Search for dissertations about: "Gaussian random fields"

Showing result 1 - 5 of 18 swedish dissertations containing the words Gaussian random fields.

  1. 1. Crossings and maxima in Gaussian fields and seas

    Author : Eva Sjö; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; random waves; extremes; generalised Rice s formula; level-crossings; Gaussian random fields; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : In this thesis the focus is on crossing points in random fields and the probability distributions of various crossing variables in different applications. The crossing points are generalisations to random fields of points of level crossings by stochastic processes. READ MORE

  2. 2. Gaussian Bridges : Modeling and Inference

    Author : Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
    Keywords : 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. 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

  4. 4. Scalable Bayesian spatial analysis with Gaussian Markov random fields

    Author : Per Sidén; Mattias Villani; Anders Eklund; Håvard Rue; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Spatial statistics; Bayesian statistics; Gaussian Markov random fields; fMRI; Machine learning; Spatial statistik; Bayesiansk statistik; Gaussiska Markov-fält; fMRI; Maskininlärning;

    Abstract : Accurate statistical analysis of spatial data is important in many applications. Failing to properly account for spatial autocorrelation may often lead to false conclusions. READ MORE

  5. 5. 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