Search for dissertations about: "Bayesian estimation"

Showing result 11 - 15 of 163 swedish dissertations containing the words Bayesian estimation.

  2. 11. DSGE Model Estimation and Labor Market Dynamics

    Author : Glenn Mickelsson; Nils Gottfries; Karl Walentin; Martin M Andreasen; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; DSGE Models; Macroeconomics; Estimation; Uninformative Priors; Maximum Likelihood; Labor Hoarding; US Labor Market; Swedish Micro Data; Economics; Nationalekonomi;

    Abstract : Essay 1: Estimation of DSGE Models with Uninformative PriorsDSGE models are typically estimated using Bayesian methods, but because prior information may be lacking, a number of papers have developed methods for estimation with less informative priors (diffuse priors). This paper takes this development one step further and suggests a method that allows full information maximum likelihood (FIML) estimation of a medium-sized DSGE model. READ MORE

  4. 12. Bayesian portfolio selection and risk estimation

    Author : Vilhelm Niklasson; Taras Bodnar; Andreas Stephan; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis concerns portfolio theory from a Bayesian perspective and it includes two papers related to this theme. In the first paper, optimal portfolio weights are derived from a Bayesian perspective to the problem of minimizing the portfolio risk in terms of value at risk (VaR) or conditional value at risk (CVaR) given a certain level of expected return. READ MORE

  5. 13. Bayesian Phylogenetic Inference

    Author : Sebastian Höhna; Tom Britton; Fredrik Ronquist; Lars Arvestad; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : In this thesis we consider two very different topics in Bayesian phylogenetic inference. The first paper, "Inferring speciation and extinction rates under different sampling schemes" by Sebastian Höhna, Tanja Stadler, Fredrik Ronquist and Tom Britton, focuses on estimating the rates of speciation and extinction of species when only a subsample of the present day species is available. READ MORE

  6. 14. Design and Optimization of In-Cycle Closed-Loop Combustion Control with Multiple Injections

    Author : Carlos Jorques Moreno; Förbränningsmotorer; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Diesel Combustion; Pilot-Main Injection; Pilot Mass Estimation; Cylinder Volume Estimation; Bayesian Estimation; In-Cycle Combustion Controllability; In-Cycle Combustion Control; Model Predictive Combustion Control; Stochastic Combustion Optimization; Hardware Quantification;

    Abstract : With the increasing demand of transportation, biofuels play a fundamental role in the transition to sustainable powertrains. For the increased uncertainty of biofuel combustion properties, advanced combustion control systems have the potential to operate the engine with high flexibility while maintaining a high efficiency and robustness. READ MORE

  7. 15. Bayesian Inference for Microwave Diagnostics at Joint European Torus

    Author : Stefan Schmuck; Per Brunsell; Thomas Jonsson; Jakob Svensson; Laurie Porte; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; ECE; Bayesian; Fourier transform; spectroscopy; joint inference; length-scale; Gaussian process; microwave diagnostic; JET; Electrical Engineering; Elektro- och systemteknik;

    Abstract : The major goal of this thesis is to perform Bayesian inference jointly for electron kinetic profiles, a toroidal magnetic field correction, diagnostic sensitivities, and wall reflection properties given noisy measurements of four microwave diagnostics at the tokamak JET. Besides the measurements, this kind of inference considers prior knowledge, like profile length-scales, to update objectively the information about the physics parameters. READ MORE