Sökning: "Large deviations"

Visar resultat 1 - 5 av 178 avhandlingar innehållade orden Large deviations.

  1. 1. 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

  3. 2. Large deviation techniques applied to three questions of when

    Författare :Ola Hammarlid; Anders Martin-Löf; Ingmar Kaj; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Large deviations; first passage time; stopping time; rate function; convex barrier; fallacy of large numbers; utility function; insurance; ruin; variable premium; generalized Ornstein-Uhlenbeck process; Mathematical statistics; Matematisk statistik;

    Sammanfattning : Large deviation techniques are used to solve three problems; when is a distant convex barrier passed, when to accept a sequence of gambles and when is the time of ruin. This work is the collection of four papers. LÄS MER

  4. 3. Topics on Large Deviations in Artificial Intelligence

    Författare :Adam Lindhe; Henrik Hult; Jimmy Olsson; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

    Sammanfattning : Artificial intelligence has become one of the most important fields of study during the last decade. Applications include medical sciences, autonomous vehicles, finance and everyday life. Therefore the analysis of convergence and stability of these algorithms is of utmost importance. LÄS MER

  5. 4. Large deviations of condition numbers of random matrices

    Författare :Denise Uwamariya; Xiangfeng Yang; Martin Singull; Dietrich von Rosen; Filip Lindskog; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Random matrix theory has found many applications in various fields such as physics, statistics, number theory and so on. One important approach of studying random matrices is based on their spectral properties. In this thesis, we investigate the limiting behaviors of condition numbers of suitable random matrices in terms of large deviations. LÄS MER

  7. 5. Markov Chain Monte Carlo Methods and Applications in Neuroscience

    Författare :Federica Milinanni; Pierre Nyquist; Mark Clements; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Markov chain Monte Carlo; Large deviations; Subcellular pathway models; Markov chain Monte Carlo; Stora avvikelser; Subcellular pathway models; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : An important task in brain modeling is that of estimating model parameters and quantifying their uncertainty. In this thesis we tackle this problem from a Bayesian perspective: we use experimental data to update the prior information about model parameters, in order to obtain their posterior distribution. LÄS MER