Sökning: "Gaussian bridge"

Hittade 5 avhandlingar innehållade orden Gaussian bridge.

1. 1. Gaussian Bridges : Modeling and Inference

   Författare :Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

   Sammanfattning : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. LÄS MER

3. 2. 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

4. 3. Structural Health Monitoring of Bridges : Model-free damage detection method using Machine Learning

   Författare :Cláudia Neves; Raid Karoumi; John Leander; Ignacio Gonzalez; Eleni Chatzi; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Structural Health Monitoring; Machine Learning; Damage detection; Model-free based method; Artificial Neural Networks; Gaussian Process; Cost optimization; Byggvetenskap; Civil and Architectural Engineering;

   Sammanfattning : This is probably the most appropriate time for the development of robust and reliable structural damage detection systems as aging civil engineering structures, such as bridges, are being used past their life expectancy and beyond their original design loads. Often, when a significant damage to the structure is discovered, the deterioration has already progressed far and required repair is substantial. LÄS MER

5. 4. Bayesian Inference for Microwave Diagnostics at Joint European Torus

   Författare :Stefan Schmuck; Per Brunsell; Thomas Jonsson; Jakob Svensson; Laurie Porte; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; ECE; Bayesian; Fourier transform; spectroscopy; joint inference; length-scale; Gaussian process; microwave diagnostic; JET; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : The major goal of this thesis is to perform Bayesian inference jointly for electron kinetic profiles, a toroidal magnetic field correction, diagnostic sensitivities, and wall reflection properties given noisy measurements of four microwave diagnostics at the tokamak JET. Besides the measurements, this kind of inference considers prior knowledge, like profile length-scales, to update objectively the information about the physics parameters. LÄS MER

7. 5. Prediction Methods for High Dimensional Data with Censored Covariates

   Författare :Caroline Svahn; Oleg Sysoev; Mattias Villani; Fredrik Gunnarsson; Xavier de Luna; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; statistics; machine learning; censored covariates; statistik; maskininlärning; censurerade kovariater;

   Sammanfattning : While access to data steadily increases, not all data are straight-forward to use for prediction. Censored data are common in several industrial scenarios, and typically arise when there are some limitations to measuring equipment such as for instance concentration measuring equipment in chemistry or signal receivers in signal processing. LÄS MER