Search for dissertations about: "Markov chain with a general state space"

Showing result 1 - 5 of 6 swedish dissertations containing the words Markov chain with a general state space.

  1. 1. Some computational aspects of Markov processes

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Alexey Lindo; Göteborgs universitet.; Gothenburg University.; [2016]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Galton-Watson process; embeddability; Gumbel distribution; Markov chain with a general state space; probability generating functional; infinitely divisible distribution; Levy process; gradient method; Chen-Stein s method; random matrix.;

    Abstract : .... READ MORE

  2. 2. Mean Field Games for Jump Non-Linear Markov Process

    University dissertation from Växjö : Linnaeus University Press

    Author : Rani Basna; Linnéuniversitetet.; [2016]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mean-field games; Optimal Control; Non-linear Markov Processes; Mathematics; Matematik;

    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

  3. 3. Random Geometry and Reinforced Jump Processes

    University dissertation from Lund University, Faculty of Science, Centre for Mathematical Sciences, Mathematical Statistics

    Author : Tuan-Minh Nguyen; Lund University.; Lunds universitet.; Lund University.; [2017-11]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; random polygons; products of random matrices; vertex-reinforced jump processes; pseudotrajectories; random walks in simplexes; Markov chains in a general state space;

    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

  4. 4. Accelerating Monte Carlo methods for Bayesian inference in dynamical models

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Johan Dahlin; Linköpings universitet.; Linköpings universitet.; [2016]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Computational statistics; Monte Carlo; Markov chains; Particle filters; Machine learning; Bayesian optimisation; Approximate Bayesian Computations; Gaussian processes; Particle Metropolis-Hastings; Approximate inference; Pseudo-marginal methods;

    Abstract : Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. READ MORE

  5. 5. Stochastic model updating and model selection with application to structural dynamics

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Majid Khorsand Vakilzadeh; [2016]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Finite element model; Bayesian model selection; Bayesian model updating; stochastic simulation; Bootstrapping; Subspace system identification; Uncertainty quantification;

    Abstract : Uncertainty induced by our incomplete state of knowledge about engineering systems and their surrounding environment give rise to challenging problems in the process of building predictive models for the system behavior. One such challenge is the model selection problem, which arises due to the existence of invariably multiple candidate models with different mathematical forms to represent the system behavior, and so there is a need to assess their plausibility based on experimental data. READ MORE