Sökning: "maximum likelihood estimator"

Visar resultat 1 - 5 av 58 avhandlingar innehållade orden maximum likelihood estimator.

  1. 1. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables

    Författare :Myrsini Katsikatsou; Fan Yang-Wallentin; Irini Moustaki; Karl Gustav Jöreskog; Ruggero Bellio; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; latent variable models; factor analysis; structural equation models; Thurstonian model; item response theory; composite likelihood estimation; pairwise likelihood estimation; maximum likelihood; weighted least squares; ordinal variables; ranking variables; lavaan; Statistics; Statistik;

    Sammanfattning : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. LÄS MER

  2. 2. Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Jimmy Olsson; KTH; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; Stochastic Nonlinear Systems; Nonlinear System Identification; Learning Dynamical Models; Maximum Likelihood; Estimation; Process Disturbance; Prediction Error Method; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. LÄS MER

  3. 3. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Nyckelord :Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

  4. 4. 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

  5. 5. Calibration and Reduction of Large-Scale Dynamic Models - Application to Wind Turbine Blades

    Författare :Majid Khorsand Vakilzadeh; Chalmers University of Technology; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; maximum likelihood estimator; model reduction; finite element model calibration; Bayesian model calibration; Verification and validation; wind turbine blade; logarithmic least square estimator; large-scale dynamics model; SWPTC;

    Sammanfattning : This thesis investigates the validity of structural dynamics models of wind turbine blades. An outlook on methods for model calibration to make models valid for their intended use is presented in the thesis. The intention is to make the models valid for robust predictions. The model validity is here assessed to be of hierarchical dual level. LÄS MER