Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 34 for “"Bayesian updating"”.
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Three essays in behavioural finance: An examination into non- Bayesian Investment behaviour
… investors consistently apply Bayes Rule when updating their expectations, and identifies the behavioural attributes that affect asset prices. This thesis extends this literature by examining deviations from the Bayesian model that arise due to i) ambiguity aversion, ii) investor sentiment and …
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Essays on signaling games under ambiguity
… updates his non-additive belief according to a f-Bayesian updating rule of Gilboa and Schmeidler (1993). When the types are unambiguous in the sense of Nehring (1999), the receiver's conditional preferences after updating on an ambiguous message are always of the subjective expected utility form. …
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An Uncertainty-Based Approach to the Total Maximum Daily Load Development
A Bayesian-updating approach is developed to the estimation of the total uncertainty-based Margin of Safety (MOS) for Total Maximum Daily Load calculations using the watershed modeling tool HSPF. In order to determine the prior, likelihood, and posterior distributions of uncertainties involved in …
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Technology assessment of biomass ethanol : a multi-objective, life cycle approach under uncertainty
… incorporation of uncertainty analysis using Bayesian updating, and 4) integration of multiple feedstocks, processes, and products, in a network optimization framework, with subsequent decomposition to more refined models, for an improvement assessment of specific research and development …
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Development of advanced reliability assessment models with applications in integrity management of onshore energy pipelines
… degradation processes, machine learning through Bayesian statistics, multivariate data analysis, hazard modelling and interval probabilities, in an effort to quantify uncertainties that impose threats and define risks to the integrity of energy pipelines. First, the quantification of failure …
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Redundant Information And Predictable Stock Price Returns
… I extend the Kyle (1985) model to allow for non-Bayesian updating and transaction costs. The model predicts that price changes exhibit a state space process, in which the parameter for investors’ non- Bayesian weighting of redundant information is estimable distinctly from information asymmetry …
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Failure record discounting in Bayesian analysis in Probabilistic Risk Assessment (PRA) : a space system application
… for partial applicability of past failures in Bayesian analysis by discounting the failure records. A series of sensitivity analyses on a specific case study showed that failure record discounting may result in failure distributions that are both optimistic and narrow. An alternative approach, …
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Locally Adaptive Protocols for Quantum State Discrimination
… (Phys. Rev. A 71, 032338) to show that a simple Bayesian-updating scheme can optimally distinguish between any pair of arbitrary pure, tensor product quantum states. We then demonstrate that this same Bayesian-updating scheme has poor asymptotic behaviour when the candidate states are not pure, …
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Monitoring, modeling, and hybrid simulation—an integrated Bayesian-based approach to high-fidelity fragility analysis
… This research aims to develop a systematic Bayesian-based framework to estimate high-fidelity fragility functions by integrating monitoring, modeling, and hybrid simulation, with the final goal of improving the accuracy of seismic risk assessment to support both pre- and post-disaster …
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Life extension of structural components via an improved nondestructive testing methodology
… the in-service inspection plan with the use of Bayesian updating techniques to forecast remnant life. Reliability block diagrams for structural disk and blade aircraft engine components were presented as examples of the methodology. Implementation of the proposed NDT methodology significantly …
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Improving the efficiency of research and development using belief networks
… project success. We investigate the use of Bayesian belief networks as a means of tracking the success of research and development projects and prioritizing research funding across different experimental efforts. The focus of the thesis is on demonstrating a proof of concept of Bayesian …
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Search for a Moving Target
… discrete space is given. The model is based on a Bayesian updating algorithm giving successive probability distributions of target position at intervals throughout the search. Updating allows for target movement and for negative information gained from unsuccessful search.<br/><br/>The search is …
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Assessment of Model Validation, Calibration, and Prediction Approaches in the Presence of Uncertainty
… uncertainty from ASME VandV 20, and 4) Bayesian updating of a model discrepancy term. Details are given for the application of the MAVM for accounting for small experimental sample sizes. To provide an unambiguous assessment of these different approaches, synthetic experimental values …
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Investigation of backwards erosion piping by data driven modeling
… time are used to investigate the ability to use Bayesian updating to decrease understanding of parameters that are spatially heterogeneous and update the prediction of BEP leading to failure.
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Essays on Human Capital and Education Policy
… uncertain about their own ability and conduct Bayesian updating using their grades as they progress in college. With an increase in the college premium, agents are less likely to drop-out of college with poor grades, due to an increase in the option value of staying in college. We find that an …
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Spectral finite element modelling and damage identification of beam-like structures using linear and nonlinear guided waves
… in the identification of multiple damages. The Bayesian model class selection algorithm is employed to determine the number of damages. The Bayesian model updating method implemented with efficient transitional Markov Chain Monte Carlo (TMCMC) sampler is proposed to identify the location and …
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Bayesian prediction of functions with applications to manufacturing and marketing
Bayesian predictive methods have a number of advantages over traditional statistical methods. For one, Bayesian methods allow one to aggregate information from multiple sources (theoretical models, experimental data, and expert opinions). In addition, a Bayesian prediction can be updated …
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Integrated probabilistic risk assessment (I-PRA) methodology and computational platform for fire PRA of nuclear power plants
… quantification, dependency modeling, and Bayesian updating. To alleviate the challenges associated with the high computational cost and large volumes of data, a parallel simulation using the MPI, along with (i) convergence studies on mesh resolution and (ii) convergence studies on …
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Development and implementation of comprehensive regionalized pavement life-cycle assessment
… approach and the other using an informed Bayesian updating approach. The effects of considering data uncertainty in LCA, especially for comparative analyses, are addressed.
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Some contributions to modeling usage sensitive warranty servicing strategies and their analyses
… in case of new or leased vehicle warranties. A Bayesian approach of modeling 2-D Pro-rated warranty (PRW) with preventive maintenance is considered and explored in the spirit of Huang and Fang (2008). A decision regarding the optimal PRW proportion (paid by the manufacturer to repair failed …
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