Essays about: "Bayesian statistics"

Showing result 11 - 15 of 41 essays containing the words Bayesian statistics.

  1. 11. An application of Bayesian Hidden Markov Models to explore traffic flow conditions in an urban area

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Lovisa Andersson; [2019]
    Keywords : Bayesian statistics; hidden states; Markov chain; traffic flow modeling; filtering; smoothing; most probable state sequence; MCMC; Hamiltonian Monte Carlo; No-U-Turn sampler;

    Abstract : This study employs Bayesian Hidden Markov Models as method to explore vehicle traffic flow conditions in an urban area in Stockholm, based on sensor data from separate road positions. Inter-arrival times are used as the observed sequences. READ MORE

  2. 12. Forecasting Election Results: A Bayesian Frequentist Comparison

    University essay from Lunds universitet/Statistiska institutionen

    Author : Oldehed Erik; [2019]
    Keywords : Bayesian forecasting; frequentist forecasting; non-homogeneous hidden Markov models; autoregression; kernel smoothing; Mathematics and Statistics;

    Abstract : We present a Bayesian and frequentist comparison when forecasting elections through polls. Our focus is on studying the differences of these approaches in forecasting elections. An evaluation of the fit is performed using the odds ratio. READ MORE

  3. 13. Classification of Wi-Fi Sensor Data for a Smarter City : Probabilistic Classification using Bayesian Statistics

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Elin Tyni; Johanna Wikberg; [2019]
    Keywords : ;

    Abstract : As cities are growing with an increasing number of residents, problems with the traffic such as congestion and larger emission arise. The city planners have challenges with making it as easy as possible for the residents to commute and in as large scale as possible to avoid vehicles. READ MORE

  4. 14. Summary Statistic Selection with Reinforcement Learning

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Iliam Barkino; [2019]
    Keywords : Summary Statistics; Approximate Bayesian Computation; Reinforcement Learning; Machine Learning; Multi-Armed Bandit; Subset Selection; Minimizing Entropy; Approximate Sufficiency; Direct; Halving; SAR; OCBA-m; Racing;

    Abstract : Multi-armed bandit (MAB) algorithms could be used to select a subset of the k most informative summary statistics, from a pool of m possible summary statistics, by reformulating the subset selection problem as a MAB problem. This is suggested by experiments that tested five MAB algorithms (Direct, Halving, SAR, OCBA-m, and Racing) on the reformulated problem and comparing the results to two established subset selection algorithms (Minimizing Entropy and Approximate Sufficiency). READ MORE

  5. 15. Outlier-Robust Dynamic Portfolio Optimization based on Bear-Bull-Regimes

    University essay from Lunds universitet/Matematisk statistik

    Author : Emil Eliasson; Linus Hamlin; [2018]
    Keywords : Mathematics and Statistics;

    Abstract : The work in this thesis is meant to improve an existing algorithm described in Nystrup (2017). As the original model uses a normal distribution to approximate the daily logarithmic returns, the authors of this thesis aim to improve the approximation by using Student’s t-distribution which may be a better approximation of financial data. READ MORE