Essays about: "probabilistic inference"

Showing result 1 - 5 of 19 essays containing the words probabilistic inference.

  1. 1. Dynamic Covariance Modelling Using Generalised Wishart Processes

    University essay from Lunds universitet/Matematisk statistik

    Author : Fredrik Nilsson; [2023]
    Keywords : Covariance matrix; generalised Wishart process; Bayesian inference; Markov chain Monte Carlo; Hamiltonian Monte Carlo; Mathematics and Statistics;

    Abstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE

  2. 2. 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

  3. 3. Causal Inference on Tactical Simulations using Bayesian Structure Learning

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

    Author : Karl Lagerkvist Blomqvist; [2022]
    Keywords : Causal Inference; Bayesian Structure Learning; Do-Calculus; Tactical Simulations; Kausal Inferens; Bayesiansk Strukturinlärning; Do-Calculus; Taktiska Simuleringar;

    Abstract : This thesis explores the possibility of using Bayesian Structure Learning and Do-Calculus to perform causal inference on data from tactical combat simulations provided by Saab. A four-step approach is considered whose first step is to find a Bayesian Network from the data using Bayesian Structure Learning and Probability Distribution Fitting. READ MORE

  4. 4. Inverse Uncertainty Quantification for Sounding Rocket Dispersion

    University essay from KTH/Matematik (Avd.)

    Author : Tove Ågren; [2022]
    Keywords : Uncertainty quantification; Bayesian inference; Rocket dispersion; Neural networks; Markov Chain Monte Carlo.; Osäkerhetskvantifiering; Bayesiansk inferens; Raketspridning; Neurala nätverk; Markovkedje-Monte Carlo;

    Abstract : Sounding rocket impact points are subject to dispersion due to uncertainties in simulation model parameters and perturbations of the rocket trajectory during flight. Estimating the area of dispersion assumes that associated model uncertainties and magnitude of perturbations have already been inferred. READ MORE

  5. 5. Localization For AutonomousDriving using Statistical Filtering : A GPS aided navigation approach with EKF and UKF

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

    Author : Devrat Singh; [2022]
    Keywords : Land Vehicle Localization; Sensor Fusion; GNSS-INS Fusion; UKF; EKF;

    Abstract : A critical requirement for safe autonomous driving is to have an accurate state estimate of thevehicle. One of the most ubiquitous yet reliable ways for this task is through the integrationof the onboard Inertial Navigation System (INS) and the Global Navigation Satellite System(GNSS). READ MORE