Search for dissertations about: "Gaussian Markov Random Field"

Showing result 1 - 5 of 13 swedish dissertations containing the words Gaussian Markov Random Field.

  2. 1. Spatio-Temporal Estimation for Mixture Models and Gaussian Markov Random Fields - Applications to Video Analysis and Environmental Modelling

    Author : Johan Lindström; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; vegetation; time series analysis; video segmentation; spatio-temporal modelling; precipitation; Markov chain Monte Carlo; Gaussian Markov random fields; expectation maximisation; change point detection; Bayesian recursive estimation; African Sahel; adaptive Gaussian mixtures;

    Abstract : In this thesis computationally intensive methods are used to estimate models and to make inference for large, spatio-temporal data sets. The thesis is divided into two parts: the first two papers are concerned with video analysis, while the last three papers model and investigate environmental data from the Sahel area in northern Africa. READ MORE

  4. 2. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

  5. 3. Models and Methods for Random Fields in Spatial Statistics with Computational Efficiency from Markov Properties

    Author : David Bolin; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; random fields; Gaussian Markov random fields; Matérn covariances; stochastic partial differential equations; Computational efficiency;

    Abstract : The focus of this work is on the development of new random field models and methods suitable for the analysis of large environmental data sets. A large part is devoted to a number of extensions to the newly proposed Stochastic Partial Differential Equation (SPDE) approach for representing Gaussian fields using Gaussian Markov Random Fields (GMRFs). READ MORE

  6. 4. Statistical methods in medical image estimation and sparse signal recovery

    Author : Fekadu Lemessa Bayisa; Jun Yu; Ottmar Cronie; Henning Omre; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Computed tomography; magnetic resonance imaging; Gaussian mixture model; skew-Gaussian mixture model; hidden Markov random field; hidden Markov model; supervised statistical learning; synthetic CT images; pseudo-CT images; spike and slab prior; adaptive algorithm;

    Abstract : This thesis presents work on methods for the estimation of computed tomography (CT) images from magnetic resonance (MR) images for a number of diagnostic and therapeutic workflows. The study also demonstrates sparse signal recovery method, which is an intermediate method for magnetic resonance image reconstruction. READ MORE

  7. 5. Reconstruction of Past European Land Cover Based on Fossil Pollen Data : Gaussian Markov Random Field Models for Compositional Data

    Author : Behnaz Pirzamanbein; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Spatial Statistics; Adaptive Markov Chain Monte Carlo; Dirichlet Observation; Confidence Region; Palaeoecology; Past Human Land Use; Stochastic Partial Differential Equation;

    Abstract : The aim of this thesis is to develop statistical models to reconstruct past land cover composition and human land use based on fossil pollen records over Europe for different time periods over the past 6000 years. Accurate maps of past land cover and human land use are needed when studying the interaction between climate and land surface, and the effects of human land use on past climate. READ MORE