Essays about: "MCMC"

Showing result 1 - 5 of 27 essays containing the word MCMC.

  1. 1. Markov Chain Monte Carlo (MCMC) and Bayesian Inference for Gravitational Waves

    University essay from Lunds universitet/Astronomi

    Author : Christine Andersson; [2021]
    Keywords : Gravitational Waves; LISA; LISA mission; Bayesian Inference; Markov Chain Monte Carlo; MCMC; Bayes’ Theorem; stochastic sampling; Metropolis Hastings; histograms; Physics and Astronomy;

    Abstract : The Laser Interferometer Space Antenna (LISA) is a space borne gravitational wave detec- tor set to launch in 2034, with the objective of detecting and studying the Gravitational Waves (GWs) of our universe. So far, ground-based detectors such as the Laser Interferometer Gravitational-Wave Observatory (LIGO) have been successful in detecting GWs, but the limitations of ground based detectors is what makes LISA so special. READ MORE

  2. 2. Efficient Sampling of Gaussian Processes under Linear Inequality Constraints

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Bayu Beta Brahmantio; [2021]
    Keywords : Gaussian process; truncated multivariate Gaussian; Hamiltonian Monte Carlo; Elliptical Slice Sampling;

    Abstract : In this thesis, newer Markov Chain Monte Carlo (MCMC) algorithms are implemented and compared in terms of their efficiency in the context of sampling from Gaussian processes under linear inequality constraints. Extending the framework of Gaussian process that uses Gibbs sampler, two MCMC algorithms, Exact Hamiltonian Monte Carlo (HMC) and Analytic Elliptical Slice Sampling (ESS), are used to sample values of truncated multivariate Gaussian distributions that are used for Gaussian process regression models with linear inequality constraints. READ MORE

  3. 3. Data-driven test case design of automatic test cases using Markov chains and a Markov chain Monte Carlo method

    University essay from Malmö universitet/Fakulteten för teknik och samhälle (TS)

    Author : John Lindahl; Douglas Persson; [2021]
    Keywords : testing; test automation; Data-driven test case design; Markov chain; MC; Markov chain Monte Carlo; MCMC; Model-based testing; MBT; Metropolis-Hastings; statistics;

    Abstract : Large and complex software that is frequently changed leads to testing challenges. It is well established that the later a fault is detected in software development, the more it costs to fix. READ MORE

  4. 4. Topic modeling on a classical Swedish text corpus of prose fiction : Hyperparameters’ effect on theme composition and identification of writing style

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Catharina Apelthun; [2021]
    Keywords : Topic modeling; Smoothed Latent Dirichlet Allocation; Gibbs sam- pling; MCMC; Bayesian statistics; Swedish prose fiction.;

    Abstract : A topic modeling method, smoothed Latent Dirichlet Allocation (LDA) is applied on a text corpus data of classical Swedish prose fiction. The thesis consists of two parts. READ MORE

  5. 5. Subsampling Strategies for Bayesian Variable Selection and Model Averaging in GLM and BGNLM

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Jon Lachmann; [2021]
    Keywords : Bayesian model averaging; subsampling; GLM; BGNLM; IRLS; Optimisation;

    Abstract : Bayesian Generalized Nonlinear Models (BGNLM) offer a flexible alternative to GLM while still providing better interpretability than machine learning techniques such as neural networks. In BGNLM, the methods of Bayesian Variable Selection and Model Averaging are applied in an extended GLM setting. READ MORE