Sökning: "Gaussian process"

Visar resultat 26 - 30 av 141 avhandlingar innehållade orden Gaussian process.

  1. 26. Gaussian fluctuations in some determinantal processes

    Författare :Jonas Hägg; Kurt Johansson; Alexander Soshnikov; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Random matrices; limit theorems; MATHEMATICS; MATEMATIK;

    Sammanfattning : This thesis consists of two parts, Papers A and B, in which some stochastic processes, originating from random matrix theory (RMT), are studied. In the first paper we study the fluctuations of the kth largest eigenvalue, xk, of the Gaussian unitary ensemble (GUE). LÄS MER

  3. 27. Tailoring Gaussian processes for tomographic reconstruction

    Författare :Carl Jidling; Thomas B. Schön; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Sammanfattning : A probabilistic model reasons about physical quantities as random variables that can be estimated from measured data. The Gaussian process is a respected member of this family, being a flexible non-parametric method that has proven strong capabilities in modelling a wide range of nonlinear functions. LÄS MER

  4. 28. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics

    Författare :Dmitrii Zholud; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.; estimation of False Discovery Rates;

    Sammanfattning : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. LÄS MER

  5. 29. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications

    Författare :José Igor Morlanes; Andriy Andreev; Hans Nyquist; Henrik Hult; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; fractional Ornstein-Uhlenbeck process; insider information; simulation embedding method; jump times; least-squares estimator; likelihood process; Ito calculus; Malliavin calculus; stochastic calculus; Statistics; statistik;

    Sammanfattning : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. LÄS MER

  7. 30. Uncertain demand prediction for guaranteed automated vehicle fleet performance

    Författare :Sten Elling Tingstad Jacobsen; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Mobility-on-Demand; Travel Demand Uncertainty; Energy Efficiency; Chance Constraint Optimization; Gaussian Process Regression; Stochastic Model Predictive Control; Fleet Opti- mization;

    Sammanfattning : Mobility-on-demand (MoD) services offer a convenient and efficient transportation option, using technology to replace traditional modes. However, the flexibility of MoD services also presents challenges in controlling the system. One of the major issues is supply-demand imbalance, caused by uneven stochastic travel demand. LÄS MER