Sökning: "Rutger Fuglesang"

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  1. 1. Particle-Based Online Bayesian Learning of Static Parameters with Application to Mixture Models

    Master-uppsats, KTH/Matematisk statistik

    Författare :Rutger Fuglesang; [2020]
    Nyckelord :Statistics; applied mathematics; sequential monte carlo; SMC; Statistical inference; Statisk; sekventiell monte carlo; SMC; tillämpad matematik;

    Sammanfattning : This thesis investigates the possibility of using Sequential Monte Carlo methods (SMC) to create an online algorithm to infer properties from a dataset, such as unknown model parameters. Statistical inference from data streams tends to be difficult, and this is particularly the case for parametric models, which will be the focus of this paper. LÄS MER