Search for dissertations about: "partially observed Markov process"

Showing result 1 - 5 of 6 swedish dissertations containing the words partially observed Markov process.

2. 1. Inference in a Partially Observed Percolation Process

   Author : Oscar Hammar; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Percolation; Bayesian inference; frequentistic inference; consistency; Markov chain Monte Carlo; Monte Carlo Expectation Maximization; Markov chain Monte Carlo;

   Abstract : In this licentiate thesis, inference in a partially oberved percolation process living on a graph, is considered. Each edge of the graph is declared open with probability $\theta$ and closed with probability $1-\theta$ independently of the states of all other edges. READ MORE

4. 2. Stochastic dynamic modelling and statistical analysis of infectious disease spread and cancer treatment

   Author : Theresa Stocks; Tom Britton; Michael Höhle; Daniela De Angelis; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical modelling; infectious disease spread; cancer treatment; statistical inference; population dynamics; birth-death process; partially observed Markov process; Mathematical Statistics; matematisk statistik;

   Abstract : Mathematical models have proven valuable for public health decision makers as they can provide insights into the understanding, control and, ultimately, the prevention of diseases. This thesis contains four manuscripts dealing with stochastic dynamic modelling and statistical analysis of infectious disease spread and optimization of cancer treatment. READ MORE

5. 3. On inference in partially observed Markov models using sequential Monte Carlo methods

   Author : Jonas Ströjby; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. READ MORE

6. 4. Intelligent System Designs : Data-driven Sensor Calibration & Smart Meter Privacy

   Author : Yang You; Tobias J. Oechtering; Olga Fink; KTH; []
   Keywords : Electrical Engineering; Elektro- och systemteknik;

   Abstract : Nowadays, the intelligent system has gained high popularity in successful implementation of real-time tasks due to its capability of providing efficient and powerful decision making in real applications. In this thesis, we aim for exploring and exploiting different concepts or methods to handle different tasks towards the intelligent system design. READ MORE

7. 5. Control and Communication with Signal-to-Noise Ratio Constraints

   Author : Erik Johannesson; Institutionen för reglerteknik; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Real-time coding; SNR; Causal coding; AWN channel; AWGN channel; Remote source; Networked control; Control over channel; Convex optimization; Wiener filter;

   Abstract : This thesis is about two problems in the intersection of communication and control theory. Their common feature is that they involve communication over an additive white noise channel with a signal-to-noise ratio (SNR) constraint. The first problem concerns the transmission of a real-valued signal from a partially observed Markov source. READ MORE