Sökning: "variational measure"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden variational measure.

  1. 1. Continuous primitives with infinite derivatives

    Master-uppsats, Linköpings universitet/Analys och didaktik; Linköpings universitet/Tekniska fakulteten

    Författare :David Manolis; [2023]
    Nyckelord :Infinite derivative; Henstock–Kurzweil integral; primitive function; strong Luzin condition; variational measure;

    Sammanfattning : In calculus the concept of an infinite derivative – i.e. DF(x) = ±∞ – is seldom studied due to a plethora of complications that arise from this definition. LÄS MER

  3. 2. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Nils Henningsson; [2022]
    Nyckelord :Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Sammanfattning : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. LÄS MER

  4. 3. Training Bayesian Neural Networks

    Magister-uppsats, Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Författare :Johan Book; [2020]
    Nyckelord :artificial neural networks; ANN; convolutional neural networks; Physics and Astronomy;

    Sammanfattning : Although deep learning has made advances in a plethora of fields, ranging from financial analysis to image classification, it has some shortcomings for cases of limited data and complex models. In these cases the networks tend to be overconfident in their prediction even when erroneous - something that exposes its applications to risk. LÄS MER

  5. 4. Clustering and Anomaly Detection in Financial Trading Data

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Erik Norlander; [2019]
    Nyckelord :Variational Autoencoder; Generative Models; Latent Space; Dimensionality Reduction; Unsupervised Learning; Anomaly Detection; Clustering; Gaussian Mixture Models; Isolation Forest.; Mathematics and Statistics;

    Sammanfattning : In this thesis we propose a new form of Variational Autoencoder called the Conditional Latent Space Variational Autoencoder or CL-VAE. By conditioning on a known label in a dataset we can decide what points are being mapped to what prior distribution. This makes the latent space more understandable and separates the classes further. LÄS MER

  7. 5. Bayesian Neural Networks for Financial Asset Forecasting

    Master-uppsats, KTH/Matematisk statistik

    Författare :Alexander Back; William Keith; [2019]
    Nyckelord :Bayesian neural networks; variational inference; Markov chain Monte Carlo; dropout; systematic trading; futures contracts; Bayesianska neurala nätverk; variational inference; Markov chain Monte Carlo; dropout; systematisk trading; terminskontrakt;

    Sammanfattning : Neural networks are powerful tools for modelling complex non-linear mappings, but they often suffer from overfitting and provide no measures of uncertainty in their predictions. Bayesian techniques are proposed as a remedy to these problems, as these both regularize and provide an inherent measure of uncertainty from their posterior predictive distributions. LÄS MER