Sökning: "Markov chain Monte Carlo"

Visar resultat 1 - 5 av 60 uppsatser innehållade orden Markov chain Monte Carlo.

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. GPU-Based Path Optimization Algorithm in High-Resolution Cost Map with Kinodynamic Constraints : Using Non-Reversible Parallel Tempering

   Master-uppsats, Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

   Författare :Daniel Greenberg; [2023]
   Nyckelord :;

   Sammanfattning : This thesis introduces a GPU-accelerated algorithm for path planning under kinodynamic constraints, focusing on navigation of flying vehicles within a high-resolution cost map. The algorithm operates by creating dynamically feasible initial paths, and a non-reversible parallel tempering Markov chain Monte Carlo scheme to optimize the paths while adhering to the nonholonomic kinodynamical constraints. LÄS MER

5. 4. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

   Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Oskar Fransson; [2023]
   Nyckelord :Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

   Sammanfattning : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. LÄS MER

7. 5. Den historiskt bästa Formel-1 föraren

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Claes Croneborg; Viktor Sjöberg; [2023]
   Nyckelord :Formula One; Multilevel-Model; Beta-Regression; Bayesian Estimation; Monte-Carlo simulation; Markov Chain; Statistics.; Business and Economics; Mathematics and Statistics;

   Sammanfattning : It is difficult to definitively say who the greatest Formula One driver is. It is a subjective assessment and can depend on a variety of factors, including the driver’s skill, their results and accomplishments, their team and car, and the era in which they competed. LÄS MER