Search for dissertations about: "monte carlo integration"

Showing result 1 - 5 of 27 swedish dissertations containing the words monte carlo integration.

  2. 1. Sequential Monte Carlo methods for conjugate state-space models

    Author : Anna Wigren; Fredrik Lindsten; Lawrence Murray; Riccardo Sven Risuleo; Simon Maskell; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sequential Monte Carlo; Particle filter; Markov chain Monte Carlo; Conjugacy; State-space model; Probabilistic programming; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Abstract : Bayesian inference in state-space models requires the solution of high-dimensional integrals, which is intractable in general. A viable alternative is to use sample-based methods, like sequential Monte Carlo, but this introduces variance into the inferred quantities that can sometimes render the estimates useless. READ MORE

  4. 2. Solar PV in prosumer energy systems : A techno-economic analysis on sizing, integration, and risk

    Author : Nelson Sommerfeldt; Hatef Madani Larijani; Björn Palm; Michel Haller; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrify everything; building energy systems; energy systems analysis; solar heat pump; investment analysis; Monte Carlo analysis; PVT; solar hybrid; Electrify everything; byggnadsenergisystem; energisystemanalys; solvärmepump; investeringsanalys; Monte Carlo analys; PVT; solhybrid; Energy Technology; Energiteknik; Planering och beslutsanalys; Planning and Decision Analysis;

    Abstract : In the transition towards a sustainable energy system, building mounted solar photovoltaics (PV) have unique benefits; they require no additional land and the energy is generated directly at load centers. Within residential buildings, multi-family homes (MFH) are particularly interesting because of the economies of scale and their greater potential for emissions reductions. READ MORE

  5. 3. Machine learning using approximate inference : Variational and sequential Monte Carlo methods

    Author : Christian Andersson Naesseth; Thomas Schön; Fredrik Lindsten; Iain Murray; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Automatic decision making and pattern recognition under uncertainty are difficult tasks that are ubiquitous in our everyday life. The systems we design, and technology we develop, requires us to coherently represent and work with uncertainty in data. READ MORE

  6. 4. Polyelectrolyte - Surfactant Interactions in Dilute Suspensions. A Study Based on Monte Carlo simulations and Mean-Field Calcultations

    Author : Torsten Wallin; Fysikalisk kemi; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; aggregation number; linear charge density; chain flexibility; mean-field; calculation; simulation; Monte Carlo; cmc; cac; interaction; electrostatic; charged; micelle; polyelectrolyte; surfactant; hydrophilic; hydrophobic; Physical chemistry; Fysikalisk kemi;

    Abstract : The complexation of macroions or charged micelles and oppositely charged polyelectrolytes was studied by the use of Monte-Carlo simulations and mean field calculations. The Monte-Carlo simulations were performed on a simple model system with the emphasis on the electrostatic interaction, (i) polyelectrolyte rigidity, (ii) polyelectrolyte linear charge density, (iii) surfactant tail length, and (iv) the polyelectrolyte concentration. READ MORE

  7. 5. Numerical analysis for random processes and fields and related design problems

    Author : Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Keywords : 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;

    Abstract : 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. READ MORE