Sökning: "Gaussian Markov Model"

Visar resultat 11 - 15 av 46 avhandlingar innehållade orden Gaussian Markov Model.

  1. 11. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Författare :Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER

  3. 12. Bayesian Cluster Analysis : Some Extensions to Non-standard Situations

    Författare :Jessica Franzén; Daniel Thorburn; Jukka Corander; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cluster analysis; Clustering; Classification; Mixture model; Gaussian; Bayesian inference; MCMC; Gibbs sampler; Deviant group; Longitudinal; Missing data; Multiple imputation; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : The Bayesian approach to cluster analysis is presented. We assume that all data stem from a finite mixture model, where each component corresponds to one cluster and is given by a multivariate normal distribution with unknown mean and variance. LÄS MER

  4. 13. Probabilistic Sequence Models with Speech and Language Applications

    Författare :Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

    Sammanfattning : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. LÄS MER

  5. 14. Multiple Model Filtering and Data Association with Application to Ground Target Tracking

    Författare :Daniel Svensson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Multiple model filtering; semi-Markov processes; multi-target tracking; FISST; state estimation; IMM; performance evaluation; OSPA; PHD; ground target tracking; Kalman filtering; target tracking; CPHD; MHT; random finite sets;

    Sammanfattning : This thesis is concerned with two central parts of a tracking system, namely multiple-model filtering and data association. Multiple models are introduced to provide accurate filtering, whereas data association deals with the unknown origin of the received measurements. LÄS MER

  7. 15. Satistical Modelling Of CO2 Exchange Between Land And Atmosphere : Using Stochastic Optimisation And Gaussian Markov Random Fields

    Författare :Unn Dahlén; Spatio-Temporal Stochastic Modelling Group; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Gaussiska Markovfält; Stokastisk optimering; CO2-flöden; Spatial statistik; Stochastic Optimisation; Gaussian Markov Random Fields; Atmospheric inverse modelling; Spatial statistics; Computational statistics;

    Sammanfattning : This thesis focuses on the development and application of efficient mathematicaltools for estimating and modelling the exchange of carbon dioxide (CO2) between the Earth and its atmosphere; here referred to as the global CO2 surface flux.There are two main approaches for estimating the CO2 flux: Processed based(bottom-up) modelling and atmospheric inversion (top-down) modelling. LÄS MER