Essays about: "MCMC"
Showing result 1 - 5 of 33 essays containing the word MCMC.
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1. Branching Out with Mixtures: Phylogenetic Inference That’s Not Afraid of a Little Uncertainty
University essay from KTH/Matematisk statistikAbstract : Phylogeny, the study of evolutionary relationships among species and other taxa, plays a crucial role in understanding the history of life. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a widely used approach for inferring phylogenetic trees, but it suffers from slow convergence in higher dimensions and is slow to converge. READ MORE
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2. Economic Capital Models : Methods for fitting loss distributions
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE
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3. Investigating a possible dearth of stars with zero angular momentum in the solar neighbourhood.
University essay from Lunds universitet/Astronomi - Genomgår omorganisation; Lunds universitet/Fysiska institutionenAbstract : Background. Carlberg & Innanen (1987) first proposed the idea of measuring the solar re- flex velocity (the velocity of the Sun around the galactic centre), Vg,⊙, using the momenta of the stars in the solar neighbourhood. The proposal was a consequence of the work of L. READ MORE
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4. Optimization and Bayesian Modeling of Road Distance for Inventory of Potholes in Gävle Municipality
University essay from Stockholms universitet/Statistiska institutionenAbstract : Time management and distance evaluation have long been a difficult task for workers and companies. This thesis studies 6712 pothole coordinates in Gävle municipality, and evaluates the minimal total road distance needed to visit each pothole once, and return to an initial pothole. READ MORE
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5. Spatial Statistical Modelling of Insurance Claim Frequency
University essay from Lunds universitet/Matematisk statistikAbstract : 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