Sökning: "stochastic dif­ferential equations"

Hittade 1 avhandling innehållade orden stochastic dif­ferential equations.

1. 1. Simulation-based Inference : From Approximate Bayesian Computation and Particle Methods to Neural Density Estimation

   Författare :Samuel Wiqvist; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian statistics; computational statistics; deep learning; mixed­-effects; sequential Monte Carlo; stochastic dif­ferential equations;

   Sammanfattning : This doctoral thesis in computational statistics utilizes both Monte Carlo methods(approximate Bayesian computation and sequential Monte Carlo) and machine­-learning methods (deep learning and normalizing flows) to develop novel algorithms for infer­ence in implicit Bayesian models. Implicit models are those for which calculating the likelihood function is very challenging (and often impossible), but model simulation is feasible. LÄS MER