Search for dissertations about: "Bayesian estimation"

Showing result 6 - 10 of 163 swedish dissertations containing the words Bayesian estimation.

2. 6. Bayesian Cluster Analysis : Some Extensions to Non-standard Situations

   Author : Jessica Franzén; Daniel Thorburn; Jukka Corander; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Cluster analysis; Clustering; Classification; Mixture model; Gaussian; Bayesian inference; MCMC; Gibbs sampler; Deviant group; Longitudinal; Missing data; Multiple imputation; Statistics; Statistik; Statistics; statistik;

   Abstract : The Bayesian approach to cluster analysis is presented. We assume that all data stem from a finite mixture model, where each component corresponds to one cluster and is given by a multivariate normal distribution with unknown mean and variance. READ MORE

4. 7. Applications of Bayesian Econometrics to Financial Economics

   Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

   Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE

5. 8. Bayesian Modeling of Conditional Densities

   Author : Feng Li; Mattias Villani; Sylvia Frühwirth-Schnatter; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Density estimation; smooth mixtures; surface regression; copulas; Markov chain Monte Carlo; Statistics; statistik;

   Abstract : This thesis develops models and associated Bayesian inference methods for flexible univariate and multivariate conditional density estimation. The models are flexible in the sense that they can capture widely differing shapes of the data. The estimation methods are specifically designed to achieve flexibility while still avoiding overfitting. READ MORE

6. 9. Model Selection and Sparse Modeling

   Author : Yngve Selén; Peter Stoica; Jean-Jacques Fuchs; Uppsala universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; model selection; model order selection; model averaging; nested models; sparse models; Bayesian inference; MMSE estimation; MAP estimation; ML estimation; AIC; BIC; GIC; RAKE receivers; pulse compression; radar; linear models; linear regression models; Signal processing; Signalbehandling;

   Abstract : Parametric signal models are used in a multitude of signal processing applications. This thesis deals with signals for which there are many candidate models, and it is not a priori known which model is the most appropriate one. READ MORE

7. 10. Conjugate priors for Bayesian object tracking

   Author : Yuxuan Xia; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Bayesian estimation; object tracking; multi-object smoothing; backward simulation; automotive radar; extended object; conjugate prior; random finite sets; multi-object tracking; sets of trajectories.;

   Abstract : Object tracking refers to the problem of using noisy sensor measurements to determine the location and characteristics of objects of interest in clutter. Nowadays, object tracking has found applications in numerous research venues as well as application areas, including air traffic control, maritime navigation, remote sensing, intelligent video surveillance, and more recently environmental perception, which is a key enabling technology in autonomous vehicles. READ MORE