Search for dissertations about: "Thorbjörn Gudmundsson"

Found 2 swedish dissertations containing the words Thorbjörn Gudmundsson.

  2. 1. Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings

    Author : Thorbjörn Gudmundsson; Henrik Hult; Ola Hössjer; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  4. 2. Rare-event simulation with Markov chain Monte Carlo

    Author : Thorbjörn Gudmundsson; Henrik Hult; Ad Ridder; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. READ MORE