Search for dissertations about: "monte carlo technique"

Showing result 1 - 5 of 119 swedish dissertations containing the words monte carlo technique.

2. 1. Semi Markov chain Monte Carlo

   Author : Håkan Ljung; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Adaptive simulation; error-in-the-variables; Kullback-Leibler divergence; Markov chain simulation; Markov chain Monte Carlo; semi-regenerative; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

   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

4. 2. Correct and Efficient Monte Carlo Inference for Universal Probabilistic Programming Languages

   Author : Daniel Lundén; David Broman; Lawrence Murray; Joakim Jaldén; Sam Staton; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Probabilistic programming languages; Compilers; Static program analysis; Monte Carlo inference; Operational semantics; Probabilistiska programmeringsspråk; Kompilatorer; Statisk programanalys; Monte Carlo-inferens; Operationell semantik; Informations- och kommunikationsteknik; Information and Communication Technology;

   Abstract : Probabilistic programming languages (PPLs) allow users to express statistical inference problems that the PPL implementation then, ideally, solves automatically. In particular, PPL users can focus on encoding their inference problems, and need not concern themselves with the intricacies of inference. READ MORE

5. 3. Hierarchical Variance Reduction Techniques for Monte Carlo Rendering

   Author : Petrik Clarberg; Institutionen för datavetenskap; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; computer graphics; Monte Carlo methods; importance sampling; hierarchical techniques; rendering;

   Abstract : Ever since the first three-dimensional computer graphics appeared half a century ago, the goal has been to model and simulate how light interacts with materials and objects to form an image. The ultimate goal is photorealistic rendering, where the created images reach a level of accuracy that makes them indistinguishable from photographs of the real world. READ MORE

6. 4. Monte Carlo Simulations of the Equilibrium Properties of Semi-stiff Polymer Chains : Efficient Sampling from Compact to Extended Structures

   Author : Alexey Siretskiy; Christer Elvingson; Alexander Lyubartsev; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; polymers; equilibrium properties; statistical mechanics; computer simulation; Monte Carlo; Wang-Landau; compact structures; parallel computations; Physical chemistry; Fysikalisk kemi; Chemistry with specialization in Physical Chemistry; Kemi med inriktning mot fysikalisk kemi;

   Abstract : Polymers is a class of molecules which can have many different structures due to a large number of degrees of freedom. Many biopolymers, e.g. DNA, but also synthetic macromolecules have special structural features due to their backbone stiffness. READ MORE

7. 5. Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables

   Author : Panagiotis Mantalos; Statistiska institutionen; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Granger-causality; Monte Carlo; Cointegration; Bootstrap; Statistik; operationsanalys; programmering; aktuariematematik;

   Abstract : When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). READ MORE