Sökning: "random fields"

Visar resultat 1 - 5 av 107 avhandlingar innehållade orden random fields.

  1. 1. Models and Methods for Random Fields in Spatial Statistics with Computational Efficiency from Markov Properties

    Författare :David Bolin; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; random fields; Gaussian Markov random fields; Matérn covariances; stochastic partial differential equations; Computational efficiency;

    Sammanfattning : The focus of this work is on the development of new random field models and methods suitable for the analysis of large environmental data sets. A large part is devoted to a number of extensions to the newly proposed Stochastic Partial Differential Equation (SPDE) approach for representing Gaussian fields using Gaussian Markov Random Fields (GMRFs). LÄS MER

  3. 2. Energy transport by random fields

    Författare :Petter Östlund; KTH; []
    Nyckelord :partial coherence; radiometry; energy transport;

    Sammanfattning : .... LÄS MER

  4. 3. Numerical analysis for random processes and fields and related design problems

    Författare :Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. LÄS MER

  5. 4. Crossings and maxima in Gaussian fields and seas

    Författare :Eva Sjö; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; random waves; extremes; generalised Rice s formula; level-crossings; Gaussian random fields; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : In this thesis the focus is on crossing points in random fields and the probability distributions of various crossing variables in different applications. The crossing points are generalisations to random fields of points of level crossings by stochastic processes. LÄS MER

  7. 5. Scalable Bayesian spatial analysis with Gaussian Markov random fields

    Författare :Per Sidén; Mattias Villani; Anders Eklund; Håvard Rue; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Spatial statistics; Bayesian statistics; Gaussian Markov random fields; fMRI; Machine learning; Spatial statistik; Bayesiansk statistik; Gaussiska Markov-fält; fMRI; Maskininlärning;

    Sammanfattning : Accurate statistical analysis of spatial data is important in many applications. Failing to properly account for spatial autocorrelation may often lead to false conclusions. LÄS MER