Essays about: "Markov chain Monte Carlo"

Showing result 6 - 10 of 53 essays containing the words Markov chain Monte Carlo.

1. 6. Optimization and Bayesian Modeling of Road Distance for Inventory of Potholes in Gävle Municipality

   University essay from Stockholms universitet/Statistiska institutionen

   Author : Timothy Rafael Lindblom; Oskar Tollin; [2022]
   Keywords : Traveling salesman problem; Bayesian inference; Simulated annealing; Nearest neighbour algorithm; Markov Chain Monte Carlo; MCMC; Potholes; Haversine formula; Metropolis-Hastings; Posterior predictive distribution; Handelsresande problemet; bayesiansk inferens; simulerad anlöpning; nearest neighbour algorithm; Markov Chain Monte Carlo; MCMC; potthål; storcirkelavstånd; Metropolis-Hastings; posterior predictive distribution;

   Abstract : 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

3. 7. Towards Deep Learning Accelerated Sparse Bayesian Frequency Estimation

   University essay from Lunds universitet/Matematisk statistik

   Author : Mika Persson; [2022]
   Keywords : Bayesian Statistics; Deep Learning; Frequency Estimation; Generative Adversarial Networks; Artificial Neural Networks; Statistical Modelling; Mathematics and Statistics;

   Abstract : The Discrete Fourier Transform is the simplest way to obtain the spectrum of a discrete complex signal. This thesis concerns the case when the signal is known to contain a small (unknown) number of frequencies, not limited to the discrete Fourier frequencies, embedded in complex Gaussian noise. READ MORE

4. 8. Inverse Uncertainty Quantification for Sounding Rocket Dispersion

   University essay from KTH/Matematik (Avd.)

   Author : Tove Ågren; [2022]
   Keywords : Uncertainty quantification; Bayesian inference; Rocket dispersion; Neural networks; Markov Chain Monte Carlo.; Osäkerhetskvantifiering; Bayesiansk inferens; Raketspridning; Neurala nätverk; Markovkedje-Monte Carlo;

   Abstract : Sounding rocket impact points are subject to dispersion due to uncertainties in simulation model parameters and perturbations of the rocket trajectory during flight. Estimating the area of dispersion assumes that associated model uncertainties and magnitude of perturbations have already been inferred. READ MORE

5. 9. Optimization of Grid Connection Capacity for Onshore Wind Farms

   University essay from Uppsala universitet/Elektricitetslära

   Author : Patrik Wall; [2022]
   Keywords : icing; optimization; grid capacity; full-performance; power curve; Monte Carlo; Markov chain;

   Abstract : This thesis investigates if the profitability of a wind farm can be increased by reducing itscontracted grid capacity. Two years of SCADA data is cleaned from non- and partialperformance which is used to estimate a wake reduced annual power time series. READ MORE

6. 10. 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