Search for dissertations about: "Markov Chain Monte Carlo"

Showing result 16 - 20 of 79 swedish dissertations containing the words Markov Chain Monte Carlo.

  2. 16. Reconstruction of Past European Land Cover Based on Fossil Pollen Data : Gaussian Markov Random Field Models for Compositional Data

    Author : Behnaz Pirzamanbein; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Spatial Statistics; Adaptive Markov Chain Monte Carlo; Dirichlet Observation; Confidence Region; Palaeoecology; Past Human Land Use; Stochastic Partial Differential Equation;

    Abstract : The aim of this thesis is to develop statistical models to reconstruct past land cover composition and human land use based on fossil pollen records over Europe for different time periods over the past 6000 years. Accurate maps of past land cover and human land use are needed when studying the interaction between climate and land surface, and the effects of human land use on past climate. READ MORE

  4. 17. Scalable and Efficient Probabilistic Topic Model Inference for Textual Data

    Author : Måns Magnusson; Mattias Villani; Marco Kuhlmann; Jordan Boyd-Graber; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Text analysis; Bayesian inference; Markov chain Monte Carlo; topic models; Textanalys; Bayesiansk inferens; Markov chain Monte Carlo; temamodeller;

    Abstract : Probabilistic topic models have proven to be an extremely versatile class of mixed-membership models for discovering the thematic structure of text collections. There are many possible applications, covering a broad range of areas of study: technology, natural science, social science and the humanities. READ MORE

  5. 18. Exploiting conjugacy in state-space models with sequential Monte Carlo

    Author : Anna Wigren; Fredrik Lindsten; Umberto Picchini; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Abstract : Many processes we encounter in our daily lives are dynamical systems that can be described mathematically using state-space models. Exact inference of both states and parameters in these models is, in general, intractable. READ MORE

  6. 19. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

    Author : Rikard Green; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

    Abstract : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. READ MORE

  7. 20. Sequential Monte Carlo for inference in nonlinear state space models

    Author : Johan Dahlin; Thomas Schön; Fredrik Lindsten; Adam M. Johansen; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Nonlinear state space models (SSMs) are a useful class of models to describe many different kinds of systems. Some examples of its applications are to model; the volatility in financial markets, the number of infected persons during an influenza epidemic and the annual number of major earthquakes around the world. READ MORE