Essays about: "maximum likelihood"

Showing result 26 - 30 of 244 essays containing the words maximum likelihood.

  1. 26. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE

  3. 27. Theoretical and numerical aspects of the pattern maximum likelihood estimator, with a view towards symmetric functionals estimation

    University essay from Lunds universitet/Matematisk statistik

    Author : Paulina Benthem Ciano; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Suppose that an infinite population is partitioned into different species. Given a random sample from the population of species, we are interested in estimating the species richness, which is the number of different species inhabiting a given area. The species richness is a symmetric functional of the probability mass function. READ MORE

  4. 28. Analyzing the Negative Log-Likelihood Loss in Generative Modeling

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

    Author : Aleix Espuña I Fontcuberta; [2022]
    Keywords : Generative modeling; Normalizing flows; Generative Adversarial Networks; MaximumLikelihood Estimation; Real Non-Volume Preserving flow; Fréchet Inception Distance; Misspecification; Generativa metoder; Normalizing flows; Generative adversarial networks; Maximum likelihood-metoden; Real non-volume preserving flow; Fréchet inception distance; felspecificerade modeller;

    Abstract : Maximum-Likelihood Estimation (MLE) is a classic model-fitting method from probability theory. However, it has been argued repeatedly that MLE is inappropriate for synthesis applications, since its priorities are at odds with important principles of human perception, and that, e.g. READ MORE

  5. 29. The Extended Maximum Likelihood Estimation for Monotone Probability Mass Function with Application using Forensic Data

    University essay from Lunds universitet/Matematisk statistik

    Author : Tiancheng Ma; [2022]
    Keywords : Statistical Inference Statistics Maximum Likelihood Estimation Non-parametric Estimation; Mathematics and Statistics;

    Abstract : This paper presents solutions to the modelling of frequency data of species labels, but the data is incomplete in the sense that some rarely-occurring species labels give zero observed frequency. The data can be modelled by a monotone probability function with parameters to be estimated, and yet, due to the order constraints and the incomplete data, using conventional parameter estimation methods will cause trouble. READ MORE

  6. 30. Classification of Repeated Measurement Data Using Growth Curves and Neural Networks

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

    Author : Kasper Andersson; [2022]
    Keywords : Repeated Measurement Data; Sequential Data; Growth Curve Model; Linear Discriminant Analysis; Neural Network; Recurrent Neural Network; LSTM; Upprepade Mätningar; Sekventiell Data; Tillväxtkurvor; Linjär Diskriminantanalys; Neurala Nätverk; Recurrent Neurala Nätverk; LSTM;

    Abstract : This thesis focuses on statistical and machine learning methods designed for sequential and repeated measurement data. We start off by considering the classic general linear model (MANOVA) followed by its generalization, the growth curve model (GMANOVA), designed for analysis of repeated measurement data. READ MORE