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Showing result 1 - 5 of 109 swedish dissertations matching the above criteria.
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1. Some Markov Processes in Finance and Kinetics : Markov Processes
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
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2. Gaussian Bridges : Modeling and Inference
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
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3. Tailoring Gaussian processes and large-scale optimisation
Abstract : This thesis is centred around Gaussian processes and large-scale optimisation, where the main contributions are presented in the included papers.Provided access to linear constraints (e.g. equilibrium conditions), we propose a constructive procedure to design the covariance function in a Gaussian process. READ MORE
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4. Spatial Mixture Models with Applications in Medical Imaging and Spatial Point Processes
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
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5. Gaussian process models of social change
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