Sökning: "shrinkage prior"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden shrinkage prior.

  1. 1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Markus Gerholm; Johan Sörstadius; [2024]
    Nyckelord :Linear regression; high dimensional data; regularization; Bayesian methods; Mathematics and Statistics;

    Sammanfattning : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. LÄS MER

  2. 2. Beyond the Big Five Factors: Using Facets and Nuances for Enhanced Prediction in Life Outcomes

    Master-uppsats, Lunds universitet/Institutionen för psykologi

    Författare :Maiken Due Nielsen; [2023]
    Nyckelord :Personality traits; IPIP-NEO; facets; nuances; items; life outcomes; predictive validity; Social Sciences;

    Sammanfattning : Objective: Previous research using personality traits to predict life outcomes has typically utilized the Big Five factors and, occasionally, their facets. However, recent research suggests that using items (reflecting personality nuances) can account for greater predictive variance. LÄS MER

  3. 3. Spatial Statistical Modelling of Insurance Claim Frequency

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Daniel Faller; [2022]
    Nyckelord :Insurance risk; claim frequency; Markov chain Monte Carlo MCMC ; Riemann manifold Metropolis adjusted Langevin algorithm MMALA ; spatial statistics; Gaussian Markov random field GMRF ; preconditioned Crank Nicolson Langevin algorithm pCNL ; Gibbs sampling; Bayesian hierarchical modelling; high dimensional; shrinkage prior; horseshoe prior; regularisation.; Mathematics and Statistics;

    Sammanfattning : In this thesis a fully Bayesian hierarchical model that estimates the number of aggregated insurance claims per year for non-life insurances is constructed using Markov chain Monte Carlo based inference with Riemannian Langevin diffusion. Some versions of the model incorporate a spatial effect, viewed as the relative spatial insurance risk that originates from a policyholder's geographical location and where the relative spatial insurance risk is modelled as a continuous spatial field. LÄS MER

  4. 4. Bayesian variable selection in linear mixed effects models

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Vuong Tran; [2017]
    Nyckelord :;

    Sammanfattning : Variable selection techniques have been well researched and used in many different fields. There is rich literature on Bayesian variable selection in linear regression models, but only few of them are about mixed effects. The topic of the thesis is Bayesian variable selection in linear mixed effect models. LÄS MER

  5. 5. Lättballastbetong med skumglas som lättballast

    Master-uppsats, KTH/Betongbyggnad

    Författare :Asghar Zarfeshani; [2009]
    Nyckelord :;

    Sammanfattning : I Sverige tillverkas betong normalt med glaciofluviala grusavlagringar(naturgrus). På senare år har tillgång på naturgrus blivit starkt begränsade i vissa regioner och man vill av miljöskäl minska förbrukningen av det som återstår. LÄS MER