Essays about: "Bayesian Inference"
Showing result 6 - 10 of 73 essays containing the words Bayesian Inference.
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6. Analysing Regime-Switching and Cointegration with Hamiltonian Monte Carlo
University essay from Uppsala universitet/Statistiska institutionenAbstract : The statistical analysis of cointegration is crucial for inferring shared stochastic trends between variables and is an important area of Econometrics for analyzing long-term equilibriums in the economy. Bayesian inference of cointegration involves the identification of cointegrating vectors that are determined up to arbitrary linear combinations, for which the Gibbs sampler is often used to simulate draws from the posterior distribution. READ MORE
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7. Spatial modeling with INLA for analysis of unequal care in Skåne
University essay from Lunds universitet/Matematisk statistikAbstract : The objective of this thesis is to extend on a previous analysis of health care accessibility for patients diagnosed with a chronic disease in Region Skåne. The previous analysis resulted in a logistic mixed effects model having municipality as a random effect and age as a first-degree spline-function. READ MORE
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8. Bayesian inference methods for parameter estimation : Implementation and benchmarking
University essay from Umeå universitet/Institutionen för datavetenskapAbstract : In this study, three implementations of the nested sampling algorithm have been implemented, in the programming language Rust, compared and benchmarked. These variations consist of a classic version, closely resembling the first appearance of the algorithm, a version that produces samples from a single ellipsoid, and a version tha tuses multiple ellipsoids to generate its samples. READ MORE
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9. Dynamic Covariance Modelling Using Generalised Wishart Processes
University essay from Lunds universitet/Matematisk statistikAbstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE
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10. SPECIES DELIMITATION IN GENIPA (RUBIACEAE) USING INTEGRATIVE TAXONOMY
University essay from Göteborgs universitet / Institutionen för biologi och miljövetenskapAbstract : The genus Genipa L. is a widespread, lowland, Neotropical lineage of trees in the coffeefamily, Rubiaceae. There is long-standing disagreement on the number of species thatshould be recognised in the genus. READ MORE