Search for dissertations about: "markov chain monte carlo"
Showing result 1 - 5 of 78 swedish dissertations containing the words markov chain monte carlo.
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1. Semi Markov chain Monte Carlo
Abstract : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. READ MORE
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2. 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
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3. Markov Chain Monte Carlo Methods and Applications in Neuroscience
Abstract : An important task in brain modeling is that of estimating model parameters and quantifying their uncertainty. In this thesis we tackle this problem from a Bayesian perspective: we use experimental data to update the prior information about model parameters, in order to obtain their posterior distribution. READ MORE
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4. 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
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5. 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