Essays about: "Linear shrinkage"

Showing result 1 - 5 of 18 essays containing the words Linear shrinkage.

  1. 1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods

    University essay from Lunds universitet/Statistiska institutionen

    Author : Markus Gerholm; Johan Sörstadius; [2024]
    Keywords : Linear regression; high dimensional data; regularization; Bayesian methods; Mathematics and Statistics;

    Abstract : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. READ MORE

  3. 2. Embedment Behavior of Steel Dowel in Timber Loaded Perpendicular to the Grain : Influence of Assembly History in Combination with Moisture Change and Cyclic Loading

    University essay from Linnéuniversitetet/Institutionen för byggteknik (BY)

    Author : Mojtaba Khalili; [2023]
    Keywords : Embedment strength; elastic and plastic embedment stiffness; moisture content; swelling and shrinkage; steel dowel; assembly history; cyclic loading;

    Abstract : The embedment behavior of dowels in timber structures, as an essential parameter in the design of connections, is the subject of this thesis. There are numerous advantages using timber structures, including sustainability, energy efficiency, and aesthetic appeal. READ MORE

  4. 3. Exploring Machine Learning Techniques for Short-Term Wind Power Forecasting of Multiple  Wind Parks

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Alexis Tubulekas; [2022]
    Keywords : ;

    Abstract : Wind power is a renewable energy source that is growing rapidly globally. A disadvantage of wind power is its uncertainty as the energy output can vary greatly, a consequence of the stochastic nature of the wind. Accurate forecasts of wind power production can mitigate the problem of uncertainty. READ MORE

  5. 4. The Rational Investor is a Bayesian

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Jiajun Qu; [2022]
    Keywords : Portfolio optimization; Mean-variance optimization; Bayesian approach; Linear shrinkage; Black-Litterman; Robust optimization;

    Abstract : The concept of portfolio optimization has been widely studied in the academy and implemented in the financial markets since its introduction by Markowitz 70 years ago. The problem of the mean-variance optimization framework caused by input uncertainty has been one of the foci in the previous research. READ MORE

  6. 5. 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