Sökning: "Markov chain simulation"

Visar resultat 11 - 15 av 40 avhandlingar innehållade orden Markov chain simulation.

1. 11. Accelerating Monte Carlo methods for Bayesian inference in dynamical models

   Författare :Johan Dahlin; Thomas B. Schön; Fredrik Lindsten; Richard Everitt; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Computational statistics; Monte Carlo; Markov chains; Particle filters; Machine learning; Bayesian optimisation; Approximate Bayesian Computations; Gaussian processes; Particle Metropolis-Hastings; Approximate inference; Pseudo-marginal methods;

   Sammanfattning : Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. LÄS MER

3. 12. Physiologically based pharmacokinetic modeling in risk assessment - Development of Bayesian population methods

   Författare :Fredrik Jonsson; Uppsala universitet; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Pharmaceutical biosciences; methyl chloride; dichloromethane; toluene; styrene; uncertainty; intra- individual variability; risk assessment; physiologically based modeling; Markov chain Monte Carlo; PBPK; Bayesian; population modeling; Farmaceutisk biovetenskap; Biopharmacy; Biofarmaci; Biopharmaceutics; biofarmaci;

   Sammanfattning : In risk assessment of risk chemicals, variability in susceptibility in the population is an important aspect. The health hazard of a pollutant is related to the internal exposure to the chemical, i.e. the target dose, rather than the external exposure. LÄS MER

4. 13. Inference in a Partially Observed Percolation Process

   Författare :Oscar Hammar; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Percolation; Bayesian inference; frequentistic inference; consistency; Markov chain Monte Carlo; Monte Carlo Expectation Maximization; Markov chain Monte Carlo;

   Sammanfattning : In this licentiate thesis, inference in a partially oberved percolation process living on a graph, is considered. Each edge of the graph is declared open with probability $\theta$ and closed with probability $1-\theta$ independently of the states of all other edges. LÄS MER

5. 14. Essays on Financial Market Volatility

   Författare :Ai Jun HOU; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

   Sammanfattning : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. LÄS MER

7. 15. Bayesian Modeling of Conditional Densities

   Författare :Feng Li; Mattias Villani; Sylvia Frühwirth-Schnatter; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Density estimation; smooth mixtures; surface regression; copulas; Markov chain Monte Carlo; Statistics; statistik;

   Sammanfattning : This thesis develops models and associated Bayesian inference methods for flexible univariate and multivariate conditional density estimation. The models are flexible in the sense that they can capture widely differing shapes of the data. The estimation methods are specifically designed to achieve flexibility while still avoiding overfitting. LÄS MER