Sökning: "Gibbs sampler"
Visar resultat 1 - 5 av 10 avhandlingar innehållade orden Gibbs sampler.
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
Sammanfattning : First-order autoregressive processes are analysed for sudden changes in parameter value. In its most general form, a multivariate vector of measurements is allowed, and no prior knowledge about the involved parameters is required. LÄS MER
Sammanfattning : Sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods provide computational tools for systematic inference and learning in complex dynamical systems, such as nonlinear and non-Gaussian state-space models. This thesis builds upon several methodological advances within these classes of Monte Carlo methods. LÄS MER
Sammanfattning : In an increasingly networked world, where the amount of written information is growing at a rate never before seen, the ability to read and absorb written information is of utmost importance for anything but a superficial understanding of life's complexities. That is an example of a sentence which is not very easy to read. LÄS MER
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