Sökning: "Gaussian Markov random field GMRF"

Hittade 2 uppsatser innehållade orden Gaussian Markov random field GMRF.

1. 1. Spatial Statistical Modelling of Insurance Claim Frequency

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Daniel Faller; [2022]
   Nyckelord :Insurance risk; claim frequency; Markov chain Monte Carlo MCMC ; Riemann manifold Metropolis adjusted Langevin algorithm MMALA ; spatial statistics; Gaussian Markov random field GMRF ; preconditioned Crank Nicolson Langevin algorithm pCNL ; Gibbs sampling; Bayesian hierarchical modelling; high dimensional; shrinkage prior; horseshoe prior; regularisation.; Mathematics and Statistics;

   Sammanfattning : In this thesis a fully Bayesian hierarchical model that estimates the number of aggregated insurance claims per year for non-life insurances is constructed using Markov chain Monte Carlo based inference with Riemannian Langevin diffusion. Some versions of the model incorporate a spatial effect, viewed as the relative spatial insurance risk that originates from a policyholder's geographical location and where the relative spatial insurance risk is modelled as a continuous spatial field. LÄS MER

3. 2. Reconstruction of past European land cover from pollen data: using spatial statistics and Crank-Nicolson Monte Carlo

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Lovisa Svensson; [2019]
   Nyckelord :Pollen data; compositional data; Dirichlet distribution; spatio-temporal reconstruction; Kronecker product; Gaussian Markov random field GMRF ; Markov Chain Monte Carlo MCMC ; Metropolis Hastings MH ; Metropolis adjusted Langevin algorithm MALA ; Mathematics and Statistics;

   Sammanfattning : Given a pollen data set from Europe over a time period, the aim is to reconstruct the past land cover by interpolating from the pollen data values to a continuous map. The data is on compositional form with three vegetation categories; coniferous forest, broadleaved forest and open land. LÄS MER