Essays about: "Metropolis Hastings"

Showing result 6 - 10 of 15 essays containing the words Metropolis Hastings.

1. 6. Identifiability of pharmacological models from data

   University essay from Lunds universitet/Institutionen för reglerteknik

   Author : Amina Gojak; [2021]
   Keywords : Technology and Engineering;

   Abstract : In order to automate anaesthesia in patients using propofol, closed-loop control systems with models that describe the time course of the drug effects on the body are required, usually being represented by pharmacokinetics and pharmacodynamics(PKPD). This thesis focused on evaluating parameter identifiability for the PK part of the model, using a model proposed by Eleveld et al. READ MORE

3. 7. 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. 8. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas

   University essay from KTH/Matematisk statistik

   Author : Rasmus Guterstam; Vidar Trojenborg; [2021]
   Keywords : Systemic Risk; Value-at-risk; Risk allocation; Risk contributions; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula; Systemisk Risk; Value-at-risk; Riskallokering; Riskbidrag; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula;

   Abstract : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. READ MORE

5. 9. Bayesian insurance pricing using informative prior estimation techniques

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Alexandra Hotti; [2020]
   Keywords : ;

   Abstract : Large, well-established insurance companies build statistical pricing models based on customer claim data. Due to their long experience and large amounts of data, they can predict their future expected claim losses accurately. In contrast, small newly formed insurance start-ups do not have access to such data. READ MORE

6. 10. Reconstruction of past European land cover from pollen data: using spatial statistics and Crank-Nicolson Monte Carlo

   University essay from Lunds universitet/Matematisk statistik

   Author : Lovisa Svensson; [2019]
   Keywords : Pollen data; compositional data; Dirichlet distribution; spatio-temporal reconstruction; Kronecker product; Gaussian Markov random field GMRF ; Markov Chain Monte Carlo MCMC ; Metropolis Hastings MH ; Metropolis adjusted Langevin algorithm MALA ; Mathematics and Statistics;

   Abstract : Given a pollen data set from Europe over a time period, the aim is to reconstruct the past land cover by interpolating from the pollen data values to a continuous map. The data is on compositional form with three vegetation categories; coniferous forest, broadleaved forest and open land. READ MORE