Search for dissertations about: "Bayesian model selection"

Showing result 1 - 5 of 26 swedish dissertations containing the words Bayesian model selection.

  1. 1. Model Selection and Sparse Modeling

    University dissertation from Uppsala : Institutionen för informationsteknologi

    Author : Yngve Selén; Uppsala universitet.; Uppsala universitet.; [2007]
    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; TECHNOLOGY Information technology Signal processing; TEKNIKVETENSKAP Informationsteknik 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

    University dissertation from Uppsala : Institutionen för informationsteknologi

    Author : Majid Khorsand Vakilzadeh; [2016]
    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. Bayesian Phylogenetics and the Evolution of Gall Wasps

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Johan A. A. Nylander; Uppsala universitet.; [2004]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Biology; Bayesian analysis; Bayes factors; Cynipidae; gall wasps; MCMC; model averaging; model selection; phylogeny; total evidence; Biologi; NATURAL SCIENCES Biology; NATURVETENSKAP 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

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

    University dissertation from Stockholm : Department of Statistics, Stockholm University

    Author : Bertil Wegmann; Stockholms universitet.; [2011]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymmetry; Bid function approximation; Common values; Gamma model; Gaussian model; Markov Chain Monte Carlo; Private values; Variable selection; Internet auctions; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik; statistik; Statistics;

    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

  5. 5. Applications of Bayesian Econometrics to Financial Economics

    University dissertation from Department of Economics, Lund Universtiy

    Author : Christoffer Bengtsson; Lunds universitet.; Lund University.; [2006]
    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 : Popular Abstract in Swedish Denna doktorsavhandling består av fyra fristående artiklar. Artiklarna har det gemensamt att de alla använder Bayesiansk ekonometri, i kombination med s.k. Markov chain Monte Carlo (MCMC) metoder, för att studera olika problem inom finansiell ekonomi. READ MORE