Essays about: "multivariate normal distribution"

Showing result 1 - 5 of 19 essays containing the words multivariate normal distribution.

  1. 1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution

    University essay from Lunds universitet/Statistiska institutionen

    Author : Marcus Stolz; Jonathan Christopher; [2024]
    Keywords : Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

    Abstract : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). READ MORE

  3. 2. Geometry of high dimensional Gaussian data

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

    Author : Olof Samuel Mossberg; [2024]
    Keywords : HDLSS; high dimensional data; stochastic boundedness; asymptotic orthogonality; geometry; multivariate normal distribution; HDLSS; högdimensionell data; stokastisk begränsning; asymptotisk ortogonalitet; geometri; multivariat normalfördelning;

    Abstract : Collected data may simultaneously be of low sample size and high dimension. Such data exhibit some geometric regularities consisting of a single observation being a rotation on a sphere, and a pair of observations being orthogonal. This thesis investigates these geometric properties in some detail. READ MORE

  4. 3. Robustness Against Non-Normality : Evaluating LDA and QDA in Simulated Settings Using Multivariate Non-Normal Distributions

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Gånheim Viktor; Åslund Isak; [2023]
    Keywords : Classification; Linear Discriminant Analysis; Quadratic Discriminant Analysis; Normality Assumption;

    Abstract : Evaluating classifiers in controlled settings is essential for empirical applications, as extensive knowledge on model-behaviour is needed for accurate predictions. This thesis investigates robustness against non-normality of two prominent classifiers, LDA and QDA. READ MORE

  5. 4. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

  6. 5. Anomaly detection for prediction of failures in manufacturing environments : Machine learning based semi-supervised anomaly detection for multivariate time series to predict failures in a CNC-machine

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

    Author : Felix Boltshauser; [2023]
    Keywords : Machine learning; Anomaly Detection; DeepAnT; ROCKET; OCSVM; manufacturing; predictive maintenance; Maskin inlärning; Anomali Detektion; DeepAnT; ROCKET; OCSVM; tillverkning; prediktivt underhåll;

    Abstract : For manufacturing enterprises, the potential of collecting large amounts of data from production processes has enabled the usage of machine learning for prediction-based monitoring and maintenance of machines. Yet common maintenance strategies still include reactive handling of machine failures or schedule-based maintenance conducted by experienced personnel. READ MORE