Essays about: "Bayesian hierarchical modelling"

Showing result 1 - 5 of 6 essays containing the words Bayesian hierarchical modelling.

  1. 1. 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

  3. 2. 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

  4. 3. 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

  5. 4. Statistical quality assurance of IGUM : Statistical quality assurance and validation of IGUM in a steady and dynamic gas flow prior to proof of concept

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Elin Kornsäter; Dagmar Kallenberg; [2022]
    Keywords : Statistic; Bayesian hierarchical modelling; sinusoidal regression; ordinary least squares; hypothesis testing; analysis of variance;

    Abstract : To further support and optimise the production of diving tables for the Armed Forces of Sweden, a research team has developed a new machine called IGUM (Inert Gas UndersökningsMaskin) which aims to measure how inert gas is taken up and exhaled. Due to the new design of machine, the goal of this thesis was to statistically validate its accuracy and verify its reliability. READ MORE

  6. 5. Assessment of Modern Statistical Modelling Methods for the Association of High-Energy Neutrinos to Astrophysical Sources

    University essay from KTH/Matematisk statistik

    Author : Valentin Minoz; [2021]
    Keywords : Statistics; Astrophysics; Neutrino sources; Mixture models; Monte Carlo methods; Maximum likelihood estimation; Statistik; Astrofysik; Neutrinokällor; Blandningsmodeller; Monte Carlo-metoder; Maximum likelihood-metoden;

    Abstract : The search for the sources of astrophysical neutrinos is a central open question in particle astrophysics. Thanks to substantial experimental efforts, we now have large-scale neutrino detectors in the oceans and polar ice. READ MORE