Search for dissertations about: "optimal estimation"

Showing result 1 - 5 of 334 swedish dissertations containing the words optimal estimation.

2. 1. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

   Author : Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

   Abstract : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. READ MORE

4. 2. Estimation and optimal designs for multi-response Emax models

   Author : Bergrún Tinna Magnúsdóttir; Hans Nyquist; Ziad Taib; Nancy Flournoy; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; multi-response Emax models; Clinical Utility Index CUI ; optimal designs; system estimation; dose-response studies.; Statistics; statistik;

   Abstract : This thesis concerns optimal designs and estimation approaches for a class of nonlinear dose response models, namely multi-response Emax models. These models describe the relationship between the dose of a drug and two or more efficacy and/or safety variables. READ MORE

5. 3. Optimal Subsampling Designs Under Measurement Constraints

   Author : Henrik Imberg; Chalmers tekniska högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; inverse probability weighting; unequal probability sampling; optimal design; active sampling; M-estimation;

   Abstract : We consider the problem of optimal subsample selection in an experiment setting where observing, or utilising, the full dataset for statistical analysis is practically unfeasible. This may be due to, e.g., computational, economic, or even ethical cost-constraints. READ MORE

6. 4. Parallel Stochastic Estimation on Multicore Platforms

   Author : Olov Rosén; Alexander Medvedev; Petar Djuric; Uppsala universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Recursive estimation; Parallelization; Bayesian estimation; Anomaly detection; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

   Abstract : The main part of this thesis concerns parallelization of recursive Bayesian estimation methods, both linear and nonlinear such. Recursive estimation deals with the problem of extracting information about parameters or states of a dynamical system, given noisy measurements of the system output and plays a central role in signal processing, system identification, and automatic control. READ MORE

7. 5. Estimation and optimal input design in sparse models

   Author : Javad Parsa; Håkan Hjalmarsson; Kim Batselier; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System identification; Sparse estimation; Input design; Electrical Engineering; Elektro- och systemteknik;

   Abstract : Sparse parameter estimation is an important aspect of system identification, as it allows for reducing the order of a model, and also some models in system identification inherently exhibit sparsity in their parameters. The accuracy of the estimated sparse model depends directly on the performance of the sparse estimation methods. READ MORE