Sökning: "Stochastic EM algorithm"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Stochastic EM algorithm.

1. 1. Towards disease progression sub-typing via responsibility sampling for robust expectation-maximisation learning

   Master-uppsats, KTH/Optimeringslära och systemteori

   Författare :Mathias Edman; [2019]
   Nyckelord :;

   Sammanfattning : Most diseases have different heterogeneous effects on patients. Broadly, one may conclude what manifested symptoms correspond to which diagnosis, but usually there is more than one disease progression pattern. LÄS MER

3. 2. Reconstruction of NDVI Data with Normal Variance-Mean Mixture Noise using Stochastic Gradient Methods

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :David Kraft; [2017]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : Satellite data is useful for making inference on large areas, but there are plenty of problems associated with the technology. The observation errors need to be carefully modelled in order to make inference from the data. In addition, the large data-sets involved makes straight-forward computations infeasible. LÄS MER

4. 3. Network Exceptions Modelling Using Hidden Markov Model : A Case Study of Ericsson’s DroppedCall Data

   Master-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Shikun Li; [2014]
   Nyckelord :Hidden Markov Model; Mobile Network; Stochastic EM algorithm;

   Sammanfattning : In telecommunication, the series of mobile network exceptions is a processwhich exhibits surges and bursts. The bursty part is usually caused by systemmalfunction. Additionally, the mobile network exceptions are often timedependent. A model that successfully captures these aspects will make troubleshootingmuch easier for system engineers. LÄS MER

5. 4. Modellering av finansiella data med dolda markovmodeller / Analysis of Financial Data with Hidden Markov Models

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Anders Carlsson; Linus Lauri; [2011]
   Nyckelord :;

   Sammanfattning : The prediction and understanding of market fluctuations are of great interest in today’s society. A common tool for analyzing financial data is the use of different statistical models. This report will focus on examining the stability of a financial data sequence using a statistical model. LÄS MER

7. 5. NIG distribution in modelling stock returns with assumption about stochastic volatility : Estimation of parameters and application to VaR and ETL.

   Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

   Författare :Magdalena Kucharska; Jolanta Pielaszkiewicz; [2009]
   Nyckelord :NIG distribution; Value at Risk; Expected Tail Loss; Lindberg method; EM algorithm; risk analysis; ETL; VaR;

   Sammanfattning : We model Normal Inverse Gaussian distributed log-returns with the assumption of stochastic volatility. We consider different methods of parametrization of returns and following the paper of Lindberg, [21] we assume that the volatility is a linear function of the number of trades. LÄS MER