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Visar resultat 1 - 5 av 17 uppsatser som matchar ovanstående sökkriterier.

  1. 1. KL/TV Reshuffling : Statistical Distance Based Offspring Selection in SMC Methods

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

    Författare :Oskar Kviman; [2022]
    Nyckelord :;

    Sammanfattning : Over the years sequential Monte Carlo (SMC), and, equivalently, particle filter (PF) theory has enjoyed much attention from researchers. However, the intensity of developing innovative resampling methods, also known as offspring selection methods, has long been declining, with most of the popular schemes aging back two decades. LÄS MER

  3. 2. Generalized Talagrand Inequality for Sinkhorn Distance using Entropy Power Inequality

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

    Författare :Shuchan Wang; [2021]
    Nyckelord :Optimal Transport; Entropic Optimal Transport; Sinkhorn Distance; Talagrand Inequality; Entropy Power Inequality; Optimal Transport; Entropisk Optimal Transport; Sinkhorn Distance; Talagrand Inequality; Entropy Power Inequality;

    Sammanfattning : Measure of distance between two probability distributions plays a fundamental role in statistics and machine learning. Optimal Transport (OT) theory provides such distance. Recent advance in OT theory is a generalization of classical OT with entropy regularized, called entropic OT. LÄS MER

  4. 3. Searching for Dark Photons with Jet

    Kandidat-uppsats, Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation

    Författare :Ashar Ahmed Kamal; [2020]
    Nyckelord :light dark matter; jet substructure; Physics and Astronomy;

    Sammanfattning : Dark matter is the greatest mystery of modern particle physics and cosmology. Although an overwhelming amount of observational cosmological evidence has pointed towards a dark sector, only its gravitational effect has been experimentally confirmed. LÄS MER

  5. 4. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    Master-uppsats, KTH/Matematisk statistik

    Författare :Andreas Prastorfer; [2020]
    Nyckelord :Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Sammanfattning : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. LÄS MER

  7. 5. Application of the Ordered Lorenz Curve in the Analysis of a Non-Life Insurance Portfolio

    Master-uppsats, KTH/Matematisk statistik

    Författare :Fredrik Ahlberg; [2019]
    Nyckelord :;

    Sammanfattning : Insurance analysts have a great variety of assessment tools at their disposal in order to ensure a healthy insurance portfolio. To describe the financial income and loss distribution of the insurance portfolio one of the more fundamental mathematical instrument is the Lorenz curve. A measure developed in the early 19th centrury by Max O. LÄS MER