Search for dissertations about: "Pseudo-marginal methods"

Found 2 swedish dissertations containing the words Pseudo-marginal methods.

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

    Author : Johan Dahlin; Thomas B. Schön; Fredrik Lindsten; Richard Everitt; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; 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 in Large Data Problems

    Author : Matias Quiroz; Mattias Villani; Bani K. Mallick; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Large data sets; Markov chain Monte Carlo; Survey sampling; Pseudo-marginal MCMC; Delayed acceptance MCMC; statistik; Statistics;

    Abstract : In the last decade or so, there has been a dramatic increase in storage facilities and the possibility of processing huge amounts of data. This has made large high-quality data sets widely accessible for practitioners. This technology innovation seriously challenges traditional modeling and inference methodology. READ MORE