Sökning: "Maximum likelihood"

Visar resultat 6 - 10 av 269 avhandlingar innehållade orden Maximum likelihood.

1. 6. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

   Författare :Jimmy Olsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER

3. 7. Analysis of Relay Channels and Improved Iterative Decoders for Turbo-Coded Decode-and-Forward Relay Channels

   Författare :Khoa Huynh; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; detect-and-forward; maximum a posteriori; decode-and-forward; Maximum likelihood; iterative decoder.; relay channels; equivalent SNR; upper bound;

   Sammanfattning : Three-node relay channels which consist of a source, a relay and a destinationare considered in this thesis. In the first part, an uncoded relay channelis studied. LÄS MER

4. 8. Fatigue limit, inclusion and finite lives - a statistical point of view

   Författare :Sara Lorén; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; censoring; likelihood; profile predictive likelihood; staircase test; extreme value; likelihood;

   Sammanfattning : An important design property of steel is the fatigue limit, i.e. the load level where a specimen has infinite life. For the material it can also be defined an endurance limit, which is the stress level at which the specimen has a certain life. LÄS MER

5. 9. Essays on Estimation Methods for Factor Models and Structural Equation Models

   Författare :Shaobo Jin; Fan Yang-Wallentin; Rolf Larsson; Li Cai; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; shrinkage; factor rotation; penalized maximum likelihood; pseudo-maximum likelihood; multi-group analysis; ordinal data; robustness; Statistics; Statistik;

   Sammanfattning : This thesis which consists of four papers is concerned with estimation methods in factor analysis and structural equation models. New estimation methods are proposed and investigated.In paper I an approximation of the penalized maximum likelihood (ML) is introduced to fit an exploratory factor analysis model. LÄS MER

7. 10. Maximum likelihood detection for the linear MIMO channel

   Författare :Joakim Jaldén; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signal processing; Signalbehandling;

   Sammanfattning : this thesis the problem of maximum likelihood (ML) detection for the linear multiple-input multiple-output (MIMO) channel is considered. The thesis investigates two algorithms previously proposed in the literature for implementing the ML detector, namely semide nite relaxation and sphere decoding. LÄS MER