Sökning: "bayesian learning"

Visar resultat 1 - 5 av 121 avhandlingar innehållade orden bayesian learning.

1. 1. Bayesian structure learning in graphical models

   Författare :Felix Leopoldo Rios; Tatjana Pavlenko; Klas Markström; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian statistics; graphical models; Bayesian networks; Markov networks; structure learning; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis consists of two papers studying structure learning in probabilistic graphical models for both undirected graphs anddirected acyclic graphs (DAGs).Paper A, presents a novel family of graph theoretical algorithms, called the junction tree expanders, that incrementally construct junction trees for decomposable graphs. LÄS MER

3. 2. Bayesian learning of structured dynamical systems

   Författare :Riccardo Sven Risuleo; Håkan Hjalmarsson; Johan Schoukens; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; bayesian learning; machine learning; Gaussian processes; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : In this thesis, we propose some Bayesian approaches to the identificationof structured dynamical systems. In particular, we consider block-orientedmodels in which a complex system is built starting from simple linear andnonlinear building blocks. LÄS MER

4. 3. Sequence learning in the Bayesian Confidence Propagation Neural Network

   Författare :Ramon Heberto Martinez Mayorquin; Pawel Herman; Anders Lansner; Matthias Hennig; Thomas Wennekers; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; bayesian; learning; neural networks; sequences; Computer Science; Datalogi;

   Sammanfattning : This thesis examines sequence learning in the Bayesian Confidence PropagationNeural Network (BCPNN). The methodology utilized throughout this work is com-putational and analytical in nature and the contributions here presented can beunderstood along the following four major themes: 1) this work starts by revisitingthe properties of the BCPNN as an attractor neural network and then provides anovel formalization of some of those properties. LÄS MER

5. 4. Option Pricing and Bayesian Learning

   Författare :Ola Jönsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

   Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER

7. 5. Sample Efficient Bayesian Reinforcement Learning

   Författare :Divya Grover; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Decision Making under Uncertainty; Bayesian Reinforcement Learning; Model based Reinforcement Learning;

   Sammanfattning : Artificial Intelligence (AI) has been an active field of research for over a century now. The research field of AI may be grouped into various tasks that are expected from an intelligent agent; two major ones being learning & inference and planning . LÄS MER