Sökning: "partially observed Markov process"
Visar resultat 1 - 5 av 6 avhandlingar innehållade orden partially observed Markov process.
1. Inference in a Partially Observed Percolation Process
Sammanfattning : In this licentiate thesis, inference in a partially oberved percolation process living on a graph, is considered. Each edge of the graph is declared open with probability $\theta$ and closed with probability $1-\theta$ independently of the states of all other edges. LÄS MER
2. Stochastic dynamic modelling and statistical analysis of infectious disease spread and cancer treatment
Sammanfattning : Mathematical models have proven valuable for public health decision makers as they can provide insights into the understanding, control and, ultimately, the prevention of diseases. This thesis contains four manuscripts dealing with stochastic dynamic modelling and statistical analysis of infectious disease spread and optimization of cancer treatment. LÄS MER
3. On inference in partially observed Markov models using sequential Monte Carlo methods
Sammanfattning : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. LÄS MER
4. Intelligent System Designs : Data-driven Sensor Calibration & Smart Meter Privacy
Sammanfattning : Nowadays, the intelligent system has gained high popularity in successful implementation of real-time tasks due to its capability of providing efficient and powerful decision making in real applications. In this thesis, we aim for exploring and exploiting different concepts or methods to handle different tasks towards the intelligent system design. LÄS MER
5. Control and Communication with Signal-to-Noise Ratio Constraints
Sammanfattning : This thesis is about two problems in the intersection of communication and control theory. Their common feature is that they involve communication over an additive white noise channel with a signal-to-noise ratio (SNR) constraint. The first problem concerns the transmission of a real-valued signal from a partially observed Markov source. LÄS MER