Essays about: "dimensional regularization"

Showing result 6 - 10 of 18 essays containing the words dimensional regularization.

  1. 6. The Inverse Source Problem for Helmholtz

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Hugo Fernstrom; Hugo Sträng; [2022]
    Keywords : inverse problem; inverse source problem; Helmholtz; Tikhonov regularization;

    Abstract : This paper studies the inverse source problem for the Helmholtz equation with a point source in a two dimensional domain. Given complete boundary data and appropriate discretization Tikhonov regularization is established to be an effective method at finding the point source. READ MORE

  3. 7. Analysis of the effect of latent dimensions on disentanglement in Variational Autoencoders

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

    Author : Joakim Dahl; [2021]
    Keywords : ;

    Abstract : Disentanglement is a subcategory to Representaton learning where we, apart from believing that useful properties can be extracted from the data in a more compact form, also envision that the data itself is constituted from a lower-dimensional subset of explanatory factors. Explanatory factors are an ambiguous concept and what they portray varies with the dataset. READ MORE

  4. 8. Bilinear Gaussian Radial Basis Function Networks for classification of repeated measurements

    University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakulteten

    Author : Andreas Sjödin Hällstrand; [2020]
    Keywords : Bilinear Regression; Classification; Supervised Learning; High Dimensional Statistics; Growth Curve Model; Regularization; Radial Basis;

    Abstract : The Growth Curve Model is a bilinear statistical model which can be used to analyse several groups of repeated measurements. Normally the Growth Curve Model is defined in such a way that the permitted sampling frequency of the repeated measurement is limited by the number of observed individuals in the data set. READ MORE

  5. 9. Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Manu Upadhyaya; [2020]
    Keywords : covariance matrix; portfolio selection; risk; Mathematics and Statistics;

    Abstract : The modus operandi of most asset managers is to promise clients an annual risk target, where risk is measured by realized standard deviation of portfolio returns. Moreover, Markowitz (1952) portfolio selection requires an estimate of the covariance matrix of the returns of the financial instruments under consideration. READ MORE

  6. 10. Bayesian Neural Networks for Financial Asset Forecasting

    University essay from KTH/Matematisk statistik

    Author : Alexander Back; William Keith; [2019]
    Keywords : Bayesian neural networks; variational inference; Markov chain Monte Carlo; dropout; systematic trading; futures contracts; Bayesianska neurala nätverk; variational inference; Markov chain Monte Carlo; dropout; systematisk trading; terminskontrakt;

    Abstract : Neural networks are powerful tools for modelling complex non-linear mappings, but they often suffer from overfitting and provide no measures of uncertainty in their predictions. Bayesian techniques are proposed as a remedy to these problems, as these both regularize and provide an inherent measure of uncertainty from their posterior predictive distributions. READ MORE