Search for dissertations about: "Bayes theorem"

Showing result 1 - 5 of 7 swedish dissertations containing the words Bayes theorem.

  2. 1. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

  4. 2. Decision Making in Fire Risk Management

    Author : Henrik Tehler; Avdelningen för Brandteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Various normative decision theories are discussed in the context of fire risk management. A method suitable for practical decision making in respect to fire safety investments is presented and exemplified. The method involves the use of second-order probabilities to represent uncertainty regarding probability values. READ MORE

  5. 3. Bayesian learning of structured dynamical systems

    Author : Riccardo Sven Risuleo; Håkan Hjalmarsson; Johan Schoukens; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; bayesian learning; machine learning; Gaussian processes; Electrical Engineering; Elektro- och systemteknik;

    Abstract : In this thesis, we propose some Bayesian approaches to the identificationof structured dynamical systems. In particular, we consider block-orientedmodels in which a complex system is built starting from simple linear andnonlinear building blocks. READ MORE

  6. 4. Analytical Approximations for Bayesian Inference

    Author : Tohid Ardeshiri; Fredrik Gustafsson; Johan Wolfgang Koch; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Bayesian inference is a statistical inference technique in which Bayes’ theorem is used to update the probability distribution of a random variable using observations. Except for few simple cases, expression of such probability distributions using compact analytical expressions is infeasible. READ MORE

  7. 5. Structural Health Monitoring of Bridges : Model-free damage detection method using Machine Learning

    Author : Cláudia Neves; Raid Karoumi; John Leander; Ignacio Gonzalez; Eleni Chatzi; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Structural Health Monitoring; Machine Learning; Damage detection; Model-free based method; Artificial Neural Networks; Gaussian Process; Cost optimization; Byggvetenskap; Civil and Architectural Engineering;

    Abstract : This is probably the most appropriate time for the development of robust and reliable structural damage detection systems as aging civil engineering structures, such as bridges, are being used past their life expectancy and beyond their original design loads. Often, when a significant damage to the structure is discovered, the deterioration has already progressed far and required repair is substantial. READ MORE