Search for dissertations about: "Monte Carlo methods"
Showing result 1 - 5 of 387 swedish dissertations containing the words Monte Carlo methods.
-
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
-
2. Accelerating Monte Carlo methods for Bayesian inference in dynamical models
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
-
3. Development of New Monte Carlo Methods in Reactor Physics : Criticality, Non-Linear Steady-State and Burnup Problems
Abstract : The Monte Carlo method is, practically, the only approach capable of giving detail insight into complex neutron transport problems. In reactor physics, the method has been used mainly for determining the keff in criticality calculations. READ MORE
-
4. Machine learning using approximate inference : Variational and sequential Monte Carlo methods
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
-
5. Financial Applications of Markov Chain Monte Carlo Methods
Abstract : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. READ MORE