Sökning: "MCMC"

Visar resultat 1 - 5 av 35 uppsatser innehållade ordet MCMC.

  1. 1. Simuleringsdriven inferens av stokastiska dynamiska system

    Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Alfred Andersson; Vilgot Jansson; Noah Trädgårdh; Jacob Welander; Victor Wellsmo; [2023-11-28]
    Nyckelord :;

    Sammanfattning : Stokastiska modeller, som ger tillförlitlig och användbar information om ett systems beteende, består ofta av stokastiska differentialekvationer (SDE) vars likelihoodfunktion inte är analytiskt tillgänglig. Mer traditionella Markov Chain Monte Carlo-metoder (MCMC) samt relativt nyligen utvecklade likelihood-fria Approximate Bayesian Computation-metoder (ABC) utgör populära angrepssätt för att utföra inferens på dessa typer av problem. LÄS MER

  3. 2. Branching Out with Mixtures: Phylogenetic Inference That’s Not Afraid of a Little Uncertainty

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ricky Molén; [2023]
    Nyckelord :Phylogeny; Bayesian analysis; Markov chain Monte Carlo; Variational inference; Mixture of proposal distributions; Fylogeni; Bayesiansk analys; Markov Chain Monte Carlo; Variationsinferens; Mixturer av förslagsfördelningar;

    Sammanfattning : Phylogeny, the study of evolutionary relationships among species and other taxa, plays a crucial role in understanding the history of life. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a widely used approach for inferring phylogenetic trees, but it suffers from slow convergence in higher dimensions and is slow to converge. LÄS MER

  4. 3. Economic Capital Models : Methods for fitting loss distributions

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :William Fritzell; [2023]
    Nyckelord :Economic Capital; Distribution fitting; MCMC;

    Sammanfattning : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. LÄS MER

  5. 4. Investigating a possible dearth of stars with zero angular momentum in the solar neighbourhood.

    Kandidat-uppsats, Lunds universitet/Astronomi - Genomgår omorganisation; Lunds universitet/Fysiska institutionen

    Författare :Aayush Desai; [2023]
    Nyckelord :Galaxy: disk; Galaxy: fundamental parameters; Galaxy: kinematics and dynamics; Galaxy: nucleus; solar neighborhood; stars: kinematics and dynamics; Physics and Astronomy;

    Sammanfattning : Background. Carlberg & Innanen (1987) first proposed the idea of measuring the solar re- flex velocity (the velocity of the Sun around the galactic centre), Vg,⊙, using the momenta of the stars in the solar neighbourhood. The proposal was a consequence of the work of L. LÄS MER

  7. 5. Optimization and Bayesian Modeling of Road Distance for Inventory of Potholes in Gävle Municipality

    Kandidat-uppsats, Stockholms universitet/Statistiska institutionen

    Författare :Timothy Rafael Lindblom; Oskar Tollin; [2022]
    Nyckelord :Traveling salesman problem; Bayesian inference; Simulated annealing; Nearest neighbour algorithm; Markov Chain Monte Carlo; MCMC; Potholes; Haversine formula; Metropolis-Hastings; Posterior predictive distribution; Handelsresande problemet; bayesiansk inferens; simulerad anlöpning; nearest neighbour algorithm; Markov Chain Monte Carlo; MCMC; potthål; storcirkelavstånd; Metropolis-Hastings; posterior predictive distribution;

    Sammanfattning : Time management and distance evaluation have long been a difficult task for workers and companies. This thesis studies 6712 pothole coordinates in Gävle municipality, and evaluates the minimal total road distance needed to visit each pothole once, and return to an initial pothole. LÄS MER