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Visar resultat 1 - 5 av 92 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. Perturbed discrete time stochastic models

    Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Nikolaos Limnios; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Risk process; Semi-Markov process; Markov chain; Quasi-stationary distribution; Ruin probability; First hitting time; Solidarity property; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER

  2. 2. 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

  3. 3. Modelling Allelic and DNA Copy Number Variations using Continuous-index Hidden Markov Models

    Författare :Susann Stjernqvist; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Hidden Markov models; DNA copy number; allelic copy number; Markov chain Monte Carlo;

    Sammanfattning : In human cells there are usually two copies of each chromosome, but in cancer cells abnormalities could exist. The differences consist of segments of chromosomes with an altered number of copies. There can be deletions as well as amplifications and the lengths of the segments can also vary. LÄS MER

  4. 4. Latent variable models for longitudinal twin data

    Författare :Annica Dominicus; Juni Palmgren; Nancy L. Pedersen; Michael G. Kenward; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Latent variable models; twin models; variance components; change point models; non-ignorable nonresponse; likelihood ratio tests; Mathematical statistics; Matematisk statistik;

    Sammanfattning : Longitudinal twin data provide important information for exploring sources of variation in human traits. In statistical models for twin data, unobserved genetic and environmental factors influencing the trait are represented by latent variables. In this way, trait variation can be decomposed into genetic and environmental components. LÄS MER

  5. 5. Rainflow Analysis of Switching Markov Loads

    Författare :Pär Johannesson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; rainflow matrix; fatigue; vehicle load; hidden Markov model; random load; Markov model; Switching process; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Rainflow cycles are often used in fatigue analysis of materials for describing the variability of applied loads. Therefore, an important characteristic of a random load process is the intensity of rainflow cycles, also called the expected rainflow matrix (RFM), which can be used for evaluation of the fatigue life. LÄS MER