Search for dissertations about: "Expectation-Maximization Algorithm"

Showing result 11 - 15 of 44 swedish dissertations containing the words Expectation-Maximization Algorithm.

  1. 11. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

    Author : Jimmy Olsson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. READ MORE

  2. 12. On particle-based online smoothing and parameter inference in general hidden Markov models

    Author : Johan Westerborn; Jimmy Olsson; Thomas Schön; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of two papers studying online inference in general hidden Markov models using sequential Monte Carlo methods.The first paper present an novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently perform online approximation of smoothed expectations of additive state functionals in general hidden Markov models. READ MORE

  3. 13. On particle-based online smoothing and parameter inference in general state-space models

    Author : Johan Westerborn; Jimmy Olsson; Sumeetpal Singh; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis consists of 4 papers, presented in Paper A-D, on particle- based online smoothing and parameter inference in general state-space hidden Markov models.In Paper A a novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently performing online approxima- tion of smoothed expectations of additive state functionals in general hidden Markov models, is presented. READ MORE

  4. 14. Available-Bandwidth Estimation in Packet-Switched Communication Networks

    Author : Erik Bergfeldt; Johan M Karlsson; Terje Jensen; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Telecommunication; Telekommunikation;

    Abstract : This thesis presents novel methods that are able to perform real-time estimation of the available bandwidth of a network path. In networks such as the Internet, knowledge of bandwidth characteristics is of great significance in, e.g., network monitoring, admission control, and audio/video streaming. READ MORE

  5. 15. Novel likelihood-based inference techniques for sequential data with medical and biological applications

    Author : Negar Safinianaini; Henrik Boström; Morris Quaid; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : The probabilistic approach is crucial in modern machine learning, as it provides transparency and quantification of uncertainty. This thesis is concerned with the probabilistic building blocks, i.e., probabilistic graphical models (PGM) followed by application of standard deterministic approximate inference, i. READ MORE