Search for dissertations about: "Markov chain with a general state space"
Showing result 1 - 5 of 8 swedish dissertations containing the words Markov chain with a general state space.
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1. Sequential Monte Carlo methods for conjugate state-space models
Abstract : Bayesian inference in state-space models requires the solution of high-dimensional integrals, which is intractable in general. A viable alternative is to use sample-based methods, like sequential Monte Carlo, but this introduces variance into the inferred quantities that can sometimes render the estimates useless. READ MORE
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2. Some computational aspects of Markov processes
Abstract : .... READ MORE
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3. Exploiting conjugacy in state-space models with sequential Monte Carlo
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
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4. Mean Field Games for Jump Non-Linear Markov Process
Abstract : The mean-field game theory is the study of strategic decision making in very large populations of weakly interacting individuals. Mean-field games have been an active area of research in the last decade due to its increased significance in many scientific fields. READ MORE
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5. Random Geometry and Reinforced Jump Processes
Abstract : This thesis comprises three papers studying several mathematical models related to geometric Markov processes and random processes with reinforcements. The main goal of these works is to investigate the dynamics as well as the limiting behaviour of the models as time goes to infinity, the existence of invariant measures and limiting distributions, the speed of convergence and other interesting relevant properties. READ MORE