Sökning: "optimal estimation"
Visar resultat 1 - 5 av 336 avhandlingar innehållade orden optimal estimation.
1. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty
Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER
2. Estimation and optimal designs for multi-response Emax models
Sammanfattning : This thesis concerns optimal designs and estimation approaches for a class of nonlinear dose response models, namely multi-response Emax models. These models describe the relationship between the dose of a drug and two or more efficacy and/or safety variables. LÄS MER
3. Optimal Subsampling Designs Under Measurement Constraints
Sammanfattning : We consider the problem of optimal subsample selection in an experiment setting where observing, or utilising, the full dataset for statistical analysis is practically unfeasible. This may be due to, e.g., computational, economic, or even ethical cost-constraints. LÄS MER
4. Parallel Stochastic Estimation on Multicore Platforms
Sammanfattning : The main part of this thesis concerns parallelization of recursive Bayesian estimation methods, both linear and nonlinear such. Recursive estimation deals with the problem of extracting information about parameters or states of a dynamical system, given noisy measurements of the system output and plays a central role in signal processing, system identification, and automatic control. LÄS MER
5. Estimation and optimal input design in sparse models
Sammanfattning : Sparse parameter estimation is an important aspect of system identification, as it allows for reducing the order of a model, and also some models in system identification inherently exhibit sparsity in their parameters. The accuracy of the estimated sparse model depends directly on the performance of the sparse estimation methods. LÄS MER