Sökning: "Gibbs sampler"

Visar resultat 6 - 10 av 11 avhandlingar innehållade orden Gibbs sampler.

1. 6. 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

3. 7. Novel methods for improved tree breeding

   Författare :Jon Hallander; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
   Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES;

   Sammanfattning : The development and implementation of statistical tools to improve inference in sustainable forest tree breeding are presented here. By combining classical quantitative genetic theory and novel statistical methods, a number of parameters are optimized. LÄS MER

4. 8. System identification with input uncertainties : an EM kernel-based approach

   Författare :Riccardo Sven Risuleo; Håkan Hjalmarsson; Alessandro Chiuso; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Many classical problems in system identification, such as the classical predictionerror method and regularized system identification, identification of Hammersteinand cascaded systems, blind system identification, as well as errors-in-variablesproblems and estimation with missing data, can be seen as particular instancesof the general problem of the identification of systems with limited information.In this thesis, we introduce a framework for the identification of linear dynamicalsystems subject to inputs that are not perfectly known. LÄS MER

5. 9. Stochastic Models Involving Second Order Lévy Motions

   Författare :Jonas Wallin; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. LÄS MER

7. 10. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs

   Författare :Oskar Gustafsson; Pär Stockhammar; Domenico Giannone; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Time series; heteroscedasticity; variance stabilizing filters; Bayesian vector autoregressions; Bayesian optimization; variational inference; Statistics; statistik;

   Sammanfattning : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. LÄS MER