. 212-217.

L. Sakalauskas, I. Vaičiulytė. Daugiamatis mažų dažnių vertinimo algoritmas // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 260-263.

G. Jakimauskas, L. Sakalauskas. Empirical Bayesian regression model for estimation of small rates // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 42-47.

I. Vinogradova. Neapibrėžtumo įtaka AHP metodo vertinimams // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 243-248.

J. Sušinskas, J. Mačys. Olimpiadinė lygčių sistema // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. B, p. 237-242.

J. Mockus, J. Katina, I. Katin. On autoregressive moving-average models as a tool of virtual stock-exchange: experimental investigation // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 129-134.

J. Mockus, I. Katin, J. Katina. On experimental investigation of the web-based stock-exchange model // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 123-128.

M. Mackevičius, F. Ivanauskas, A. Kareiva, D. Jasaitis. A closer look at the computer modeling and sintering optimization in the preparation of YAG // Journal of mathematical chemistry. Dordrecht : Springer Netherlands. 2012, Vol. 50, no. 8, p. 2291-2302.

J. Calvin, Y. Chen, A. Žilinskas. An Adaptive Univariate Global Optimization Algorithm and Its Convergence Rate for Twice Continuously Differentiable Functions // Journal of Optimization Theory and Applications. New York : Springer New York LLC. 2012, Vol. 155, iss. 2, p. 628-636.

R. Cortese, A. Kwan, E. Lalonde, O. Bryzgunova, A. Bondar, Y. Wu, J. Gordevičius, M. Park, G. Oh, Z. Kaminsky, J. Tverkuvienė, A. Laurinavičius, F. Jankevičius, D. Sendorek, S. Haider, S. Wang, S. Jarmalaitė, P. Laktionov, P. Boutros, A. Petronis. Epigenetic markers of prostate cancer in plasma circulating DNA // Human molecular genetics. Oxford : Oxford university press. 2012, vol, p.

A. Jakaitienė, S. Dees. Forecasting the World Economy in the Short Term // The World Economy. Oxford : Wiley-Blackwell Publishing Ltd. 2012, Vol. 35, iss. 3, p. 331-350.

A. Kabašinskas, L. Sakalauskas, E. Sun, I. Belovas. Mixed-Stable Models for Analyzing High-Frequency Financial Data // Journal of Computational Analysis and Applications. Cordova : Eudoxus Press, LLC. 2012, Vol. 14, iss. 7, p. 1210-1226.

A. Žilinskas. On strong homogeneity of two global optimization algorithms based on statistical models of multimodal objective functions // Applied mathematics and computation. New York : Elsevier Science Inc. 2012, Vol. 218, iss. 16, p. 8131-8136.

P. Pardalos, I. Steponavičė, A. Žilinskas. Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming // Optimization Letters. Heidelberg : Springer. 2012, Vol. 6, iss. 4, p. 667-678.

J. Gordevičius, J. Gamper, M. Bohlen. Parsimonious temporal aggregation // The VLDB Journal. Heidelberg : Springer. 2011,, p.

N. Paulauskas, H. Pranevičius, J. Mockus, F. Bukauskas. Stochastic 16-State Model of Voltage Gating of Gap-Junction Channels Enclosing Fast and Slow Gates // Biophysical journal. St. Louis : Cell Press. 2012, Vol. 102, iss. 11, p. 2471-2480.

A. Anskaitis, D. Grušnys, K. Mikėnas, V. Pocius. Modeling of total electromagnetic field distribution in vicinity of BS concentration // Przeglad Elektrotechniczny (Electrical Review). Warsaw : Wydawnictwo SIGMA - NOT Sp. z o.o. 2012, Vol. 88, no. 6, p. 58-60.

Materials of conferences

I. Vaičiulytė. Adaptive Monte-Carlo Markov chain for multivariate statistical estimation // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 119-124.

O. Niakšu, O. Kurasova. Data Mining Applications in Healthcare Theory vs Practice // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 58-70.

G. Jakimauskas. Gamma and logit models in empirical bayesian estimation of probabilities of rare events // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 43-48.

V. Bartkutė-Norkūnienė. Heuristic Bayesian method for global optimization // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 1-5.

L. Sakalauskas, J. Sušinskas. On bayes approach to univariate global optimization // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 100-104.

V. Jančauskas, G. Kaukas, A. Žilinskas, J. Žilinskas. On multi-objective optimization aided visualization of graphs related to business process diagrams/ // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 71-80.

V. Dumskis, V. Guigues, L. Sakalauskas. On risk aversion optimization by Monte-Carlo method // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 19-23.

J. Mockus, I. Katin, J. Katina. On stochastic simulation of stock-exchange // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 83-87.

A. Žilinskas. On the arithmetic of infinity oriented implementation of the multi-objective P-algorithm // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 136-141.

A. Kabašinskas, I. Belovas. Parallel computing in estimation of parameters of alpha-stable distribution // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 49-54.

L. Nascimento, H. Venceslau, A. Xavier, V. Filho, L. Sakalauskas, R. Rocha. Stochastic progamming in the mid-term operations Planning of an oil refinery // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 88-93.

A. Anskaitis, D. Grušnys, K. Mikėnas, V. Pocius. The analysis of the influence of adjacent radio stations positions on total electromagnetic field intensity observed near the projected BS // EMD 2012 : 22nd International Conference on Electromagnetic Disturbances ; proceedings, Vilnius, September, 20-21, 2012. Vilnius : Technika, 2012, p. 6-9.

A. Žilinskas, A. Mackutė-Varoneckienė, A. Varoneckas. Weighting criteria of aesthetic attractiveness of layouts of business process diagrams // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 142-147.

S. Preidys, L. Sakalauskas. Išmaniųjų modulių integravimo į VMA Moodle galimybės: nuo teorijos prie praktikos // Mokslo taikomųjų tyrimų įtaka šiuolaikinių studijų kokybei : 5-osios respublikinės mokslinės-praktinės konferencijos mokslinių straipsnių rinkinys, 2012. Vilnius : Vilniaus kolegija, 2012, p. 77-82.

M. Liogys, A. Žilinskas. A Variable Neighbourhood Search Enhancement for the Shift Sequence Based Method of the Personal Scheduling in Hospitals // Information and Software Technologies : 18th International Conference, ICIST 2012, Kaunas, Lithuania, September 13-14, 2012 : proceedings / edited by Tomas Skersys, Rimantas Butleris, Rita Butkienė. Series : Communications in Computer and Information Science. Vol. 319 (ISSN 1865-0929). Berlin : Springer, 2012, p. 15-23.

L. Sakalauskas, I. Vaičiulytė. Maximum likelihood estimation of multivariate skew t-distribution // ICORES 2012 : proceedings of the 1st international conference on operations reserach and enterprise systems. Vilamoura : SciTePress, 2012, p. 200-203.

V. Jančauskas, A. Mackutė-Varoneckienė, A. Varoneckas, A. Žilinskas. On the Multi-objective Optimization Aided Drawing of Connectors for Graphs Related to Business Process Management // Information and Software Technologies : 18th International Conference, ICIST 2012, Kaunas, Lithuania, September 13-14, 2012 : proceedings / edited by Tomas Skersys, Rimantas Butleris, Rita Butkienė. Series : Communications in Computer and Information Science. Vol. 319 (ISSN 1865-0929). Berlin : Springer, 2012, p. 87-100.

S. Minkevičius. Simulation of reliability in multiserver computer networks // 9th International Conference on Mathematical Problems in Engineering, Aerospace and Sciences, Vienna, Austria, 10-14 July 2012. Book series : AIP Conference Proceedings. Vol. 1493. ISSN 0094-243X. Melville : American Institute of Physics, 2012, p. 649-652.

V. Bartkutė-Norkūnienė. Termination of simulated annealing algorithm solving semi-supervised linear SVMS problems // ICORES 2012 : proceedings of the 1st international conference on operations reserach and enterprise systems. Vilamoura : SciTePress, 2012, p. 150-156.

S. Minkevičius. Analysis of the reliability of multi-server computer networks // WASET 2012: International Conference of World Academy of Science, Engineering and Technology, April 2012, Venice, Italy. 2012, iss. 64, p. 839-845.

V. Jančauskas, A. Žilinskas. A multi-objective optimization aided algorithm for search of aesthetically looking paths in grids // ICNNAI 2012: Neural networks and artificial intelligence : proceedings of the 7th international conference, October 10-12 Minsk. Minsk : BSUIR, 2012, p. 209-214.

L. Sakalauskas, I. Vaičiulytė. Adaptive Monte-Carlo Markov Chain // SMTDA 2012 : 2nd Stochastic Modeling Techniques and Data Analysis International Conference, Chania, Crete, Greece, 5-8 June 2012 : proceedings. Crete, 2012. p. 653-660.

J. Sušinskas, J. Mačys. Trigonometrinių funkcijų analizinis apibrėžimas // Matematika ir matematikos dėstymas - 2012 : konferencijos pranešimų medžiaga. Kaunas : Technologija, 2012, p. 33-38.

L. Savulionienė. Dažnų posekių paieškos algoritmai ir jų rezultatai // Mokslo taikomųjų tyrimų įtaka šiuolaikinių studijų kokybei : 4-os respublikinės mokslinės-praktinės konferencijos mokslinių straipsnių rinkinys. Vilnius : Vilniaus kolegija. 2011, nr 1, p. 107-113.

COOPERATION

Lithuanian University of Educational Sciences, Vilnius (Lithuania)
Vilnius Gediminas Technical University, Vilnius (Lithuania)
Kaunas University of Technology, Kaunas (Lithuania)
Vytautas Magnus University, Kaunas (Lithuania)
Šiauliai University, Šiauliai (Lithuania)
Klaipeda University, Klaipeda (Lithuania)
Mykolas Romeris University, Vilnius (Lithuania)
University College London (UK)
Poznan Supercomputing and Networking Center (Poland)
Middle East Technical University, Ankara (Turkey)
University Federal Rio de Janeiro (Brasil)

OTHER SCIENTIFIC ACTIVITIES

Prof. G. Dzemyda –

Prof. L. Sakalauskas –

Prof. A. Žilinskas –

Prof. J. Mockus –

Habil. Dr. A. Garliauskas –

Doc. O. Kurasova –

  • reviewer of the international journals:
    • Informatica (IOSPress/VU);
    • Mathematical Modelling and Analysis (Taylor & Francis);
    • Journal of Visualization (Springer);
    • Mechanical Systems and Signal Processing (Elsevier);
    • Informatics in Education (VU);
  • member of Lithuanian Computer Society (Artificial Intelligence Section), http://www.liks.lt/;
  • member of Lithuanian Mathematical Society, http://www.mif.vu.lt/lmd/;
  • member of Lithuanian Operational Research Society, http://www.mii.lt/LitORS/;
  • member of management committee of COST action Combining Soft Computing Techniques and Statistical Methods to Improve Data Analysis Solutions, http://w3.cost.eu/index.php?id=110&action_number=IC0702 .

Dr. A. Jakaitienė –

Doc. I. Belovas –

  • reviewer of the international journal Mathematical Modelling and Analysis (Taylor & Francis);
  • member of the Lithuanian Mathematical Society, http://www.mif.vu.lt/lmd/.

V. Tiešis –

  • reviewer of the international journals:
    • Journal of Global Optimization (Springer);
    • Informatica (IOSPress/VU);
  • member of the Lithuanian Mathematical Society, http://www.mif.vu.lt/lmd/.

DEPARTMENT OF SOFTWARE ENGINEERING

4 Akademijos, LT-08663 Vilnius
Tel. 210 9340, fax 272 9209
E-mail:
http://www.mii.lt/PSIS/indexEN.php

Head – Prof. Dr. Albertas Čaplinskas

Head of Mathematical Logic Sector at the Department of Software Engineering – Habil. Dr.  Regimantas Ričardas Pliuškevičius (e-mail: )

STAFF

Chief research fellows: Prof. Dr. A. Čaplinskas, Prof. Dr. D. Dzemydienė (part-time).
Senior research fellow: Dr. A. Lupeikienė.
Research fellows: Dr. S. Maskeliūnas, Dr. V. Paliulionis (till 31 October).
Assistant research fellow: L. Paliulionienė.
Engineer programmer: J. Miliauskaitė (part-time).
Doctoral students: D. Drungilas, R. Dzindzalieta, G. Gricius, M. Kurmis, J. Miliauskaitė, A. Miliauskas, S. Svanidzaitė, M. Šaučiūnas (till 30 September).

Sector of Mathematical Logic

Senior research fellow: Habil. Dr.  R. Pliuškevičius.
Research fellows: Dr. R. Alonderis, Dr.  J. Sakalauskaitė.
Doctoral students: H. Giedra,  A. Girčys.
Affiliated chief research fellow:  Prof. Habil. Dr. S. Jukna.
Affiliated senior research fellow: Dr. A. Pliuškevičienė.

RESEARCH INTERESTS

Software engineering
Information system engineering
Software service engineering

Sector of Mathematical Logic

Proof theory of non-classical logics
Automated deduction
Decision procedures
Boolean function complexity
Lower bounds

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Methods and Technologies to Specify, Model, and Develop Services-Oriented Software Systems. Prof. A. Čaplinskas (leader), D. Drungilas, Prof. D. Dzemydienė, R. Dzindzalieta, D. Drungilas, G. Gricius, M. Kurmis, Doc. A. Lupeikienė, J. Miliauskaitė, A. Miliauskas, Dr. S. Maskeliūnas, L. Paliulionienė, Dr. V. Paliulionis, S. Svanidzaitė, M. Šaučiūnas. 20122014.

It has been proposed how to improve J.Lin’s conceptual model in order to integrate service discovery, contracting, and trustworth negotiation tools. Current methods to predict and classify the service composition properties have been investigated and generalized. The characteristics of the most important SOA (service-oriented architecture) systems development process components have been identified, classified, and generalized. A model of an adaptive system supporting desicion making in dynamic domains has been created. The model allows the system to improve the quality of services on the basis of feedback information. A multi-layered architecture of a decision support system for monitoring of dangerous good transportation has been developed.

Construction of Deductive Systems for Non-Classical Logics; Evaluation of Lower Bounds for Algorithmic Paradigms.  Habil. Dr.  R. Pliuškevičius (Leader), Dr. R. Alonderis, Habil. Dr. S. Jukna, Dr. J. Sakalauskaitė, A. Girčys, H. Giedra. 20122014.

The scientific research was realized in two areas: (1) construction of cut rule free and terminating sequent calculi for non-classical logics; (2) proving lower bounds for cutting plane and dynamic programming algorithms.
In the first area, the following problems have been investigated:
(a) elimination of the invariant rule from a sequent calculus for propositional linear tense logic (PLTL); (b) cut elimination from sequent calculi for multimodal logic of correlated logic. Concerning point (a), the invariant and cut rules free sequent calculus for PLTL is constructed; the calculus is proved to be sound and complete for a fragment of the logic. Concerning point (b), sequent calculi without cut rule for combinations is constructed.
In the second area, it is proved that polynomial-time cutting plane algorithms cannot approximate the clique problem by any nontrivial factor. A surprisingly efficient communication protocol for the biclique problem is found, showing that communication complexity arguments cannot lead to strong lower bounds for cutting plane algorithms solving this problem. A matching lower bound on the number of subproblems in any incremental dynamic programming algorithm for the Knapsack problem is also proved.

Ordered Research Projects

Joint Activity Agreement No. BS-580000-1892 with LLC Algoritmų sistemos for the eMentorius project. Dr. S. Maskeliūnas. 20112012.

Deutsche Forschungsgemeinschaft (DFG) grant SCHN 503/5-1: Limits of Algorithmic Paradigms. Habil. Dr. S. Jukna. 20101013.

International Science Programmes and Projects

European joint programme Eurostars Project: Production Effectiveness Navigator (pen!6232 PEN). Prof. A. Čaplinskas, Doc. A. Lupeikienė. 20112014.

Agreement No. 31V-27/LSS-580000-407 to fund Eurostars programme Project: Production Effectiveness Navigator (pen!6232 PEN). Funded by the Agency for Science, Innovation and Technology. Prof. Dr. A. Čaplinskas, Doc. Dr. A. Lupeikienė. 2012.

MAIN PUBLICATIONS

Monographs, Studies

S. Jukna. Boolean Function Complexity : Advances and Frontiers. Heidelberg : Springer, 2012. 632 p.

Articles

A. Bielskis, E. Guseinovienė, D. Dzemydienė, D. Drungilas, G. Gricius. Ambient Lighting Controller Based on Reinforcement Learning Components of Multi-Agents // Elektronika ir elektrotechnika / Kauno technologijos universitetas. Kaunas : Technologija. 2012, nr. 5, p. 79-84.

J. Besson, A. Lupeikienė, V. Medvedev. Comparing Real and Intended System Usages: A Case for Web Portal // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. 2, p. 191-201.

A. Stankus, Ž. Lukošius, D. Aponkus, A. Andziulis, V. Stankus, M. Kurmis, U. Locans. Comparison of point-to-point and multipoint human artery pulse wave transit time measurement algorithms // Elektronika ir elektrotechnika / Kauno technologijos universitetas. Kaunas : Technologija. 2012, nr. 7, p. 95-98.

A. Čaplinskas, G. Dzemyda, F. Kiss, A. Lupeikienė. Processing of undesirable business events in advanced production planning systems // Informatica / Matematikos ir informatikos institutas. Vilnius : Lietuvos mokslų akademijos leidykla. 2012, vol. 23, no. 4, p. 563-579.

R. Alonderis. A labeled sequent calculus for propositional linear time logic // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 1-6.

D. Dzemydienė, M. Kurmis, A. Andziulis. Daugialypių paslaugų duomenų perdavimo galimybių tyrimas kritinėse mobilių objektų komunikacijos situacijose // Socialinės technologijos. Vilnius: Mykolo Romerio universitetas. 2011, nr. 1(2), p. 427-438.

M. Kurmis, D. Dzemydienė, A. Andziulis. Įvairialypių paslaugų teikimo automobilių komunikacijos tinklais analizė iš sistemos perspekrtyvos // Technologijos mokslo darbai Vakarų Lietuvoje / Klaipėdos universitetas. Klaipėda : Klaipėdos universiteto leidykla, 2010. 2012, T. 8, p. 231-235.

R. Pliuškevičius, A. Girčys. Saturation method for reflexive common knowledge logic // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. 2012, t. 53, ser. A, p. 108-111.

S. Jukna. Clique problem, cutting plane proofs and communication complexity // Information processing letters. Amsterdam : Elsevier B.V. 2012, Vol. 112, iss. 20, p. 772-777.

S. Jukna, G. Schnitger. Cutting planes cannot approximate some integer programs // Operations research letters. Amsterdam : Elsevier BV. 2012, vol. 40, no 4, p. 272-275.

Materials of conferences

S. Svanidzaitė. A comparison of SOA methodologies analysis & design phases // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 202-207.

M. Šaučiūnas. Automated eContract negotiation in web service environment: electronic contract management aspects // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 241-247.

M. Kurmis, D. Dzemydienė, A. Andziulis. Investigation of Data Transfer Capabilities for Heterogeneous Service Support in Critical Mobile Objects Communication Situations // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 154-161.

D. Dzemydienė, R. Dzindzalieta. Multi-Layered Architecture of Decision Support System for Monitoring of Dangerous Good Transportation // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 128-141.

G. Gricius, O. Ramašauskas. Non-rigid imagerecognition algorithms in applied robotics // STOPROG 2012 : Stochastic programming for implementation and advanced applications : proceedings of international workshop, July 3-6, 2012, Lithuania. Vilnius : Technika, 2012, p. 24-29.

J. Miliauskaitė. Quality of service: concept analysis // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 235-240.

R. Dzindzalieta. SIP protocol as a communication bus to control embedded devices // Databases and information systems : 10th international Baltic conference; local proceedings, July 8-11, 2012, Lithuania / edited by Albertas Čaplinskas, Gintautas Dzemyda, Audronė Lupeikienė, Olegas Vasilecas. Vilnius : Žara, 2012, p. 229-234.

COOPERATION in the organization of conferences:

Kaunas University of Technology (Lithuania)
Vilnius Gediminas Technical University (Lithuania)
Mykolas Romeris University (Lithuania)
University of Latvia (Latvia)
Riga Technical University (Latvia)
Tallinn University of Technology (Estonia)
Tartu University (Estonia)
Institute for Informatics Problems of the Russian Academy of Science (Russia)
Institute for System Programming of the Russian Academy of Science (Russia)
A.P. Ershov Institute of Informatics Systems (Russia)
University of St.-Petersburg (Russia)
Belarusian State University of Informatics and Radioelectronics (Belarus)
Charles University in Prague (Czech Republic)
Technical University of Varna (Bulgaria)
Sofia University St. Kliment Ohridski (Bulgaria)
Slovak University of Technology in Bratislava (Slovakia)
University of Maribor (Slovenia)
University of Novi Sad (Serbia)
Poznań University of Technology (Poland)
Tampere University of Technology (Finland)
University of Vienna (Austria)
Aalborg University (Denmark)
University of Helsinki (Finland)
West University of Timisoara (Romania)
Florida Gulf Coast University (USA)
Karlstad University (Sweden)
KTH Royal Institute of Technology (Sweden)
London Metropolitan University (UK)
Norwegian University of Science and Technology (Norway)
University of Geneva (Switzerland)
University of Frankfurt (Germany)
St.Petersburg Scientific Center of Russian Academy of Science (Russia)

OTHER SCIENTIFIC ACTIVITIES

Prof. Dr. A. Čaplinskas –

Prof. D. Dzemydienė –

Doc. A. Lupeikienė

Dr. S. Maskeliūnas –

ProfS. Jukna –

Habil. Dr. R. Pliuškevičius –

DEPARTMENT OF STOCHASTIC PROCESSES

4 Akademijos, LT-08663 Vilnius
Tel. 210 9317
E-mail

Head – Prof. Habil. Dr. Donatas Surgailis

STAFF

Chief research fellows: Prof. Habil. Dr. A. Dubickas, Prof. Dr. L. Giraitis (associated scientist), Prof. Habil. Dr. R. Leipus, Prof. Dr. R. Mikulevičius (associated scientist), Prof. Habil. Dr. R. Norvaiša, Prof. Habil. Dr. A. Račkauskas, Prof. Habil. Dr. Surgailis.
Senior research fellows: Dr. A. Astrauskas, Prof. Habil. Dr.  B. Grigelionis, Dr. M. Manstavičius, Dr. M. Vaičiulis, Dr. J. Šiaulys.
Research fellow: Dr. R. P. Gylys.
Junior research fellows: V. Characiejus, D. Puplinskaitė.
Technicians: Š. Dirmeikis, I. Grublytė, V. Pilipauskaitė G.Valiukevičius, J. Zinkevičienė.
Doctoral students: R. Malukas, A. Škamulis.

RESEARCH INTERESTS

Inference for long memory processes
Modeling financial data
Long range dependence
Heavy tails, aggregation, self-similar processes
Levy processes, rough paths, concrete functional calculus
Stochastic partial differential equations
Random Hamiltonians
MV-algebras
Insurance mathematics

RESEARCH PROJECTS CARRIED OUT IN 2012

Projects Supported by University Budget

Investigation of Fractal Properties of Random Proceses and Random Fields. R. Norvaiša, D. Surgailis. 20122013.

A new nonparametric estimator of the local Hurst function of a multifractional Gaussian process based on the increment ratio (IR) statistic is defined. In a general frame, the point-wise and uniform weak and strong consistency and a multidimensional central limit theorem for this estimator are established. Similar results are obtained for a refinement of the generalized quadratic variations (QV) estimator. The example of the multifractional Brownian motion is studied in detail. A simulation study is included showing that the IR-estimator is more accurate than the QV-estimator. 

Projects, Programmes, Issues Supported by Research Council of Lithuania

Project: Concrete Functional Calculus and Probability Theory: New Methods and their Applications. R. Norvaiša, 20122014.

Project: Modelling Long Memory and Heavy Tails in Finance and Insurance. D. Surgailis, R. Leipus. 20112012

MAIN PUBLICATIONS

Monographs, Studies

L. Giraitis, H. Koul, D. Surgailis. Large sample inference for long memory processes. London : Imperial College Press, 2012. 577 p.

B. Grigelionis. Student's t-distribution and related stochastic processes. Heidelberg : Springer, 2012. XI, 100 p.

Articles

Y. Yang, R. Leipus, J. Šiaulys. Asymptotic of random sums of negatively dependent random variables in the presence of dominatedly varying tails // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 2, p. 222-232.

M. Vaičiulis. Asymptotic properties of generalized DPR statistic // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 1, p. 95-110.

R. Leipus, J. Šiaulys. Closure of some heavy-tailed distribution classes under random convolution // Lithuanian mathematical journal. New York : Springer. 2012, vol. 52, no. 3, p. 249-258.

V. Paulauskas, M. Vaičiulis. Estimation of the tail index in the max-aggregation scheme // Lithuanian mathematical journal. New York : Springer. 2012, Vol. 52, no. 3, p. 297-315.

R. Norvaiša. Journal impact factor and academic ethics // Mokslo ir technikos raida = Evolution of science and technology. Vilnius : Technika. 2011, Vol. 3, no. 2, p. 120-128.

I. Tučiūtė, M. Vaičiulis. Trupmeninio Brauno judesio agregavimas // Jaunųjų mokslininkų darbai / Šiaulių universitetas. Šiauliai : Šiaulių universiteto leidykla. 2012, nr. 3(36), p. 174-178.

R. Gylys. Extensions of states on MV-quantales // Fuzzy Sets and Systems. Amsterdam : Elsevier BV * North-Holland. 2012, Vol. 194, p. 31-51.

R. Mikulevicius, H. Pragarauskas. On L{p}-estimates of some singular integrals related to jump processes // SIAM Journal on Mathematical Analysis. Philadelphia : Society for Industrial and Applied Mathematics. 2012, Vol. 44, no. 4, p. 2305-2328.

Y. Yang, R. Leipus, J. Šiaulys. On the ruin probability in a dependent discrete time risk model with insurance and financial risks // Journal of computational and applied mathematics. Amsterdam : Elsevier BV. 2012, vol. 236. no 13, p. 3286-3295.

Y. Yang, R. Leipus, J. Šiaulys. Precise large deviations for compound random sums in the presence of dependence structures // Computers and mathematics with applications. Kidlington : Pergamon. 2012, vol, 64, no 6, p. 2074-2083.

Y. Yang, R. Leipus, J. Šiaulys. Tail probability of randomly weighted sums of subexponential random variables under a dependence structure // Statistics & probability letters. Amsterdam : Elsevier BV. 2012, Vol. 82, no. 9, p. 1727-1736.

COOPERATION

Massachusets Institute of Technology (USA)
Michigan State University (USA)
Universite Paris 1 Sorbonne (France)
Universite de Nantes (France)
Universite de Cergy (France)
London University (United Kingdom)
Vilniaus Gedimino Technikos Universitetas

OTHER SCIENTIFIC ACTIVITIES

Prof. A. Dubickas –

  • editorial board member of the Uniform Distribution Theory;
  • editorial board member of the Central European Journal of Mathematics;
    editorial board member of the Conference Papers in Mathematics;
  • editorial board member of the Lithuanian Mathematical Journal;
  • editorial board member of the Šiauliai Mathematical Seminar;
  • invited speaker at the 3rd international conference On Uniform Distribution Theory,
    Smolenice, Slovakia, June 2529, 2012.

Prof. B. Grigelionis –

  • editorial boards member of the Lithuanian Mathematical Journal and Nonlinear Analysis: Modeling and Control;
  • Conference of the Lithuanian Mathematical Society in Klaipėda, June 1112, 2012.

Prof. R. Norvaiša –

  • associate editor of the Lithuanian Mathematical Journal.

Prof. R. Leipus –

  • associate editor of the Lithuanian Mathematical Journal;
  • editorial board member of the Pinigų studijos (Monetary Studies);
  • research visit to Nantes University (France), January 1528, 2012;
  • conference Statistical Modelling of Financial Data, Graz (Austria), May  2326, 2012. Invited talk "Asymptotics of partial sums of linear processes with changing memory parameter";
  • participant of the 6th European Congress of Mathematics, Krakow (Poland), August 0107, 2012;
  • seminar at Aarhus University (Denmark), September 1922, 2012. Talk Asymptotics of partial sums of linear processes with changing memory parameter.

Prof. D. Surgailis –

  • associate editor of the Lithuanian Mathematical Journal;
  • invited speaker of the conference Statistical Methods for Financial Data III, May 2327, 2012 Graz, Austria;
  • visiting professor at Laboratoire de Mathematiques Jean Leray, Universite de Nantes, France, April, 2012.

Prof. J. Šiaulys –

  • editorial board member of the Lithuanian Mathematical Journal;
  • reviewer of the Mathematical Reviews;
  • reviewer of the Zentralblatt MATH.