Search for dissertations about: "Particle Metropolis-Hastings"

Found 3 swedish dissertations containing the words Particle Metropolis-Hastings.

  1. 1. 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

  2. 2. Bayesian Inference for Nonlinear Dynamical Systems : Applications and Software Implementation

    University dissertation from Department of Automatic Control, Lund Institute of Technology, Lund University

    Author : Jerker Nordh; Lunds universitet.; Lund University.; Lunds universitet.; Lund University.; [2015]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Indoor Navigation; pyParticleEst; Software Implementation; Simultaneous Localization and Mapping; Parameter Estimation; System Identification; Sequential Importance Sampling; Particle Filter; Bayesian Inference; Markov Chain Monte Carlo; Particle Smoother;

    Abstract : The topic of this thesis is estimation of nonlinear dynamical systems, focusing on the use of methods such as particle filtering and smoothing. There are three areas of contributions: software implementation, applications of nonlinear estimation and some theoretical extensions to existing algorithms. READ MORE

  3. 3. Sequential Monte Carlo for inference in nonlinear state space models

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Johan Dahlin; Linköpings universitet.; Linköpings universitet.; [2014]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Nonlinear state space models (SSMs) are a useful class of models to describe many different kinds of systems. Some examples of its applications are to model; the volatility in financial markets, the number of infected persons during an influenza epidemic and the annual number of major earthquakes around the world. READ MORE