Sökning: "stochastic methods"

Visar resultat 11 - 15 av 403 avhandlingar innehållade orden stochastic methods.

1. 11. Scalable Optimization Methods for Machine Learning : Acceleration, Adaptivity and Structured Non-Convexity

   Författare :Vien Van Mai; Mikael Johansson; John Duchi; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Large-scale optimization; Anderson acceleration; first-order methods; stochastic optimization; momentum; gradient clipping; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : This thesis aims at developing efficient optimization algorithms for solving large-scale machine learning problems. To cope with the increasing scale and complexity of such models, we focus on first-order and stochastic methods in which updates are carried out using only (noisy) information about function values and (sub)gradients. LÄS MER

3. 12. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations

   Författare :Håkon Hoel; Anders Szepessy; Ola Hössjer; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Coarse graining; Monte Carlo Methods; Stochastic processes; Numerical analysis; Numerisk analys;

   Sammanfattning : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. LÄS MER

4. 13. Coordinated Multi-Stage Inventory Systems with Stochastic Demand

   Författare :Jonas Andersson; Teknisk logistik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Management of enterprises; Produktionsteknik; Production technology; Nash Equilibria; Multi-Echelon; Coordination; Stochastic; Supply Chain; Inventory Control; Företagsledning; management;

   Sammanfattning : This thesis is based on six scientific papers providing different methods for coordinated inventory control in supply chains. The main focus is on supply chains in connection with distribution of products to customers. Two different problem areas are considered. LÄS MER

5. 14. Portfolio Optimization and Statistics in Stochastic Volatility Markets

   Författare :Carl Lindberg; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

   Sammanfattning : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. LÄS MER

7. 15. Numerical Methods for Stochastic Modeling of Genes and Proteins

   Författare :Paul Sjöberg; Per Lötstedt; Måns Ehrenberg; Achim Schroll; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; master equation; Fokker-Planck equation; stochastic models; biochemical reaction networks; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : Stochastic models of biochemical reaction networks are used for understanding the properties of molecular regulatory circuits in living cells. The state of the cell is defined by the number of copies of each molecular species in the model. LÄS MER