Search for dissertations about: "Bayesian statistics"
Showing result 6 - 10 of 166 swedish dissertations containing the words Bayesian statistics.
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6. Bayesian structure learning in graphical models
Abstract : This thesis consists of two papers studying structure learning in probabilistic graphical models for both undirected graphs anddirected acyclic graphs (DAGs).Paper A, presents a novel family of graph theoretical algorithms, called the junction tree expanders, that incrementally construct junction trees for decomposable graphs. READ MORE
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7. Learning local predictive accuracy for expert evaluation and forecast combination
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
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8. Bayesian Inference in Large Data Problems
Abstract : In the last decade or so, there has been a dramatic increase in storage facilities and the possibility of processing huge amounts of data. This has made large high-quality data sets widely accessible for practitioners. This technology innovation seriously challenges traditional modeling and inference methodology. READ MORE
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9. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs
Abstract : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. READ MORE
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10. Essays on Bayesian Inference for Social Networks
Abstract : This thesis presents Bayesian solutions to inference problems for three types of social network data structures: a single observation of a social network, repeated observations on the same social network, and repeated observations on a social network developing through time.A social network is conceived as being a structure consisting of actors and their social interaction with each other. READ MORE