Search for dissertations about: "Likelihood computations"

Showing result 1 - 5 of 11 swedish dissertations containing the words Likelihood computations.

  2. 1. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    Author : Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. READ MORE

  4. 2. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions

    Author : Nader Tajvidi; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; generalised Pareto distribution; multivariate extreme value theory; multivariate Pareto distribution; small sample properties; Bartlett s correction; maximum likelihood; statistical computations; simulation AMS 1991 subject classification: 62F11; 62E20; 60F17; 65U05; 62E20;

    Abstract : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. READ MORE

  5. 3. Extensions and Applications of Affine Shape

    Author : Rikard Berthilsson; Matematik LTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Systems engineering; Matematik; Mathematics; density of shape; maximum likelihood; matching constraint; surface; curve; handwriting; recognition; affine shape; reconstruction; computer technology; Data- och systemvetenskap;

    Abstract : A central problem in computer vision is to reconstruct the three-dimensional structure of a scene from a set of two-dimensional images. Traditionally this is done by extracting a set of characteristic points in the scene and to compute a reconstruction of these points. READ MORE

  6. 4. Numerical Algorithms for Optimization Problems in Genetical Analysis

    Author : Kateryna Mishchenko; Sverker Holmgren; Dmitrii Silvestrov; Lars Rönnegård; Ann-Charlotte Berglund Sonnhammer; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Quantitative Trait Loci QTL ; restricted maximum likelihood REML ; variance components; average information AI matrix; Local optimization; Quasi-Newton method; Active Set method; Hessian approximation; BFGS update; Applied mathematics; Tillämpad matematik; Matematik tillämpad matematik;

    Abstract : The focus of this thesis is on numerical algorithms for efficient solution of QTL analysis problem in genetics.Firstly, we consider QTL mapping problems where a standard least-squares model is used for computing the model fit. READ MORE

  7. 5. Bayesian Inference in Large Data Problems

    Author : Matias Quiroz; Mattias Villani; Bani K. Mallick; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Large data sets; Markov chain Monte Carlo; Survey sampling; Pseudo-marginal MCMC; Delayed acceptance MCMC; Statistics; statistik;

    Abstract : In the last decade or so, there has been a dramatic increase in storage facilities and the possibility of processing huge amounts of data. This has made large high-quality data sets widely accessible for practitioners. This technology innovation seriously challenges traditional modeling and inference methodology. READ MORE