Search for dissertations about: "monte carlo estimation"

Showing result 11 - 15 of 136 swedish dissertations containing the words monte carlo estimation.

  2. 11. On computational methods for nonlinear estimation

    Author : Thomas Schön; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; Particle filter; Kalman filter; System identification; Convex optimization; Differential-algebraic equation; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : The Bayesian approach provides a rather powerful framework for handling nonlinear, as well as linear, estimation problems. We can in fact pose a general solution to the nonlinear estimation problem. However, in the general case there does not exist any closed-form solution and we are forced to use approximate techniques. READ MORE

  4. 12. Reliability-based fatigue assessment of existing steel bridges

    Author : Ruoqi Wang; John Leander; Raid Karoumi; John Dalsgaard Sørensen; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fatigue; steel bridges; reliability analysis; spatial correlation; risk analysis; Monte Carlo simulation; Utmattning; stålbroar; tillförlitlighet; rumslig korrelation; riskanalys; Monte Carlo-simulering; Structural Engineering and Bridges; Bro- och stålbyggnad;

    Abstract : Fatigue is among the most critical forms of deterioration damage that occurs tosteel bridges. It causes a decline of the safety level of bridges over time. Therefore,the performance of steel bridges, which may be seriously affected by fatigue, shouldbe assessed and predicted. READ MORE

  5. 13. Applications of Bayesian Econometrics to Financial Economics

    Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE

  6. 14. On perfect simulation and EM estimation

    Author : Kajsa Larson; Sara Sjöstedt de Luna; Mats Rudemo; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Perfect simulation; coupling from the past; Markov chain Monte Carlo; point process; Widom-Rowlinson model; EM algorithm; dispersal distribution; fecundity; first-passage percolation; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : Perfect simulation  and the EM algorithm are the main topics in this thesis. In paper I, we present coupling from the past (CFTP) algorithms that generate perfectly distributed samples from the multi-type Widom--Rowlin-son (W--R) model and some generalizations of it. READ MORE

  7. 15. Aspects of analysis of small-sample right censored data using generalized Wilcoxon rank tests

    Author : Marie-Louise Öhman; Hans Nyquist; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Censored generalized Wilcoxon rank test statistics; Variance estimation; Jackknifing; Influence function; Gross error sensitivity; Break-Down point; Sensitivity curve; Location parameter estimation; Product-Limit estimator and Monte-Carlo Simulation; Statistics; computer and systems science; Statistik; data- och systemvetenskap; Statistics; statistik;

    Abstract : The estimated bias and variance of commonly applied and jackknife variance estimators and observed significance level and power of standardised generalized Wilcoxon linear rank sum test statistics and tests, respectively, of Gehan and Prentice are compared in a Monte Carlo simulation study. The variance estimators are the permutational-, the conditional permutational- and the jackknife variance estimators of the test statistic of Gehan, and the asymptotic- and the jackknife variance estimators of the test statistic of Prentice. READ MORE