Search for dissertations about: "MCMC"

Showing result 11 - 15 of 48 swedish dissertations containing the word MCMC.

  1. 11. 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

  2. 12. Particle filters and Markov chains for learning of dynamical systems

    Author : Fredrik Lindsten; Thomas B. Schön; Lennart Ljung; Fredrik Gustafsson; Arnaud Doucet; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Bayesian learning; System identification; Sequential Monte Carlo; Markov chain Monte Carlo; Particle MCMC; Particle filters; Particle smoothers;

    Abstract : Sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods provide computational tools for systematic inference and learning in complex dynamical systems, such as nonlinear and non-Gaussian state-space models. This thesis builds upon several methodological advances within these classes of Monte Carlo methods. READ MORE

  3. 13. Empirical Bayes Methods for DNA Microarray Data

    Author : Ingrid Lönnstedt; Allan Gut; Tom Britton; Mette Langaas; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; two-channel microarrays; differential expression; replication; empirical Bayes; factorial design; interaction; time trends; hierarchical Bayes; MCMC simulations; ANOVA; F-statistics; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Abstract : cDNA microarrays is one of the first high-throughput gene expression technologies that has emerged within molecular biology for the purpose of functional genomics. cDNA microarrays compare the gene expression levels between cell samples, for thousands of genes simultaneously. READ MORE

  4. 14. Markov Chain Monte Carlo Methods and Applications in Neuroscience

    Author : Federica Milinanni; Pierre Nyquist; Mark Clements; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Markov chain Monte Carlo; Large deviations; Subcellular pathway models; Markov chain Monte Carlo; Stora avvikelser; Subcellular pathway models; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : An important task in brain modeling is that of estimating model parameters and quantifying their uncertainty. In this thesis we tackle this problem from a Bayesian perspective: we use experimental data to update the prior information about model parameters, in order to obtain their posterior distribution. READ MORE

  5. 15. Computer based statistical treatment in models with incidental parameters : inspired by car crash data

    Author : Anna Vadeby; Ola Hössjer; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical model; Accident; Statistics; Analysis; Driver; Characteristics; MATHEMATICS; MATEMATIK; 812 Road: Collation of accident statistics; 812 Road: Collation of accident statistics;

    Abstract : Bootstrap and Markov chain Monte Carlo methods have received much attention in recent years. We study computer intensive methods that can be used in complex situations where it is not possible to express the likelihood estimates or the posterior analytically. The work is inspired by a set of car crash data from real traffic. READ MORE