Sökning: "bayesiansk skattning"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden bayesiansk skattning.

  1. 1. Favourable Opportunities in Sports Betting - A Statistical Approach to Football Goals in the Premier League

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Fredrik Lindau; Gustaf Carle; [2022]
    Nyckelord :statistics; Poisson distribution; Negative Binomial distribution; Bayesian regression; football; Premier League; sports betting; market efficiency; probability theory; estimations; statistik; Poisson fördelning; Negativ Binomial fördelning; Bayesiansk regression; fotboll; Premier League; betting; marknadseffektivitet; sannolikhetsteori; skattningar;

    Sammanfattning : The premise of this report is to delve into sports betting and whether favourable opportunities can be found, more specifically focusing on over and under odds for number of goals scored in football games of the Premier League. Using historical data from football matches several models are developed, the characteristics of goals warranting the use of probability based Poisson and Negative Binomial models, as well as Bayesian Poisson regression for goal predictions. LÄS MER

  3. 2. Calibration of Breast Cancer Natural History Models Using Approximate Bayesian Computation

    Master-uppsats, KTH/Matematisk statistik

    Författare :Oscar Bergqvist; [2020]
    Nyckelord :Approximate Bayesian Computation; ABC; breast cancer natural history models; random effects; Bayesian statistics; likelihood-free inference; Approximate Bayesian computation; ABC; natural history models för bröstcancer; random effects; bayesiansk statistik; likelihood-fri inferens;

    Sammanfattning : Natural history models for breast cancer describe the unobservable disease progression. These models can either be fitted using likelihood-based estimation to data on individual tumour characteristics, or calibrated to fit statistics at a population level. LÄS MER

  4. 3. Gaussian Process Methods for Estimating Radio Channel Characteristics

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Anton Ottosson; Viktor Karlstrand; [2020]
    Nyckelord :Gaussian processes; deep Gaussian processes; Bayesian methods; transfer functions; channel estimation; coher-ence bandwidth; kernel;

    Sammanfattning : Gaussian processes (GPs) as a Bayesian regressionmethod have been around for some time. Since proven advant-ageous for sparse and noisy data, we explore the potential ofGaussian process regression (GPR) as a tool for estimating radiochannel characteristics. LÄS MER

  5. 4. Estimation of Probability of Default in Low Default Portfolios

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Linnéa Gerhardsson; Nina Castor; [2017]
    Nyckelord :Probability of default; PD; Low default portfolio; LDP; BCR; Bayesian; Vasicek; Monte Carlo; subportfolios; grade level estimates.; Mathematics and Statistics;

    Sammanfattning : Estimation of probability of default (PD) is a fundamental part of credit risk modeling, and estimation of PD in low default portfolios is a common issue for banks and financial institutions. The Basel Committee on Banking Supervision requires banks and financial institutions to add an additional margin of conservatism to its PD estimates in the case of insufficient data, as in low default portfolios with few default observations. LÄS MER

  7. 5. Small Cohort Population Forecasting via Bayesian Learning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Vallin; [2017]
    Nyckelord :;

    Sammanfattning : A set of distributional assumptions regarding the demographic processes of birth, death, emigration and immigration have been assembled to form a probabilistic model framework of population dynamics. This framework was summarized as a Bayesian network and Bayesian inference techniques are exploited to infer the posterior distributions of the model parameters from observed data. LÄS MER