Search for dissertations about: "MCMC"

Showing result 6 - 10 of 48 swedish dissertations containing the word MCMC.

  2. 6. Some Statistical Aspects of Cancer Risk Estimation

    Author : Johan Eklund; Lennart Bondesson; Yuri Belyaev; Tom Britton; Umeå universitet; []
    Keywords : Cancer risk; competing risk model; prediction; familial cancer; hierarchic model; method of moments; maximum likelihood; MCMC;

    Abstract : .... READ MORE

  4. 7. Coverage problems for Strauss disc processes

    Author : Jessica Fahlén; Sara de Luna; Lennart Bondesson; Sven-Erick Alm; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Binomial point process; coverage process; disc process; hard-core distance; McMC; Poisson point process; spatial point process; Strauss process; vacancy; Statistics; Statistik; Mathematical Statistics; matematisk statistik;

    Abstract : .... READ MORE

  5. 8. Bayesian Cluster Analysis : Some Extensions to Non-standard Situations

    Author : Jessica Franzén; Daniel Thorburn; Jukka Corander; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Cluster analysis; Clustering; Classification; Mixture model; Gaussian; Bayesian inference; MCMC; Gibbs sampler; Deviant group; Longitudinal; Missing data; Multiple imputation; Statistics; Statistik; Statistics; statistik;

    Abstract : The Bayesian approach to cluster analysis is presented. We assume that all data stem from a finite mixture model, where each component corresponds to one cluster and is given by a multivariate normal distribution with unknown mean and variance. READ MORE

  6. 9. Essays on Financial Market Volatility

    Author : Ai Jun HOU; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Abstract : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. READ MORE

  7. 10. Bayesian Models for Multilingual Word Alignment

    Author : Robert Östling; Mats Wirén; Ola Knutsson; Jörg Tiedemann; Sharon Goldwater; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; word alignment; parallel text; Bayesian models; MCMC; linguistic typology; sign language; annotation transfer; transfer learning; Linguistics; lingvistik;

    Abstract : In this thesis I explore Bayesian models for word alignment, how they can be improved through joint annotation transfer, and how they can be extended to parallel texts in more than two languages. In addition to these general methodological developments, I apply the algorithms to problems from sign language research and linguistic typology. READ MORE