Search for dissertations about: "Gaussian processes"

Showing result 1 - 5 of 94 swedish dissertations containing the words Gaussian processes.

  1. 1. Some Markov Processes in Finance and Kinetics : Markov Processes

    Author : Mattias Sundén; Mattias Sunden; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

    Abstract : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. READ MORE

  2. 2. Gaussian Bridges : Modeling and Inference

    Author : Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

    Abstract : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. READ MORE

  3. 3. Spatial Mixture Models with Applications in Medical Imaging and Spatial Point Processes

    Author : Anders Hildeman; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; NATURAL SCIENCES; Non-Gaussian; Bayesian level set inversion; Point processes; Substitute CT; Finite mixture models; Spatial statistics; Gaussian fields;

    Abstract : Finite mixture models have proven to be a great tool for both modeling non-standard probability distributions and for classification problems (using the latent variable interpretation). In this thesis we are building spatial models by incorporating spatially dependent categorical latent random fields in a hierarchical manner similar to that of finite mixture models. READ MORE

  4. 4. Spatial Mixture Models with Applications in Medical Imaging and Spatial Point Processes

    Author : Anders Hildeman; Chalmers University of Technology; []
    Keywords : NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; NATURAL SCIENCES; Non-Gaussian; Bayesian level set inversion; Point processes; Spatial statistics; Substitute CT; Finite mixture models; Gaussian fields;

    Abstract : Finite mixture models have proven to be a great tool for both modeling non-standard probability distributions and for classification problems (using the latent variable interpretation). In this thesis we are building spatial models by incorporating spatially dependent categorical latent random fields in a hierarchical manner similar to that of finite mixture models. READ MORE

  5. 5. Gaussian process models of social change

    Author : Björn Rune Helmer Blomqvist; David J. T. Sumpter; Ranjula Bali Swain; Ian Vernon; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Gaussian processes; Bayesian statistics; Dynamical systems; Social sciences; Tillämpad matematik och statistik; Applied Mathematics and Statistics;

    Abstract : Social systems produce complex and nonlinear relationships in the indicator variables that describe them. Traditional statistical regression techniques are commonly used in the social sciences to study such systems. READ MORE