Essays about: "high-dimensional statistics"

Showing result 1 - 5 of 19 essays containing the words high-dimensional statistics.

  1. 1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods

    University essay from Lunds universitet/Statistiska institutionen

    Author : Markus Gerholm; Johan Sörstadius; [2024]
    Keywords : Linear regression; high dimensional data; regularization; Bayesian methods; Mathematics and Statistics;

    Abstract : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. READ MORE

  2. 2. Autoencoder-Based Likelihood-Free Parameter Inference of Gene Regulatory Network

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Liang Cheng; [2023]
    Keywords : ;

    Abstract : Likelihood-free parameter inference is a well-known statistical methodology that estimates the posterior distribution of model parameters even in cases where the likelihood function is intractable. The performance of this method is highly correlated with the learning of summary statistics, which capture the key features from the high dimensional data such as time series. READ MORE

  3. 3. Dimensionality Reduction in High-Dimensional Profile Analysis Using Scores

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Jonathan Vikbladh; [2022]
    Keywords : High-dimensional data; Hypothesis testing; LR test; Linear scores; Multivariate analysis; Profile analysis; Spherical distributions;

    Abstract : Profile analysis is a multivariate statistical method for comparing the mean vectors for different groups. It consists of three tests, they are the tests for parallelism, level and flatness. The results from each test give information about the behaviour of the groups and the variables in the groups. READ MORE

  4. 4. 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

  5. 5. 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