Search for dissertations about: "Inverse covariance matrix"

Showing result 1 - 5 of 19 swedish dissertations containing the words Inverse covariance matrix.

2. 1. Modeling the covariance matrix of financial asset returns

   Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE

4. 2. Comparative network analysis of human cancer: sparse graphical models with modular constraints and sample size correction

   Author : José Sánchez; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Inverse covariance matrix; precision matrix; graphical models; high-dimension; low-sample; networks; sparsity; fused lasso; elastic net; cancer.; fused lasso;

   Abstract : In the study of transcriptional data for different groups (e.g. cancer types) it's reasonable to assume that some dependencies between genes on a transcriptional or genetic variants level are common across groups. Also, that this property is preserved locally, thus defining a modular structure in the model networks. READ MORE

5. 3. Network models with applications to genomic data: generalization, validation and uncertainty assessment

   Author : José Sánchez; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Inverse covariance matrix; precision matrix; graphical models; high-dimension; low-sample; networks; sparsity; fused lasso; elastic net; cancer; TCGA pan cancer analysis; online resource; discriminant analysis; classification; networks;

   Abstract : The aim of this thesis is to provide a framework for the estimation and analysis of transcription networks in human cancer. The methods we develop are applied to data collected by The Cancer Genome Atlas (TCGA) and supporting simulations are based on derived models in order to reflect real data structure. READ MORE

6. 4. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

   Author : Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

   Abstract : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. READ MORE

7. 5. Optimizing Networked Systems and Inverse Optimal Control

   Author : Han Zhang; Xiaoming Hu; Elias Jarlebring; Yiguang Hong; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Networked systems; energy optimal consensus control; semi-definite programming; distributed optimization; inverse optimal control; Mathematics; Matematik;

   Abstract : This thesis is concerned with the problems of optimizing networked systems, including designing a distributed energy optimal consensus controller for homogeneous networked linear systems, maximizing the algebraic connectivity of a network by projected saddle point dynamics. In addition, the inverse optimal control problems for discrete-time finite time-horizon Linear Quadratic Regulators (LQRs) are considered. READ MORE