Essays about: "MCMC"
Showing result 26 - 30 of 33 essays containing the word MCMC.
-
26. Predicting Bankruptcy Risk: A Gaussian Process Classifciation Model
University essay from Linköpings universitet/Institutionen för datavetenskapAbstract : This thesis develops a Gaussian processes model for bankruptcy risk classification and prediction in a Bayesian framework. Gaussian processes and linear logistic models are discriminative methods used for classification and prediction purposes. READ MORE
-
27. Maximum Likelihood Estimation Using Bayesian Monte Carlo Methods
University essay from Lunds universitet/Matematisk statistikAbstract : The objective of this thesis is to give a general account of the MCMC estimation approach dubbed data cloning, specically performing maximum likelihood estimation via Bayesian Monte Carlo methods. An account of the procedure will be given, and it will applied to four dierent maximum likelihood estimation problems: simple linear regression, multiple linear regression, a stochastic dynamical model (Gompertz), and a state space model. READ MORE
-
28. An improvement to Global Tractography Using Anatomical Priors
University essay from Lunds universitet/Matematisk statistikAbstract : Tractography is a visualization technique which reconstructs and models neural fibers in the white matter of the brain based on data from diffusion magnetic resonance imaging. It is already used locally to model parts of dominant fiber pathways but global methods are also emerging which aim to reconstruct all the brain fibers simultaneously. READ MORE
-
29. Efficient Parameter Inference for Stochastic Chemical Kinetics
University essay from KTH/Beräkningsbiologi, CBAbstract : Parameter inference for stochastic systems is considered as one of the fundamental classical problems in the domain of computational systems biology. The problem becomes challenging and often analytically intractable with the large number of uncertain parameters. READ MORE
-
30. Rare-event Simulation with Markov Chain Monte Carlo
University essay from KTH/Matematisk statistikAbstract : In this thesis, we consider random sums with heavy-tailed increments. By the term random sum, we mean a sum of random variables where the number of summands is also random. Our interest is to analyse the tail behaviour of random sums and to construct an efficient method to calculate quantiles. READ MORE
