Search for dissertations about: "Maximum Likelihood"

Showing result 6 - 10 of 268 swedish dissertations containing the words Maximum Likelihood.

  2. 6. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

    Author : Jimmy Olsson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. READ MORE

  4. 7. Fatigue limit, inclusion and finite lives - a statistical point of view

    Author : Sara Lorén; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; censoring; likelihood; profile predictive likelihood; staircase test; extreme value; likelihood;

    Abstract : An important design property of steel is the fatigue limit, i.e. the load level where a specimen has infinite life. For the material it can also be defined an endurance limit, which is the stress level at which the specimen has a certain life. READ MORE

  5. 8. Analysis of Relay Channels and Improved Iterative Decoders for Turbo-Coded Decode-and-Forward Relay Channels

    Author : Khoa Huynh; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; detect-and-forward; maximum a posteriori; decode-and-forward; Maximum likelihood; iterative decoder.; relay channels; equivalent SNR; upper bound;

    Abstract : Three-node relay channels which consist of a source, a relay and a destinationare considered in this thesis. In the first part, an uncoded relay channelis studied. READ MORE

  6. 9. Essays on Estimation Methods for Factor Models and Structural Equation Models

    Author : Shaobo Jin; Fan Yang-Wallentin; Rolf Larsson; Li Cai; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; shrinkage; factor rotation; penalized maximum likelihood; pseudo-maximum likelihood; multi-group analysis; ordinal data; robustness; Statistics; Statistik;

    Abstract : This thesis which consists of four papers is concerned with estimation methods in factor analysis and structural equation models. New estimation methods are proposed and investigated.In paper I an approximation of the penalized maximum likelihood (ML) is introduced to fit an exploratory factor analysis model. READ MORE

  7. 10. Maximum likelihood detection for the linear MIMO channel

    Author : Joakim Jaldén; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signal processing; Signalbehandling;

    Abstract : this thesis the problem of maximum likelihood (ML) detection for the linear multiple-input multiple-output (MIMO) channel is considered. The thesis investigates two algorithms previously proposed in the literature for implementing the ML detector, namely semide nite relaxation and sphere decoding. READ MORE