Essays about: "beta distributions"
Showing result 1 - 5 of 16 essays containing the words beta distributions.
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1. 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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2. Assessment of the Capability for Vetoing Beta-Decay Events in the Lundium Decay Station
University essay from Lunds universitet/Kärnfysik; Lunds universitet/Fysiska institutionenAbstract : Alpha decay spectroscopy using the latest and most sensitive detector setup as well as fast sampling read-out electronics has become very important for discovery and analysis of short-lived nuclei created in collision experiments in the laboratory. The Nuclear Structure Group in Lund is currently developing the Lundium Decay Station for use in comprehensive nuclear spectroscopy of decays for rare isotopes, particularly in the heavy & superheavy region. READ MORE
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3. Efficient Sampling of Gaussian Processes under Linear Inequality Constraints
University essay from Linköpings universitet/Statistik och maskininlärningAbstract : 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
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4. Developing new methods for estimating population divergence times from sequence data
University essay from Uppsala universitet/Institutionen för medicinsk biokemi och mikrobiologiAbstract : Methods for estimating past demographic events of populations are powerful tools in order to get insights of otherwise hidden pasts. The genetic data of people is a valuable resource for these purposes as patterns of variation can inform of the past evolutionary forces and historical events that generated them. READ MORE
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5. Asymptotics of beta-Hermite Ensembles
University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakultetenAbstract : In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermitian matrices) and the Gaussian symplectic ensembles (consisting of quaternionic self-dual matrices) respectively. We also look at the less explored general beta-Hermite ensembles (consisting of real tridiagonal symmetric matrices). READ MORE
