Sökning: "bayesian-inference"

Visar resultat 11 - 15 av 80 avhandlingar innehållade ordet bayesian-inference.

  1. 11. Bayesian Inference with Unknown Noise Covariance

    Författare :Lennart Svensson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis studies Bayesian methods in statistical signal processing. A central theme is that the treatment of the unknown noise covariance matrix is of chief concern for all scenarios. As a first application, the detection of land mines using infrared techniques is investigated. LÄS MER

  3. 12. Computational methods for Bayesian inference in macroeconomic models

    Författare :Ingvar Strid; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The New Macroeconometrics may succinctly be described as the application of Bayesian analysis to the class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models. A prominent local example from this research area is the development and estimation of the RAMSES model, the main macroeconomic model in use at Sveriges Riksbank. LÄS MER

  4. 13. Bayesian Inference in Structural Second-Price Auctions

    Författare :Bertil Wegmann; Mattias Villani; Samita Sareen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Asymmetry; Bid function approximation; Common values; Gamma model; Gaussian model; Markov Chain Monte Carlo; Private values; Variable selection; Internet auctions; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : The aim of this thesis is to develop efficient and practically useful Bayesian methods for statistical inference in structural second-price auctions. The models are applied to a carefully collected coin auction dataset with bids and auction-specific characteristics from one thousand Internet auctions on eBay. LÄS MER

  5. 14. Bayesian inference for high dimensional factor copula models

    Författare :Hoang Nguyen; Maria Conception Ausin Olivera; Pedro Galeano San Miguel; Universidad Carlos III de Madrid; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Copulas have been applied to many research areas as multivariate probability distributions for non-linear dependence structures. However, extending copula functions in high dimensions is challenging due to the increase of model parameters and computational intensity. LÄS MER

  7. 15. Bayesian Inference for Microwave Diagnostics at Joint European Torus

    Författare :Stefan Schmuck; Per Brunsell; Thomas Jonsson; Jakob Svensson; Laurie Porte; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; ECE; Bayesian; Fourier transform; spectroscopy; joint inference; length-scale; Gaussian process; microwave diagnostic; JET; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : The major goal of this thesis is to perform Bayesian inference jointly for electron kinetic profiles, a toroidal magnetic field correction, diagnostic sensitivities, and wall reflection properties given noisy measurements of four microwave diagnostics at the tokamak JET. Besides the measurements, this kind of inference considers prior knowledge, like profile length-scales, to update objectively the information about the physics parameters. LÄS MER