Sökning: "likelihood"

Visar resultat 11 - 15 av 878 avhandlingar innehållade ordet likelihood.

  1. 11. Searching for Gamma Rays from Galaxy Clusters with the Fermi Large Area Telescope : Cosmic Rays and Dark Matter

    Författare :Stephan Zimmer; Jan Conrad; Christophe Clement; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; galaxy clusters; gamma rays; cosmic rays; dark matter; fermi-lat; likelihood analysis; joint likelihood;

    Sammanfattning : In this licentiate thesis, I report a search for GeV γ rays towards the location of Galaxy clusters. I mainly discuss the results of a search for cosmic-ray (CR) induced γ-ray emission but also briefly elaborate on a related study, searching for Dark Matter (DM)-induced γ-ray emission from Galaxy clusters. LÄS MER

  2. 12. 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. 13. Feasible computation of generalized linear mixed models with application to credit risk modelling

    Författare :Md. Moudud Alam; Göran Boström; Örebro universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik; Complex Systems – Microdata Analysis;

    Sammanfattning : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. LÄS MER

  4. 14. On Bit-Wise Decoders for Coded Modulation

    Författare :Mikhail Ivanov; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; bit-error probability; L-values; labeling; Gray code; coded modulation; log-likelihood ratio; maximum likelihood decoder; Additive white Gaussian noise; quadrature amplitude modulation.; interleaver; flat fading channel; pairwise error probability;

    Sammanfattning : Coded modulation is a technique that emerged as a response to the growing demand for high data rates. It was devised to achieve high spectral efficiency with high reliability, potentially approaching Shannon’s capacity. The main idea of coded modulation consists in combining error-correcting coding with higher-order modulation. LÄS MER

  5. 15. 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