Sökning: "No-U-Turn sampler"
Hittade 2 uppsatser innehållade orden No-U-Turn sampler.
1. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. LÄS MER
2. An application of Bayesian Hidden Markov Models to explore traffic flow conditions in an urban area
Master-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : This study employs Bayesian Hidden Markov Models as method to explore vehicle traffic flow conditions in an urban area in Stockholm, based on sensor data from separate road positions. Inter-arrival times are used as the observed sequences. LÄS MER