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Visar resultat 1 - 5 av 430 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Simuleringsdriven inferens av stokastiska dynamiska system

    Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Alfred Andersson; Vilgot Jansson; Noah Trädgårdh; Jacob Welander; Victor Wellsmo; [2023-11-28]
    Nyckelord :;

    Sammanfattning : Stokastiska modeller, som ger tillförlitlig och användbar information om ett systems beteende, består ofta av stokastiska differentialekvationer (SDE) vars likelihoodfunktion inte är analytiskt tillgänglig. Mer traditionella Markov Chain Monte Carlo-metoder (MCMC) samt relativt nyligen utvecklade likelihood-fria Approximate Bayesian Computation-metoder (ABC) utgör populära angrepssätt för att utföra inferens på dessa typer av problem. LÄS MER

  3. 2. Risk-Averse Multi-Armed Bandit Problem with Multiple Plays

    Master-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknik

    Författare :Siri Dahlgren; Nicholas Marriott; [2023-10-23]
    Nyckelord :MAB; Gittins; Markovian bandit; risk-aversion; policy iteration; multiple plays;

    Sammanfattning : This study aims to construct an efficient heuristic, referred to as RA, for a riskaverse Markovian multi-armed bandit problem (MAB) with multiple plays. The RA incorporates risk-aversion and multiple plays by modifying the Gittins index strategy. LÄS MER

  4. 3. Branching Out with Mixtures: Phylogenetic Inference That’s Not Afraid of a Little Uncertainty

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ricky Molén; [2023]
    Nyckelord :Phylogeny; Bayesian analysis; Markov chain Monte Carlo; Variational inference; Mixture of proposal distributions; Fylogeni; Bayesiansk analys; Markov Chain Monte Carlo; Variationsinferens; Mixturer av förslagsfördelningar;

    Sammanfattning : Phylogeny, the study of evolutionary relationships among species and other taxa, plays a crucial role in understanding the history of life. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a widely used approach for inferring phylogenetic trees, but it suffers from slow convergence in higher dimensions and is slow to converge. LÄS MER

  5. 4. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Max Aronsson; Anna Folkesson; [2023]
    Nyckelord :Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Sammanfattning : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. LÄS MER

  7. 5. Paying the Piper : The Consequences of Including Generic Prices in Reimbursement Decisions for Prescription Pharmaceuticals

    Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Anton Klockhoff; Wilmer Larsson; [2023]
    Nyckelord :pharmaceutical reimbursement; genericization; endogenous pricing; treatment displacement; cost-effectiveness analysis; R D incentives;

    Sammanfattning : Objectives: The Dental and Pharmaceutical Benefits Agency (TLV) is responsible for deciding which prescription pharmaceuticals should be subsidized in Sweden. Cost-effectiveness analyses are fundamental to its decision-making, but future price reductions following patent expiry are excluded from these analyses. LÄS MER