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 5 of 5 for “"adaptive importance sampling"”.
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Bayesian statistics for fishery stock assessment and management
… replaces the estimation of optimal policies. Adaptive importance sampling is used to obtain approximations for posterior distributions. The importance function is given as a finite mixture of heavy-tailed Student distributions. The performance of the method is tested in five case-studies, two …
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Multimodal Probabilistic Inference for Robust Uncertainty Quantification
… combination of variational boosting with adaptive importance sampling. The proposed algorithm offers a well-defined compute-accuracy trade-off and is guaranteed to converge to the optimal multimodal variational solution as well as the optimal importance sampling proposal distribution.</p>
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New methodologies for multi-scale time-variant reliability analysis of complex lifeline networks
… metrics, e.g. disconnection bounds and component importance, are available for such purposes. Since these networks are existing, the time state is also important. If networks are close to chloride sources, deterioration may be a major issue. Information from field inspections may also have large …
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Change point detection for high dimensional data and valid inference for Bayesian linear models
… monitoring problem by developing a new adaptive monitoring procedure that can detect both dense and sparse changes in real-time. Unlike existing work based on self-normalization, we introduce a class of estimators for $q$-norm of the covariance matrix and prove their ratio consistency. …
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On Latent Variable Models for Bayesian Inference with Stable Distributions and Processes
… of the intractable likelihood, computed through adaptive importance sampling for the marginal representation. The results obtained are comparable to a state of the art conditional Gibbs sampler, but do not introduce any approximation, while allowing for better control of the quality of the …