Sökning: "Maximum-Likelihood"

Visar resultat 1 - 5 av 223 avhandlingar innehållade ordet Maximum-Likelihood.

  1. 1. 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; 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

  2. 2. Essays on Estimation Methods for Factor Models and Structural Equation Models

    Författare :Shaobo Jin; Fan Yang-Wallentin; Rolf Larsson; Li Cai; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; 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

  3. 3. Maximum likelihood detection for the linear MIMO channel

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

  4. 4. Maximum likelihood estimation in signal analysis of MR spectroscopy

    Författare :Pia Löthgren; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Proton magnetic resonance spectroscopy (MRS) is used to determine the concentration of metabolites in organic tissues, or to study metabolic changes in a non-invasive way. The complex-valued magnetic resonance spectroscopy signals are assumed to be disturbed by additive white noise. LÄS MER

  5. 5. Variational Methods in Combinatorial Optimization and Phylogeny Reconstruction

    Författare :Henrik Jönsson; Beräkningsbiologi och biologisk fysik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; statistical physics; gravitation; relativity; annealing; variational; mean-field; phylogeny; constraint satisfaction; combinatorial optimization; maximum likelihood; Physics; Fysik; Mathematical and general theoretical physics; quantum mechanics; classical mechanics; klassisk mekanik; kvantmekanik; relativitet; statistisk fysik; termodynamik; Fysicumarkivet A:2001:Jönsson; Matematisk och allmän teoretisk fysik; thermodynamics;

    Sammanfattning : Algorithms based on the variational approach, as used in statistical physics, are developed. For constraint satisfaction problems a novel cost function, based on information-theoretic arguments, is introduced, and an algorithm similar to the mean-field annealing algorithm is proposed. LÄS MER