Search for dissertations about: "Blazej Miasojedow"

Found 1 swedish dissertation containing the words Blazej Miasojedow.

2. 1. Continuous time Graphical Models and Decomposition Sampling

   Author : Jonas Hallgren; Timo Koski; Blazej Miasojedow; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : Two topics in temporal graphical probabilistic models are studied. The topics are treated in separate papers, both with applications in finance. The first paper study inference in dynamic Bayesian networks using Monte Carlo methods. A new method for sampling random variables is proposed. READ MORE