Sökning: "Markov chain"

Visar resultat 11 - 15 av 139 avhandlingar innehållade orden Markov chain.

1. 11. Some computational aspects of Markov processes

   Författare :Alexey Lindo; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Galton-Watson process; embeddability; Gumbel distribution; Markov chain with a general state space; probability generating functional; infinitely divisible distribution; Levy process; gradient method; Chen-Stein s method; random matrix.; probability generating functional;

   Sammanfattning : .... LÄS MER

3. 12. The Final Size of Multitype Chain-Binomial Epidemic Processes

   Författare :Mikael Andersson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; multitype epidemic process; counting process; Markov process; weak convergence; counting process;

   Sammanfattning : A multitype chain-binomial epidemic process is defined for a closed finite population by sampling a simple multidimensional counting process at certain points. The final size of the epidemic is then characterised, given the counting process, as the smallest root of a non-linear system of equations. LÄS MER

4. 13. Spatio-Temporal Estimation for Mixture Models and Gaussian Markov Random Fields - Applications to Video Analysis and Environmental Modelling

   Författare :Johan Lindström; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; vegetation; time series analysis; video segmentation; spatio-temporal modelling; precipitation; Markov chain Monte Carlo; Gaussian Markov random fields; expectation maximisation; change point detection; Bayesian recursive estimation; African Sahel; adaptive Gaussian mixtures;

   Sammanfattning : In this thesis computationally intensive methods are used to estimate models and to make inference for large, spatio-temporal data sets. The thesis is divided into two parts: the first two papers are concerned with video analysis, while the last three papers model and investigate environmental data from the Sahel area in northern Africa. LÄS MER

5. 14. A statistical approach to multi-input equivalent fatigue loads for the durability of automotive structures

   Författare :Gwenaelle Genet; Göteborgs universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Equivalent fatigue; uniaxial and multiaxial high cycle fatigue; multi-input variable amplitude loads; rainflow counting; Morel s model; Basquin s model; Gaussian process; Markov chain; Markov chain;

   Sammanfattning : In the automotive industry, due to temporal and financial constraints, we need to strongly reduce the duration of the design phase, but still ensure reliability and robustness. Structures in service are often exposed to complex variable amplitude loads. LÄS MER

7. 15. Particle filters and Markov chains for learning of dynamical systems

   Författare :Fredrik Lindsten; Thomas B. Schön; Lennart Ljung; Fredrik Gustafsson; Arnaud Doucet; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Bayesian learning; System identification; Sequential Monte Carlo; Markov chain Monte Carlo; Particle MCMC; Particle filters; Particle smoothers;

   Sammanfattning : Sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods provide computational tools for systematic inference and learning in complex dynamical systems, such as nonlinear and non-Gaussian state-space models. This thesis builds upon several methodological advances within these classes of Monte Carlo methods. LÄS MER