Essays about: "monte carlo-sampling"

Showing result 1 - 5 of 9 essays containing the words monte carlo-sampling.

  1. 1. Approximate Bayesian Computation for Data-Driven Epidemiological Models

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Christoph Nötzli; [2023]
    Keywords : ;

    Abstract : Epidemiological models can help us to understand the spread of pathogens in a population. Fitting these mathematical models to epidemiological data can be a difficult task due to uncertain or missing data. READ MORE

  3. 2. Computation of Effective Local Diffusion Tensor

    University essay from KTH/Fysik

    Author : Viktor Pontéus; [2022]
    Keywords : Diffusion; Diffusion Tensor; Fokker-Planck; Coarse-graining; Extended Ensembles; Diffusion; Diffusionstensor; Fokker-Planck; Coarse-graining; Utvidgad ensemble;

    Abstract : Numerical simulations of large complex systems such as biomolecules often suffer from the full description of the system having too many dimensions for direct numerical calculations and Monte Carlo methods having trouble overcoming energy barriers. It is therefore desirable to formulate a description in lower dimension which captures the system’s macroscopic behaviour. READ MORE

  4. 3. Galaxies as Clocks and the Universal Expansion

    University essay from KTH/Fysik

    Author : Anders Ahlström Kjerrgren; [2021]
    Keywords : cosmology; cosmic chronometers; universal expansion; Hubble parameter; differential ages; galaxy age; relative age; cosmic time; chi-square minimization; monte carlo sampling; gaussian processes; kosmologi; kosmisk kronometer; universums expansion; Hubbleparametern; differentiell ålder; galaxålder; relativ ålder; kosmisk tid; chi-2-minimering; monte carlo-sampling; gaussiska processer;

    Abstract : The Hubble parameter H(z) is a measure of the expansion rate of the universe at redshift z. One method to determine it relies on inferring the slope of the redshift with respect to cosmic time, where galaxy ages can be used as a proxy for the latter. This method is used by Simon et al. READ MORE

  5. 4. Inverse Uncertainty Quantification using deterministic sampling : An intercomparison between different IUQ methods

    University essay from Uppsala universitet/Tillämpad kärnfysik

    Author : Hjalmar Andersson; [2021]
    Keywords : Inverse Uncertainty Quantification; Model calibration; Unscented transform; Deterministic sampling;

    Abstract : In this thesis, two novel methods for Inverse Uncertainty Quantification are benchmarked against the more established methods of Monte Carlo sampling of output parameters(MC) and Maximum Likelihood Estimation (MLE). Inverse Uncertainty Quantification (IUQ) is the process of how to best estimate the values of the input parameters in a simulation, and the uncertainty of said estimation, given a measurement of the output parameters. READ MORE

  6. 5. Rebalancing 2.0-A Macro Approach to Portfolio Rebalancing

    University essay from KTH/Matematisk statistik

    Author : Rawand Sultani; [2020]
    Keywords : Statistics; Applied Mathematics; Financial Mathematics; Rebalancing; Asset Allocation; Monte-Carlo; Backtesting; Makro; Statistik; Tillämpad matematik; Finansiell matematik; Rebalansering; Tillgångsallokering; Monte-Carlo; Backtesting; Makro;

    Abstract : Portfolio rebalancing has become a popular tool for institutional investors the last decade. Adaptive asset allocation, an approach suggest by William Sharpe is a new approach to portfolio rebalancing taking market capitalization of asset classes into consideration when setting the normal portfolio and adapting it to a risk profile. READ MORE