Sökning: "Horseshoe prior"

Hittade 4 uppsatser innehållade orden Horseshoe prior.

  1. 1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Markus Gerholm; Johan Sörstadius; [2024]
    Nyckelord :Linear regression; high dimensional data; regularization; Bayesian methods; Mathematics and Statistics;

    Sammanfattning : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. LÄS MER

  3. 2. 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

  4. 3. Automated Bug Report Routing

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Caroline Svahn; [2017]
    Nyckelord :;

    Sammanfattning : As the software industry grows larger by the minute, the need for automated solutions within bug report management is on the rise. Although some research has been conducted in the area of bug handling, new, faster or more precise approaches are yet to be developed. LÄS MER

  5. 4. Horseshoe RuleFit : Learning Rule Ensembles via Bayesian Regularization

    Master-uppsats, Linköpings universitet/Statistik

    Författare :Malte Nalenz; [2016]
    Nyckelord :Bayesian Statistics; Regularization; Ensemble Learning; Decision Rules; Horseshoe prior; Machine Learning; Knowledge Discovery;

    Sammanfattning : This work proposes Hs-RuleFit, a learning method for regression and classification, which combines rule ensemble learning based on the RuleFit algorithm with Bayesian regularization through the horseshoe prior. To this end theoretical properties and potential problems of this combination are studied. LÄS MER