Sökning: "Bayesian model averaging"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden Bayesian model averaging.

1. 1. Model Selection and Sparse Modeling

   Författare :Yngve Selén; Peter Stoica; Jean-Jacques Fuchs; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; model selection; model order selection; model averaging; nested models; sparse models; Bayesian inference; MMSE estimation; MAP estimation; ML estimation; AIC; BIC; GIC; RAKE receivers; pulse compression; radar; linear models; linear regression models; Signal processing; Signalbehandling;

   Sammanfattning : Parametric signal models are used in a multitude of signal processing applications. This thesis deals with signals for which there are many candidate models, and it is not a priori known which model is the most appropriate one. LÄS MER

3. 2. Bayesian Phylogenetics and the Evolution of Gall Wasps

   Författare :Johan A. A. Nylander; Fredrik Ronquist; Sydney A. Cameron; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Biology; Bayesian analysis; Bayes factors; Cynipidae; gall wasps; MCMC; model averaging; model selection; phylogeny; total evidence; Biologi; Biology; Biologi;

   Sammanfattning : This thesis concerns the phylogenetic relationships and the evolution of the gall-inducing wasps belonging to the family Cynipidae. Several previous studies have used morphological data to reconstruct the evolution of the family. LÄS MER

4. 3. Essays on forecasting and Bayesian model averaging

   Författare :Jana Eklund; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model averaging (BMA) and compares the predictive performance of BMA with predictive performance of factor models. LÄS MER

5. 4. Learning local predictive accuracy for expert evaluation and forecast combination

   Författare :Oscar Oelrich; Mattias Villani; Francesco Ravazzolo; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian; forecast combination; predictive density; Gaussian process; bootstrap; Bayes factors; model selection; Bayesian predictive synthesis; nonparametric methods; power transformation; expected log predictive density; variable selection; statistik; Statistics;

   Sammanfattning : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. LÄS MER

7. 5. Bayesian inference in probabilistic graphical models

   Författare :Felix Leopoldo Rios; Tatjana Pavlenko; Alun Thomas; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Graphical models; Bayesian inference; predictive classification; decomposable graphs; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis consists of four papers studying structure learning and Bayesian inference in probabilistic graphical models for both undirected and directed acyclic graphs (DAGs).Paper A presents a novel algorithm, called the Christmas tree algorithm (CTA), that incrementally construct junction trees for decomposable graphs by adding one node at a time to the underlying graph. LÄS MER