Sökning: "Andrea Krogdal"

Hittade 1 uppsats innehållade orden Andrea Krogdal.

  1. 1. Delayed-acceptance approximate Bayesian computation Markov chain Monte Carlo: faster simulation using a surrogate model

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Andrea Krogdal; [2020-01-09]
    Nyckelord :ABC; MCMC; delayed acceptance; DA; surrogate model;

    Sammanfattning : The thesis introduces an innovative way of decreasing the computational cost of approximate Bayesian computation (ABC) simulations when implemented via Markov chain Monte Carlo (MCMC). Bayesian inference has enjoyed incredible success since the beginning of 1990’s thanks to the re-discovery of MCMC procedures, and the availability of performing personal computers. LÄS MER