Sökning: "Markov chain"

Visar resultat 36 - 40 av 139 avhandlingar innehållade orden Markov chain.

1. 36. Scalable and Efficient Probabilistic Topic Model Inference for Textual Data

   Författare :Måns Magnusson; Mattias Villani; Marco Kuhlmann; Jordan Boyd-Graber; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Text analysis; Bayesian inference; Markov chain Monte Carlo; topic models; Textanalys; Bayesiansk inferens; Markov chain Monte Carlo; temamodeller;

   Sammanfattning : Probabilistic topic models have proven to be an extremely versatile class of mixed-membership models for discovering the thematic structure of text collections. There are many possible applications, covering a broad range of areas of study: technology, natural science, social science and the humanities. LÄS MER

3. 37. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

   Författare :Rikard Green; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

   Sammanfattning : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. LÄS MER

4. 38. Statistical Segmentation and Registration of Medical Ultrasound Data

   Författare :Mattias Hansson; Matematik LTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Registration; Segmentation; Feature descriptor; Statistical image and signal processing; Medical ultrasound; Variational methods; Mixture model; Bayesian; Markov Chain Monte Carlo; Similarity measur;

   Sammanfattning : The interpretation of ultrasonic imagery is typically not straightforward and of quite subjective nature and therefore strongly dependent on the expertise of its users. Thus the development of algorithms which aid in the interpretation of ultrasonic data is a highly relevant topic. LÄS MER

5. 39. Spatial inference for non-lattice data using Markov Random fields

   Författare :Linda Werner Hartman; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis deals with how computationally effective lattice models could be used for inference of data with a continuous spatial index. The fundamental idea is to approximate a Gaussian field with a Gaussian Markov random field (GMRF) on a lattice. LÄS MER

7. 40. Efficient sampling of Bayesian posteriors and predictive distributions in χEFT

   Författare :Isak Svensson; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; chiral effective field theory; Bayesian parameter estimation; nuclear physics; Markov chain Monte Carlo; two-nucleon scattering;

   Sammanfattning : In this thesis I employ Bayesian statistics to quantify parametric and epistemic uncertainties in chiral effective field theories (χEFT) and propagate these forward to predictions of observables in low-energy nuclear physics. Two primary sources of uncertainty---experimental errors and the theoretical error induced by the truncation of the EFT at up to next-to-next-to-leading-order---are modelled and accounted for in the posterior distributions of the unknown low-energy constants (LECs) that govern interaction strengths in χEFT. LÄS MER