Advanced search

Showing result 1 - 5 of 26 essays matching the above criteria.

  1. 1. Claws and Effect : how Small Carnivore Richness Responds to Habitat Diversity and Ecological Productivity

    University essay from SLU/Dept. of Wildlife, Fish and Environmental Studies

    Author : Emilia Arkdalen; [2023]
    Keywords : small carnivore; camera trap; occupancy model; species richness; productivity; habitat richness; habitat evenness;

    Abstract : Species distribution and composition research has gained significance in light of global warming and its impact on biodiversity. Understanding the factors shaping species richness is crucial for wildlife ecology and conservation. READ MORE

  3. 2. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

    University essay from KTH/Matematisk statistik

    Author : Kajsa Bjelle; [2023]
    Keywords : Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

    Abstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE

  4. 3. Towards Deep Learning Accelerated Sparse Bayesian Frequency Estimation

    University essay from Lunds universitet/Matematisk statistik

    Author : Mika Persson; [2022]
    Keywords : Bayesian Statistics; Deep Learning; Frequency Estimation; Generative Adversarial Networks; Artificial Neural Networks; Statistical Modelling; Mathematics and Statistics;

    Abstract : The Discrete Fourier Transform is the simplest way to obtain the spectrum of a discrete complex signal. This thesis concerns the case when the signal is known to contain a small (unknown) number of frequencies, not limited to the discrete Fourier frequencies, embedded in complex Gaussian noise. READ MORE

  5. 4. Spatial Statistical Modelling of Insurance Claim Frequency

    University essay from Lunds universitet/Matematisk statistik

    Author : Daniel Faller; [2022]
    Keywords : 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;

    Abstract : 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. READ MORE

  6. 5. Evaluation of Probabilistic Programming Frameworks

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Carl Munkby; [2022]
    Keywords : Computational statistics; Bayesian statistics; Probabilistic programming; Probabilistic modelling; Stan; TensorFlow Probability; Pyro; NumPyro; Markov Chain Monte Carlo; Hamiltonian Monte Carlo; NUTS;

    Abstract : In recent years significant progress has been made in the area of Probabilistic Programming, contributing to a considerably easier workflow for quantitative research in many fields. However, as new Probabilistic Programming Frameworks (PPFs) are continuously being created and developed, there is a need for finding ways of evaluating and benchmarking these frameworks. READ MORE