Search for dissertations about: "Markov chain Monte Carlo"

Showing result 11 - 15 of 79 swedish dissertations containing the words Markov chain Monte Carlo.

  1. 11. Machine learning using approximate inference : Variational and sequential Monte Carlo methods

    Author : Christian Andersson Naesseth; Thomas Schön; Fredrik Lindsten; Iain Murray; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Automatic decision making and pattern recognition under uncertainty are difficult tasks that are ubiquitous in our everyday life. The systems we design, and technology we develop, requires us to coherently represent and work with uncertainty in data. READ MORE

  2. 12. Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings

    Author : Thorbjörn Gudmundsson; Henrik Hult; Ola Hössjer; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  3. 13. On Perfect Simulation of Markovian Queueing Networks with Blocking

    Author : Dan Mattsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Markov chain; Monte Carlo methods; Propp-Wilson algorithm; perfect simulation; queueing theory; Jackson networks; birth and death processes; Jackson networks;

    Abstract : Perfect simulation of a class of Markovian queueing networks with finite buffers is examined in this monograph. The network processes defined are modelled by restricted multivariate birth and death processes with intensities depending on a random environment. The random environments are mainly a set of independent onoff processes. READ MORE

  4. 14. Spatio-Temporal Estimation for Mixture Models and Gaussian Markov Random Fields - Applications to Video Analysis and Environmental Modelling

    Author : Johan Lindström; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; vegetation; time series analysis; video segmentation; spatio-temporal modelling; precipitation; Markov chain Monte Carlo; Gaussian Markov random fields; expectation maximisation; change point detection; Bayesian recursive estimation; African Sahel; adaptive Gaussian mixtures;

    Abstract : In this thesis computationally intensive methods are used to estimate models and to make inference for large, spatio-temporal data sets. The thesis is divided into two parts: the first two papers are concerned with video analysis, while the last three papers model and investigate environmental data from the Sahel area in northern Africa. READ MORE

  5. 15. Inference in a Partially Observed Percolation Process

    Author : Oscar Hammar; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Percolation; Bayesian inference; frequentistic inference; consistency; Markov chain Monte Carlo; Monte Carlo Expectation Maximization; Markov chain Monte Carlo;

    Abstract : In this licentiate thesis, inference in a partially oberved percolation process living on a graph, is considered. Each edge of the graph is declared open with probability $\theta$ and closed with probability $1-\theta$ independently of the states of all other edges. READ MORE