Dissertations / Theses on the topic 'Latent'
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Anaya, Leticia H. "Comparing Latent Dirichlet Allocation and Latent Semantic Analysis as Classifiers." Thesis, University of North Texas, 2011. https://digital.library.unt.edu/ark:/67531/metadc103284/.
Full textXiong, Hao. "Diversified Latent Variable Models." Thesis, The University of Sydney, 2018. http://hdl.handle.net/2123/18512.
Full textEtessami, Pantea. "Mutagenesis studies on the genome of cassava latent virus : (African cassava latent virus)." Thesis, University of East Anglia, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.235620.
Full textMurphy, Sean Michael. "Disease management and latent choices." Online access for everyone, 2008. http://www.dissertations.wsu.edu/Dissertations/Summer2008/S_Murphy_062608.pdf.
Full textCartmill, Ian. "Builders' liability for latent defects." Thesis, University of Oxford, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302694.
Full textShafia, Aminath. "Latent infection of Botrytis cinerea." Thesis, University of Reading, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499372.
Full textPonweiser, Martin. "Latent Dirichlet Allocation in R." WU Vienna University of Economics and Business, 2012. http://epub.wu.ac.at/3558/1/main.pdf.
Full textSeries: Theses / Institute for Statistics and Mathematics
Creagh-Osborne, Jane. "Latent variable generalized linear models." Thesis, University of Plymouth, 1998. http://hdl.handle.net/10026.1/1885.
Full textMao, Cheng Ph D. Massachusetts Institute of Technology. "Matrix estimation with latent permutations." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/117863.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (pages 151-167).
Motivated by various applications such as seriation, network alignment and ranking from pairwise comparisons, we study the problem of estimating a structured matrix with rows and columns shuffled by latent permutations, given noisy and incomplete observations of its entries. This problem is at the intersection of shape constrained estimation which has a long history in statistics, and latent permutation learning which has driven a recent surge of interest in the machine learning community. Shape constraints on matrices, such as monotonicity and smoothness, are generally more robust than parametric assumptions, and often allow for adaptive and efficient estimation in high dimensions. On the other hand, latent permutations underlie many graph matching and assignment problems that are computationally intractable in the worst-case and not yet well-understood in the average-case. Therefore, it is of significant interest to both develop statistical approaches and design efficient algorithms for problems where shape constraints meet latent permutations. In this work, we consider three specific models: the statistical seriation model, the noisy sorting model and the strong stochastic transitivity model. First, statistical seriation consists in permuting the rows of a noisy matrix in such a way that all its columns are approximately monotone, or more generally, unimodal. We study both global and adaptive rates of estimation for this model, and introduce an efficient algorithm for the monotone case. Next, we move on to ranking from pairwise comparisons, and consider the noisy sorting model. We establish the minimax rates of estimation for noisy sorting, and propose a near-linear time multistage algorithm that achieves a near-optimal rate. Finally, we study the strong stochastic transitivity model that significantly generalizes the noisy sorting model for estimation from pairwise comparisons. Our efficient algorithm achieves the rate (n- 3 /4 ), narrowing a gap between the statistically optimal rate Õ(n-1 ) and the state-of-the-art computationally efficient rate [Theta] (n- 1/ 2 ). In addition, we consider the scenario where a fixed subset of pairwise comparisons is given. A dichotomy exists between the worst-case design, where consistent estimation is often impossible, and an average-case design, where we show that the optimal rate of estimation depends on the degree sequence of the comparison topology.
by Cheng Mao.
Ph. D.
Dallaire, Patrick. "Bayesian nonparametric latent variable models." Doctoral thesis, Université Laval, 2016. http://hdl.handle.net/20.500.11794/26848.
Full textOne of the important problems in machine learning is determining the complexity of the model to learn. Too much complexity leads to overfitting, which finds structures that do not actually exist in the data, while too low complexity leads to underfitting, which means that the expressiveness of the model is insufficient to capture all the structures present in the data. For some probabilistic models, the complexity depends on the introduction of one or more latent variables whose role is to explain the generative process of the data. There are various approaches to identify the appropriate number of latent variables of a model. This thesis covers various Bayesian nonparametric methods capable of determining the number of latent variables to be used and their dimensionality. The popularization of Bayesian nonparametric statistics in the machine learning community is fairly recent. Their main attraction is the fact that they offer highly flexible models and their complexity scales appropriately with the amount of available data. In recent years, research on Bayesian nonparametric learning methods have focused on three main aspects: the construction of new models, the development of inference algorithms and new applications. This thesis presents our contributions to these three topics of research in the context of learning latent variables models. Firstly, we introduce the Pitman-Yor process mixture of Gaussians, a model for learning infinite mixtures of Gaussians. We also present an inference algorithm to discover the latent components of the model and we evaluate it on two practical robotics applications. Our results demonstrate that the proposed approach outperforms, both in performance and flexibility, the traditional learning approaches. Secondly, we propose the extended cascading Indian buffet process, a Bayesian nonparametric probability distribution on the space of directed acyclic graphs. In the context of Bayesian networks, this prior is used to identify the presence of latent variables and the network structure among them. A Markov Chain Monte Carlo inference algorithm is presented and evaluated on structure identification problems and as well as density estimation problems. Lastly, we propose the Indian chefs process, a model more general than the extended cascading Indian buffet process for learning graphs and orders. The advantage of the new model is that it accepts connections among observable variables and it takes into account the order of the variables. We also present a reversible jump Markov Chain Monte Carlo inference algorithm which jointly learns graphs and orders. Experiments are conducted on density estimation problems and testing independence hypotheses. This model is the first Bayesian nonparametric model capable of learning Bayesian learning networks with completely arbitrary graph structures.
Tiwari, Puneet. "Exploring latent structures in innovation." Thesis, University of Bristol, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.705470.
Full textMorciano, Marcello. "Latent factor modelling of disability." Thesis, University of Essex, 2016. http://repository.essex.ac.uk/16224/.
Full textHood, Steven Brian. "Latent variable realism in psychometrics." [Bloomington, Ind.] : Indiana University, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3319901.
Full textTitle from PDF t.p. (viewed on May 11, 2009). Source: Dissertation Abstracts International, Volume: 69-08, Section: A, page: 3173. Adviser: Colin F. Allen.
Wegelin, Jacob A. "Latent models for cross-covariance /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8982.
Full textMena-Chavez, Ramses H. "Stationary models using latent structures." Thesis, University of Bath, 2003. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.425643.
Full textÖdling, David, and Arvid Österlund. "Factorisation of Latent Variables in Word Space Models : Studying redistribution of weight on latent variables." Thesis, KTH, Skolan för teknikvetenskap (SCI), 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-153776.
Full textMålet med alla semantiska fördelningsmodeller (DSMs) är en skalbaroch precis representation av semantiska relationer. Nya rön från Bullinaria & Levy (2012) och Caron (2001) indikerar att man kan förbättra prestandan avsevärt genom att omfördela vikten ifrån principalkomponenterna med störst varians mot de lägre. Varför metoden fungerar är dock fortfarande oklart, delvis på grund av höga beräkningskostnader för PCA men även på grund av att resultaten strider mot tidigare praxis. Vi börjar med att replikera resultaten i Bullinaria & Levy (2012) för att sedan fördjupa oss i resultaten, både kvantitativt och kvalitativt, genom att använda oss av BLESS testet. Huvudresultaten av denna studie är verifiering av 100% på TOEFL testet och ett nytt resultat på en paradigmatisk variant av BLESStestet på 91.5%. Våra resultat tyder på att en omfördelning av vikten ifrån de första principalkomponenterna leder till en förändring i fördelningensins emellan de semantiska relationerna vilket delvis förklarar förbättringen i TOEFL resultaten. Vidare finner vi i enlighet med tidigare resultat ingen signifikant relation mellan ordfrekvenser och viktomfördelning. Utifrån dessa resultat föreslår vi en rad experiment som kan ge vidare insikt till dessa intressanta resultat.
PENNONI, FULVIA. "Issues on the Estimation of Latent Variable and Latent Class Models with Social Science Applications." Doctoral thesis, Università degli Studi di Firenze, 2004. http://hdl.handle.net/10281/46004.
Full textStares, Sally Rebecca. "Latent trait and latent class models in survey analysis : case studies in public perceptions of biotechnology." Thesis, London School of Economics and Political Science (University of London), 2008. http://etheses.lse.ac.uk/2970/.
Full textSheikha, Hassan. "Text mining Twitter social media for Covid-19 : Comparing latent semantic analysis and latent Dirichlet allocation." Thesis, Högskolan i Gävle, Avdelningen för datavetenskap och samhällsbyggnad, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-32567.
Full textLarsson, Patrik. "Automatisk FAQ med Latent Semantisk Analys." Thesis, Linköping University, Department of Computer and Information Science, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-53672.
Full textI denna uppsats presenteras teknik för att automatiskt besvara frågor skrivna i naturligt språk, givet att man har tillgång till en samling tidigare ställda frågor och deras respektive svar.
Jag bygger ett prototypsystem som utgår från en databas med epost-konversationer från HP Help Desk. Systemet kombinerar Latent Semantisk Analys med en täthetsbaserad klustringsalgoritm och en enkel klassificeringsalgoritm för att identifiera frekventa svar och besvara nya frågor.
De automatgenererade svaren utvärderas automatiskt och resultaten jämförs med de som tidigare presenterats för samma datamängd. Inverkan av olika parametrar studeras också i detalj.
Studien visar att detta tillvägagångssätt ger goda resultat, utan att man behöver utföra någon som helst lingvistisk förbearbetning.
Ozsoy, Makbule Gulcin. "Text Summarization Using Latent Semantic Analysis." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12612988/index.pdf.
Full textArnekvist, Isac, and Ludvig Ericson. "Finding competitors using Latent Dirichlet Allocation." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-186386.
Full textDet finns ett intresse av att kunna identifiera affärskonkurrenter, men detta blir allt svårare på en ständigt växande och alltmer global marknad. Syftet med denna rapport är att undersöka om Latent Dirichlet Allocation (LDA) kan användas för att identifiera och rangordna konkurrenter. Detta genom att jämföra avstånden mellan LDA-representationerna av dessas företagsbeskrivningar. Effektiviteten av LDA i detta syfte jämfördes med den för bag-of-words samt slumpmässig ordning, detta med hjälp av några vanliga informationsteoretiska mått. Flera olika avståndsmått utvärderades för att bestämma vilken av dessa som bäst åstadkommer att konkurrerande företag hamnar nära varandra. I detta fall fanns Cosine similarity överträffa andra avståndsmått. Medan både LDA och bag-of-words konstaterades vara signifikant bättre än slumpmässig ordning så fanns att LDA presterar kvalitativt sämre än bag-of-words. Uträkning av avståndsmått var dock betydligt snabbare med LDA-representationer. Att omvandla webbinnehåll till LDA-representationer fångar dock vissa ospecifika likheter som inte nödvändigt beskriver konkurrenter. Det kan möjligen vara fördelaktigt att använda LDA-representationer ihop med någon ytterligare datakälla och/eller heuristik.
au, gwilcox@murdoch edu, and Hazilawati Hamzah. "Latent Equine Herpesvirus Infections in Horses." Murdoch University, 2008. http://wwwlib.murdoch.edu.au/adt/browse/view/adt-MU20081022.131528.
Full textChristmas, Jacqueline. "Robust spatio-temporal latent variable models." Thesis, University of Exeter, 2011. http://hdl.handle.net/10036/3051.
Full textJohnson, George Anthony. "Luminescence studies of latent fingerprint residue." Thesis, University of East Anglia, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.257556.
Full textBaffi, Giuseppe. "Non-linear projection to latent structures." Thesis, University of Newcastle Upon Tyne, 1998. http://hdl.handle.net/10443/893.
Full textNugent, Lianne Karen. "Latent invasion by selected Xylariaceous fungi." Thesis, Liverpool John Moores University, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.402948.
Full textEriksson, Jenny, and Pia Eskola. "Automatisk tesauruskonstruktion med latent semantisk indexering." Thesis, Högskolan i Borås, Institutionen Biblioteks- och informationsvetenskap / Bibliotekshögskolan, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hb:diva-18226.
Full textUppsatsnivå: D
Chen, George H. "Latent source models for nonparametric inference." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/99774.
Full textThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 95-101).
Nearest-neighbor inference methods have been widely and successfully used in numerous applications such as forecasting which news topics will go viral, recommending products to people in online stores, and delineating objects in images by looking at image patches. However, there is little theoretical understanding of when, why, and how well these nonparametric inference methods work in terms of key problem-specific quantities relevant to practitioners. This thesis bridges the gap between theory and practice for these methods in the three specific case studies of time series classification, online collaborative filtering, and patch-based image segmentation. To do so, for each of these problems, we prescribe a probabilistic model in which the data appear generated from unknown "latent sources" that capture salient structure in the problem. These latent source models naturally lead to nearest-neighbor or nearest-neighbor-like inference methods similar to ones already used in practice. We derive theoretical performance guarantees for these methods, relating inference quality to the amount of training data available and problems-specific structure modeled by the latent sources.
by George H. Chen.
Ph. D.
Choudhury, Charisma Farheen 1978. "Modeling driving decisions with latent plans." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/42220.
Full textIncludes bibliographical references (p. 227-238).
Driving is a complex task that includes a series of interdependent decisions. In many situations, these decisions are based on a specific plan. The plan is however unobserved or latent and only the manifestations of the plan through actions are observed. Examples include selection of a target lane before execution of the lane change, choice of a merging tactic before execution of the merge. Change in circumstances (e.g. reaction of the neighboring drivers, delay in execution) can lead to updates to the initially chosen plan. These latent plans are ignored in the state-of-the-art driving behavior models. Use of these myopic models in the traffic simulators often lead to unrealistic traffic flow characteristics and incorrect representation of congestion. A modeling methodology has been formulated to address the effects of unobserved plans in the decisions of the drivers and hence overcome the deficiency of the existing driving behavior models and simulation tools. The actions of the driver are conditional on the current plan. The current plan can depend on previous plans and be influenced by anticipated future conditions. A Hidden Markov Model is used to address the effect of previous plans in the choice of the current plan and to capture the state-dependence among decisions. Effects of anticipated future circumstances in the current plan are captured through predicted conditions based on current information. The heterogeneity in decision making and planning capabilities of drivers are explicitly addressed. The methodology has been applied in developing driving behavior models for four traffic scenarios: freeway lane changing, freeway merging, urban intersection lane choice and urban arterial lane changing. In all applications, the models are estimated with disaggregate trajectory data using the maximum likelihood technique.
(cont.) Estimation results show that the latent plan models have a significantly better goodness-of-fit compared to the 'reduced form' models where the latent plans are ignored and only the choice of actions are modeled. The justifications for using the latent plan modeling approach are further strengthened by validation case studies within the microscopic traffic simulator MITSIMLab where the simulation capabilities of the latent plan models are compared against the reduced form models. In all cases, the latent plan models better replicate the observed traffic conditions.
by Charisma Farheen Choudhury.
Ph.D.
Wanigasekara, Prashan. "Latent state space models for prediction." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/106269.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (pages 95-98).
In this thesis, I explore a novel algorithm to model the joint behavior of multiple correlated signals. Our chosen example is the ECG (Electrocardiogram) and ABP (Arterial Blood Pressure) signals from patients in the ICU (Intensive Care Unit). I then use the generated models to predict blood pressure levels of ICU patients based on their historical ECG and ABP signals. The algorithm used is a variant of a Hidden Markov model. The new extension is termed as the Latent State Space Copula Model. In the novel Latent State Space Copula Modelthe ECG, ABP signals are considered to be correlated and are modeled using a bivariate Gaussian copula with Weibull marginals generated by a hidden state. We assume that there are hidden patient "states" that transition from one hidden state to another driving a joint ECG-ABP behavior. We estimate the parameters of the model using a novel Gibbs sampling approach. Using this model, we generate predictors that are the state probabilities at any given time step and use them to predict a patient's future health condition. The predictions made by the model are binary and detects whether the Mean arterial pressure(MAP) is going to be above or below a certain threshold at a future time step. Towards the end of the thesis I do a comparison between the new Latent State Space Copula Model and a state of the art Classical Discrete HMM. The Latent State Space Copula Model achieves an Area Under the ROC (AUROC) curve of .7917 for 5 states while the Classical Discrete HMM achieves an AUROC of .7609 for 5 states.
by Prashan Wanigasekara.
S.M. in Engineering and Management
Paquet, Ulrich. "Bayesian inference for latent variable models." Thesis, University of Cambridge, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613111.
Full textO'Sullivan, Aidan Michael. "Bayesian latent variable models with applications." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/19191.
Full textErnste, Huib, and Manfred M. Fischer. "Latent Class Modeling and Typological Analysis." WU Vienna University of Economics and Business, 1991. http://epub.wu.ac.at/4222/1/WSG_DP_1191.pdf.
Full textChoubey, Rahul. "Tag recommendation using Latent Dirichlet Allocation." Thesis, Kansas State University, 2011. http://hdl.handle.net/2097/9785.
Full textDepartment of Computing and Information Sciences
Doina Caragea
The vast amount of data present on the internet calls for ways to label and organize this data according to specific categories, in order to facilitate search and browsing activities. This can be easily accomplished by making use of folksonomies and user provided tags. However, it can be difficult for users to provide meaningful tags. Tag recommendation systems can guide the users towards informative tags for online resources such as websites, pictures, etc. The aim of this thesis is to build a system for recommending tags to URLs available through a bookmark sharing service, called BibSonomy. We assume that the URLs for which we recommend tags do not have any prior tags assigned to them. Two approaches are proposed to address the tagging problem, both of them based on Latent Dirichlet Allocation (LDA) Blei et al. [2003]. LDA is a generative and probabilistic topic model which aims to infer the hidden topical structure in a collection of documents. According to LDA, documents can be seen as mixtures of topics, while topics can be seen as mixtures of words (in our case, tags). The first approach that we propose, called topic words based approach, recommends the top words in the top topics representing a resource as tags for that particular resource. The second approach, called topic distance based approach, uses the tags of the most similar training resources (identified using the KL-divergence Kullback and Liebler [1951]) to recommend tags for a test untagged resource. The dataset used in this work was made available through the ECML/PKDD Discovery Challenge 2009. We construct the documents that are provided as input to LDA in two ways, thus producing two different datasets. In the first dataset, we use only the description and the tags (when available) corresponding to a URL. In the second dataset, we crawl the URL content and use it to construct the document. Experimental results show that the LDA approach is not very effective at recommending tags for new untagged resources. However, using the resource content gives better results than using the description only. Furthermore, the topic distance based approach is better than the topic words based approach, when only the descriptions are used to construct documents, while the topic words based approach works better when the contents are used to construct documents.
Zhang, Cheng. "Structured Representation Using Latent Variable Models." Doctoral thesis, KTH, Datorseende och robotik, CVAP, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-191455.
Full textQC 20160905
Zhang, Dengfeng. "Latent Class Model in Transportation Study." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/51203.
Full textPh. D.
McCarthy, Catherine M. "Latent Vulnerability Among Low-Risk Adolescents." Diss., Temple University Libraries, 2010. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/95153.
Full textPh.D.
This longitudinal study assessed education achievement outcomes among a cohort of eighth graders for whom future college-level academic success would be predicted. The sample was drawn from the NELS:88 database and was comprised of students who scored in the top quintile on a mathematics achievement test and who were identified as representing the top two quartiles of a measurement of socio-economic status. This group, identified as low-risk for academic failure, was predicted to attain a bachelor's degree by the age of twenty-six. A subgroup from among this sample did not attain a bachelor's degree by age twenty-six. In the interest of illuminating features of latent vulnerability, differences between the two groups were explored. Data from the nationally representative sample of 2,355 students was analyzed using several approaches. Results suggest that certain vulnerabilities which may be considered to be dormant (e.g., negative self-concept), eventually have negative effects on academic outcomes for the non-graduating group despite predictions to the contrary. These adolescents exhibit features of latent vulnerability.
Temple University--Theses
Surian, Didi. "Novel Applications Using Latent Variable Models." Thesis, The University of Sydney, 2015. http://hdl.handle.net/2123/14014.
Full textHamzah, Hazilawati. "Latent equine herpesvirus infections in horses." Thesis, Hamzah, Hazilawati (2008) Latent equine herpesvirus infections in horses. PhD thesis, Murdoch University, 2008. https://researchrepository.murdoch.edu.au/id/eprint/731/.
Full textHamzah, Hazilawati. "Latent equine herpesvirus infections in horses." Hamzah, Hazilawati (2008) Latent equine herpesvirus infections in horses. PhD thesis, Murdoch University, 2008. http://researchrepository.murdoch.edu.au/731/.
Full textParsons, S. "Approximation methods for latent variable models." Thesis, University College London (University of London), 2016. http://discovery.ucl.ac.uk/1513250/.
Full textOldmeadow, Christopher. "Latent variable models in statistical genetics." Thesis, Queensland University of Technology, 2009. https://eprints.qut.edu.au/31995/1/Christopher_Oldmeadow_Thesis.pdf.
Full textMarshall, Neil A. "The role of EBV latent membrane protein 1 induced regulatory T-cells in latent infection and Hodgkin lymphoma." Thesis, University of Aberdeen, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.430397.
Full textEsmail, Hanif. "How latent is 'latent' tuberculosis? : the radiographic, transcriptional and immunological characterisation of subclinical tuberculosis in HIV infected adults." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/30658.
Full textKao, Ling-Jing. "Data augmentation for latent variables in marketing." Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1155653751.
Full textMartino, Sara. "Approximate Bayesian Inference for Latent Gaussian Models." Doctoral thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-1949.
Full textThis thesis consists of five papers, presented in chronological order. Their content is summarised in this section.
Paper I introduces the approximation tool for latent GMRF models and discusses, in particular, the approximation for the posterior of the hyperparameters θ in equation (1). It is shown that this approximation is indeed very accurate, as even long MCMC runs cannot detect any error in it. A Gaussian approximation to the density of χi|θ, y is also discussed. This appears to give reasonable results and it is very fast to compute. However, slight errors are detected when comparing the approximation with long MCMC runs. These are mostly due to the fact that a possible - skewed density is approximated via a symmetric one. Paper I presents also some details about sparse matrices algorithms.
The core of the thesis is presented in Paper II. Here most of the remaining issues present in Paper I are solved. Three different approximation for χi|θ, y with different degrees of accuracy and computational costs are described. Moreover, ways to assess the approximation error and considerations about the asymptotical behaviour of the approximations are also discussed. Through a series of examples covering a wide range of commonly used latent GMRF models, the approximations are shown to give extremely accurate results in a fraction of the computing time used by MCMC algorithms.
Paper III applies the same ideas as Paper II to generalised linear mixed models where χ represents a latent variable at n spatial sites on a two dimensional domain. Out of these n sites k, with n >> k , are observed through data. The n sites are assumed to be on a regular grid and wrapped on a torus. For the class of models described in Paper III the computations are based on discrete Fourier transform instead of sparse matrices. Paper III illustrates also how marginal likelihood π (y) can be approximated, provides approximate strategies for Bayesian outlier detection and perform approximate evaluation of spatial experimental design.
Paper IV presents yet another application of the ideas in Paper II. Here approximate techniques are used to do inference on multivariate stochastic volatility models, a class of models widely used in financial applications. Paper IV discusses also problems deriving from the increased dimension of the parameter vector θ, a condition which makes all numerical integration more computationally intensive. Different approximations for the posterior marginals of the parameters θ, π(θi)|y), are also introduced. Approximations to the marginal likelihood π(y) are used in order to perform model comparison.
Finally, Paper V is a manual for a program, named inla which implements all approximations described in Paper II. A large series of worked out examples, covering many well known models, illustrate the use and the performance of the inla program. This program is a valuable instrument since it makes most of the Bayesian inference techniques described in this thesis easily available for everyone.
Jasiak, Joanna. "Three essays on econometrics of latent variables." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1996. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq21473.pdf.
Full textBurnham, Alison J. "Multivariate latent variable regression, modelling and estimation." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape11/PQDD_0006/NQ42728.pdf.
Full textBurnham, Alison J. "Multivariate latent variable regression : modelling and estimation /." *McMaster only, 1997.
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