Sökning: "Monte Carlo modelling"

Visar resultat 11 - 15 av 67 uppsatser innehållade orden Monte Carlo modelling.

  1. 11. Probabilistic settlement analysis for embankments using preloading without surcharge

    Master-uppsats, KTH/Jord- och bergmekanik

    Författare :Karl Escher; [2022]
    Nyckelord :Bayesian statistics; uncertainty; geotechnical risk evaluation; preloading; consolidation; embankments; ground improvement; dependence modelling.;

    Sammanfattning : Preloading without a surcharge is a common method for ground improvement. Thereare however uncertainties related to the number of site investigations and the partialfactor method has been identified as a problem. LÄS MER

  3. 12. Towards Deep Learning Accelerated Sparse Bayesian Frequency Estimation

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Mika Persson; [2022]
    Nyckelord :Bayesian Statistics; Deep Learning; Frequency Estimation; Generative Adversarial Networks; Artificial Neural Networks; Statistical Modelling; Mathematics and Statistics;

    Sammanfattning : The Discrete Fourier Transform is the simplest way to obtain the spectrum of a discrete complex signal. This thesis concerns the case when the signal is known to contain a small (unknown) number of frequencies, not limited to the discrete Fourier frequencies, embedded in complex Gaussian noise. LÄS MER

  4. 13. 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

  5. 14. Modelling of Non-Maturity Deposits

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Filip Lundgren; [2022]
    Nyckelord :Core Deposits; Deposit Rate; IRRBB; Monte Carlo; Threshold Regression; Simulation;

    Sammanfattning : Ever since the financial crisis in 2008 non-maturity deposits (NMDs) have had a floored deposit rate at zero. Now due to external factors some speculate that the market rate will increase. Regulations say that NMDs core deposits, which are used for further investments, must remove their rate sensitive part. LÄS MER

  7. 15. Evaluation of Probabilistic Programming Frameworks

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Carl Munkby; [2022]
    Nyckelord :Computational statistics; Bayesian statistics; Probabilistic programming; Probabilistic modelling; Stan; TensorFlow Probability; Pyro; NumPyro; Markov Chain Monte Carlo; Hamiltonian Monte Carlo; NUTS;

    Sammanfattning : In recent years significant progress has been made in the area of Probabilistic Programming, contributing to a considerably easier workflow for quantitative research in many fields. However, as new Probabilistic Programming Frameworks (PPFs) are continuously being created and developed, there is a need for finding ways of evaluating and benchmarking these frameworks. LÄS MER