Search for dissertations about: "Bayesian model selection"

Showing result 1 - 5 of 43 swedish dissertations containing the words Bayesian model selection.

  1. 1. 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

  2. 2. Stochastic model updating and model selection with application to structural dynamics

    Author : Majid Khorsand Vakilzadeh; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Finite element model; Bayesian model selection; Bayesian model updating; stochastic simulation; Bootstrapping; Subspace system identification; Uncertainty quantification;

    Abstract : Uncertainty induced by our incomplete state of knowledge about engineering systems and their surrounding environment give rise to challenging problems in the process of building predictive models for the system behavior. One such challenge is the model selection problem, which arises due to the existence of invariably multiple candidate models with different mathematical forms to represent the system behavior, and so there is a need to assess their plausibility based on experimental data. READ MORE

  3. 3. Learning local predictive accuracy for expert evaluation and forecast combination

    Author : Oscar Oelrich; Mattias Villani; Francesco Ravazzolo; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian; forecast combination; predictive density; Gaussian process; bootstrap; Bayes factors; model selection; Bayesian predictive synthesis; nonparametric methods; power transformation; expected log predictive density; variable selection; statistik; Statistics;

    Abstract : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. READ MORE

  4. 4. Bayesian Phylogenetics and the Evolution of Gall Wasps

    Author : Johan A. A. Nylander; Fredrik Ronquist; Sydney A. Cameron; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Biology; Bayesian analysis; Bayes factors; Cynipidae; gall wasps; MCMC; model averaging; model selection; phylogeny; total evidence; Biologi; Biology; Biologi;

    Abstract : This thesis concerns the phylogenetic relationships and the evolution of the gall-inducing wasps belonging to the family Cynipidae. Several previous studies have used morphological data to reconstruct the evolution of the family. READ MORE

  5. 5. Bayesian Inference in Structural Second-Price Auctions

    Author : Bertil Wegmann; Mattias Villani; Samita Sareen; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymmetry; Bid function approximation; Common values; Gamma model; Gaussian model; Markov Chain Monte Carlo; Private values; Variable selection; Internet auctions; Statistics; Statistik; Statistics; statistik;

    Abstract : The aim of this thesis is to develop efficient and practically useful Bayesian methods for statistical inference in structural second-price auctions. The models are applied to a carefully collected coin auction dataset with bids and auction-specific characteristics from one thousand Internet auctions on eBay. READ MORE