Sökning: "Likelihood based methods"

Visar resultat 6 - 10 av 237 avhandlingar innehållade orden Likelihood based methods.

  1. 6. Methods for interval-censored data and testing for stochastic dominance

    Författare :Angel G. Angelov; Magnus Ekström; Maria Karlsson; Bengt Kriström; Per Johansson; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interval-censored data; Informative censoring; Self-selected intervals; Questionnaire-based studies; Maximum likelihood; Permutation test; Two-sample test; Stochastic dominance; Four-decision test; Statistics; statistik;

    Sammanfattning : This thesis includes four papers: the first three of them are concerned with methods for interval-censored data, while the forth paper is devoted to testing for stochastic dominance.In many studies, the variable of interest is observed to lie within an interval instead of being observed exactly, i.e. LÄS MER

  2. 7. Variational Methods in Combinatorial Optimization and Phylogeny Reconstruction

    Författare :Henrik Jönsson; Beräkningsbiologi och biologisk fysik - Genomgår omorganisation; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; statistical physics; gravitation; relativity; annealing; variational; mean-field; phylogeny; constraint satisfaction; combinatorial optimization; maximum likelihood; Physics; Fysik; Mathematical and general theoretical physics; quantum mechanics; classical mechanics; klassisk mekanik; kvantmekanik; relativitet; statistisk fysik; termodynamik; Fysicumarkivet A:2001:Jönsson; Matematisk och allmän teoretisk fysik; thermodynamics;

    Sammanfattning : Algorithms based on the variational approach, as used in statistical physics, are developed. For constraint satisfaction problems a novel cost function, based on information-theoretic arguments, is introduced, and an algorithm similar to the mean-field annealing algorithm is proposed. LÄS MER

  3. 8. Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Jimmy Olsson; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Stochastic Nonlinear Systems; Nonlinear System Identification; Learning Dynamical Models; Maximum Likelihood; Estimation; Process Disturbance; Prediction Error Method; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. LÄS MER

  4. 9. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

  5. 10. On Estimating Topology and Divergence Times in Phylogenetics

    Författare :Bodil Svennblad; Allan Gut; Tom Britton; Thore Egeland; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Phylogenetics; Divergence Time; Likelihood based methods; Non-informative prior; bootstrap support; Matematisk statistik;

    Sammanfattning : This PhD thesis consists of an introduction and five papers, dealing with statistical methods in phylogenetics.A phylogenetic tree describes the evolutionary relationships among species assuming that they share a common ancestor and that evolution takes place in a tree like manner. LÄS MER