Sökning: "Algorithm theory"

Visar resultat 16 - 20 av 461 avhandlingar innehållade orden Algorithm theory.

1. 16. On perfect simulation and EM estimation

   Författare :Kajsa Larson; Sara Sjöstedt de Luna; Mats Rudemo; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Perfect simulation; coupling from the past; Markov chain Monte Carlo; point process; Widom-Rowlinson model; EM algorithm; dispersal distribution; fecundity; first-passage percolation; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Sammanfattning : Perfect simulation  and the EM algorithm are the main topics in this thesis. In paper I, we present coupling from the past (CFTP) algorithms that generate perfectly distributed samples from the multi-type Widom--Rowlin-son (W--R) model and some generalizations of it. LÄS MER

3. 17. Information-Theoretic Generalization Bounds: Tightness and Expressiveness

   Författare :Fredrik Hellström; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; information theory; neural networks; generalization; statistical learning; meta learning; PAC-Bayes; Machine learning;

   Sammanfattning : Machine learning has achieved impressive feats in numerous domains, largely driven by the emergence of deep neural networks. Due to the high complexity of these models, classical bounds on the generalization error---that is, the difference between training and test performance---fail to explain this success. LÄS MER

4. 18. 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

5. 19. Optimal design for dose-finding studies

   Författare :Renata Eirini Tsirpitzi; Frank Miller; Kirsten Schorning; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; bivariate model; distortion; drug combination; Elfving set; Emax model; Fedorov algorithm; mixed effects models; optimal experimental design; Statistics; statistik;

   Sammanfattning : One of the most complex tasks during the clinical development of a new drug is to find a correct dose. Optimal experimental design has as a goal to find the best ways to perform an experiment considering the available resources and the statistical model. Optimal designs have already been used to determine the design of dose-finding studies. LÄS MER

7. 20. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

   Författare :Jimmy Olsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER