Search for dissertations about: "gaussian random field"

Showing result 1 - 5 of 24 swedish dissertations containing the words gaussian random field.

  2. 1. On flexible random field models for spatial statistics: Spatial mixture models and deformed SPDE models

    Author : Anders Hildeman; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Spatial statistics; Significant wave height; Spatial mixture model; Stochastic partial differential equation; Log-Gaussian Cox process; Point process; Gaussian random field; Substitute-CT;

    Abstract : Spatial random fields are one of the key concepts in statistical analysis of spatial data. The random field explains the spatial dependency and serves the purpose of regularizing interpolation of measured values or to act as an explanatory model. READ MORE

  4. 2. Crossings and maxima in Gaussian fields and seas

    Author : Eva Sjö; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; random waves; extremes; generalised Rice s formula; level-crossings; Gaussian random fields; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : In this thesis the focus is on crossing points in random fields and the probability distributions of various crossing variables in different applications. The crossing points are generalisations to random fields of points of level crossings by stochastic processes. READ MORE

  5. 3. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

  6. 4. Spatio-Temporal Estimation for Mixture Models and Gaussian Markov Random Fields - Applications to Video Analysis and Environmental Modelling

    Author : Johan Lindström; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; vegetation; time series analysis; video segmentation; spatio-temporal modelling; precipitation; Markov chain Monte Carlo; Gaussian Markov random fields; expectation maximisation; change point detection; Bayesian recursive estimation; African Sahel; adaptive Gaussian mixtures;

    Abstract : In this thesis computationally intensive methods are used to estimate models and to make inference for large, spatio-temporal data sets. The thesis is divided into two parts: the first two papers are concerned with video analysis, while the last three papers model and investigate environmental data from the Sahel area in northern Africa. READ MORE

  7. 5. Models and Methods for Random Fields in Spatial Statistics with Computational Efficiency from Markov Properties

    Author : David Bolin; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; random fields; Gaussian Markov random fields; Matérn covariances; stochastic partial differential equations; Computational efficiency;

    Abstract : The focus of this work is on the development of new random field models and methods suitable for the analysis of large environmental data sets. A large part is devoted to a number of extensions to the newly proposed Stochastic Partial Differential Equation (SPDE) approach for representing Gaussian fields using Gaussian Markov Random Fields (GMRFs). READ MORE