Sökning: "Henrik Hult"

Visar resultat 16 - 20 av 20 avhandlingar innehållade orden Henrik Hult.

  1. 16. Large deviations for weighted empirical measures and processes arising in importance sampling

    Författare :Pierre Nyquist; Henrik Hult; Ingemar Kaj; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of two papers related to large deviation results associated with importance sampling algorithms. As the need for efficient computational methods increases, so does the need for theoretical analysis of simulation algorithms. This thesis is mainly concerned with algorithms using importance sampling. LÄS MER

  3. 17. On large deviations and design of efficient importance sampling algorithms

    Författare :Pierre Nyquist; Henrik Hult; Sandeep Juneja; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Large deviations; Monte Carlo methods; importance sampling;

    Sammanfattning : This thesis consists of four papers, presented in Chapters 2-5, on the topics large deviations and stochastic simulation, particularly importance sampling. The four papers make theoretical contributions to the development of a new approach for analyzing efficiency of importance sampling algorithms by means of large deviation theory, and to the design of efficient algorithms using the subsolution approach developed by Dupuis and Wang (2007). LÄS MER

  4. 18. Asymptotic Expansions for Perturbed Discrete Time Renewal Equations

    Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Henrik Hult; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Quasi-stationary distribution; Risk process; Ruin probability;

    Sammanfattning : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. LÄS MER

  5. 19. Topics on Generative Models in Machine Learning

    Författare :Carl Ringqvist; Henrik Hult; Thomas Schön; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Latent variable models have been extensively studied within the field of machine learning in recent years. Especially in combination with neural networks and training through back propagation, they have proven successful for a variety of tasks; notably sample gener- ation, clustering, disentanglement and interpolation. LÄS MER

  7. 20. Models for Additive and Sufficient Cause Interaction

    Författare :Daniel Berglund; Timo Koski; Helga Westerlind; Ola Hössjer; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Causal Inference; Sufficient Cause; Potential Outcomes; Counterfactual; Additive Interaction; Interaction; MFPO; ICI; Logistic Regression; Linear Odds; Public Health; Interventions; Probabilistic Potential Outcome; Matematisk statistik; Mathematical Statistics;

    Sammanfattning : The aim of this thesis is to develop and explore models in, and related to, the sufficient cause framework, and additive interaction. Additive interaction is closely connected with public health interventions and can be used to make inferences about the sufficient causes in order to find the mechanisms behind an outcome, for instance a disease. LÄS MER