Sökning: "bandwidth selection"

Visar resultat 1 - 5 av 43 avhandlingar innehållade orden bandwidth selection.

  1. 1. Efficient training of interpretable, non-linear regression models

    Författare :Oskar Allerbo; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; sparse regression; kernel regression; neural network regression; early stopping; bandwidth selection;

    Sammanfattning : Regression, the process of estimating functions from data, comes in many flavors. One of the most commonly used regression models is linear regression, which is computationally efficient and easy to interpret, but lacks in flexibility. LÄS MER

  3. 2. Extensions of the kernel method of test score equating

    Författare :Gabriel Wallin; Marie Wiberg; Jenny Häggström; Anton A. Béguin; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Test equating; Nonequivalent groups; Standard error of equating; bandwidth selection; log-linear models; item response theory; Statistics; statistik;

    Sammanfattning : This thesis makes contributions within the area of test score equating and specifically kernel equating. The first paper of this thesis studies the estimation of the test score distributions needed in kernel equating. LÄS MER

  4. 3. Continuous-Time Models in Kernel Smoothing

    Författare :Martin Sköld; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; deconvolution; errors-in-variables; continuous time; dependent data; bandwidth selection; asymptotic variance; Density estimation; kernel smoothing; size bias.; Mathematics; Matematik;

    Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER

  5. 4. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER

  7. 5. Access selection in multi-system architectures : cooperative and competitive contexts

    Författare :Johan Hultell; Jens Andersson; Heikki Hämmäinen; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Telecommunication; Telekommunikation;

    Sammanfattning : Future wireless networks will be composed of multiple radio access technologies (RATs). To benefit from these, users must utilize the appropriate RAT, and access points (APs). In this thesis we evaluate the efficiency of selection criteria that, in addition to path-loss and system bandwidth, also consider load. LÄS MER