Essays about: "shrinkage prior"

Found 5 essays containing the words shrinkage prior.

  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. Beyond the Big Five Factors: Using Facets and Nuances for Enhanced Prediction in Life Outcomes

    University essay from Lunds universitet/Institutionen för psykologi

    Author : Maiken Due Nielsen; [2023]
    Keywords : Personality traits; IPIP-NEO; facets; nuances; items; life outcomes; predictive validity; Social Sciences;

    Abstract : Objective: Previous research using personality traits to predict life outcomes has typically utilized the Big Five factors and, occasionally, their facets. However, recent research suggests that using items (reflecting personality nuances) can account for greater predictive variance. READ MORE

  3. 3. 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

  4. 4. Bayesian variable selection in linear mixed effects models

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Vuong Tran; [2017]
    Keywords : ;

    Abstract : Variable selection techniques have been well researched and used in many different fields. There is rich literature on Bayesian variable selection in linear regression models, but only few of them are about mixed effects. The topic of the thesis is Bayesian variable selection in linear mixed effect models. READ MORE

  5. 5. The Transportation of Nuclear Cargo at Sea - Shrinkage of the Right of Innocent Passage?

    University essay from Lunds universitet/Juridiska institutionen

    Author : Lisa Welming; [2008]
    Keywords : Folkrätt; Law and Political Science;

    Abstract : The maritime transportation of hazardous cargo has created a sometimes intense dispute between the shipping industry and coastal states. The arguments feeding this discussion are the right of innocent passage, claimed by shipping states, and on the other hand, the obligation to protect the environment stressed by coastal states. READ MORE