Dissertations / Theses on the topic 'Simulation-Based Inference'
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Rannestad, Bjarte. "Exact Statistical Inference in Nonhomogeneous Poisson Processes, based on Simulation." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-10775.
We present a general approach for Monte Carlo computation of conditional expectations of the form E[(T)|S = s] given a sufficient statistic S. The idea of the method was first introduced by Lillegård and Engen [4], and has been further developed by Lindqvist and Taraldsen [7, 8, 9]. If a certain pivotal structure is satised in our model, the simulation could be done by direct sampling from the conditional distribution, by a simple parameter adjustment of the original statistical model. In general it is shown by Lindqvist and Taraldsen [7, 8] that a weighted sampling scheme needs to be used. The method is in particular applied to the nonhomogeneous Poisson process, in order to develop exact goodness-of-fit tests for the null hypothesis that a set of observed failure times follow the NHPP of a specic parametric form. In addition exact confidence intervals for unknown parameters in the NHPP model are considered [6]. Different test statistics W=W(T) designed in order to reveal departure from the null model are presented [1, 10, 11]. By the method given in the following, the conditional expectation of these test statistics could be simulated in the absence of the pivotal structure mentioned above. This extends results given in [10, 11], and answers a question stated in [1]. We present a power comparison of 5 of the test statistics considered under the nullhypothesis that a set of observed failure times are from a NHPP with log linear intensity, under the alternative hypothesis of power law intensity. Finally a convergence comparison of the method presented here and an alternative approach of Gibbs sampling is given.
Rouillard, Louis. "Bridging Simulation-based Inference and Hierarchical Modeling : Applications in Neuroscience." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASG024.
Neuroimaging investigates the brain's architecture and function using magnetic resonance (MRI). To make sense of the complex observed signal, Neuroscientists posit explanatory models, governed by interpretable parameters. This thesis tackles statistical inference : guessing which parameters could have yielded the signal through the model.Inference in Neuroimaging is complexified by at least three hurdles : a large dimensionality, a large uncertainty, and the hierarchcial structure of data. We look into variational inference (VI) as an optimization-based method to tackle this regime.Specifically, we conbine structured stochastic VI and normalizing flows (NFs) to design expressive yet scalable variational families. We apply those techniques in diffusion and functional MRI, on tasks including individual parcellation, microstructure inference and directional coupling estimation. Through these applications, we underline the interplay between the forward and reverse Kullback-Leibler (KL) divergences as complemen-tary tools for inference. We also demonstrate the ability of automatic VI (AVI) as a reliable and scalable inference method to tackle the challenges of model-driven Neuroscience
Khalaf, Lynda. "Simulation based finite and large sample inference methods in seemingly unrelated regressions and simultaneous equations." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape11/PQDD_0008/NQ38813.pdf.
Follestad, Turid. "Stochastic Modelling and Simulation Based Inference of Fish Population Dynamics and Spatial Variation in Disease Risk." Doctoral thesis, Norwegian University of Science and Technology, Faculty of Information Technology, Mathematics and Electrical Engineering, 2003. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-41.
We present a non-Gaussian and non-linear state-space model for the population dynamics of cod along the Norwegian Skagerak coast, embedded in the framework of a Bayesian hierarchical model. The model takes into account both process error, representing natural variability in the dynamics of a population, and observational error, reflecting the sampling process relating the observed data to true abundances. The data set on which our study is based, consists of samples of two juvenile age-groups of cod taken by beach seine hauls at a set of sample stations within several fjords along the coast. The age-structure population dynamics model, constituting the prior of the Bayesian model, is specified in terms of the recruitment process and the processes of survival for these two juvenile age-groups and the mature population, for which we have no data. The population dynamics is specified on abundances at the fjord level, and an explicit down-scaling from the fjord level to the level of the monitored stations is included in the likelihood, modelling the sampling process relating the observed counts to the underlying fjord abundances.
We take a sampling based approach to parameter estimation using Markov chain Monte Carlo methods. The properties of the model in terms of mixing and convergence of the MCMC algorithm and explored empirically on the basis of a simulated data set, and we show how the mixing properties can be improved by re-parameterisation. Estimation of the model parameters, and not the abundances, is the primary aim of the study, and we also propose an alternative approach to the estimation of the model parameters based on the marginal posterior distribution integrating over the abundances.
Based on the estimated model we illustrate how we can simulate the release of juvenile cod, imitating an experiment conducted in the early 20th century to resolve a controversy between a fisherman and a scientist who could not agree on the effect of releasing cod larvae on the mature abundance of cod. This controversy initiated the monitoring programme generating the data used in our study.
Fuentes, Antonio. "Proactive Decision Support Tools for National Park and Non-Traditional Agencies in Solving Traffic-Related Problems." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/88727.
Doctor of Philosophy
In this dissertation, a transportation system located in Jackson, Wyoming under the jurisdiction of the Grand Teton National Park and recognized as the Moose-Wilson Corridor is evaluated to identify transportation-related factors that influence its operational performance. The evaluation considers its unique prevalent conditions and takes into account future management strategies. Furthermore, emerging analytical strategies are implemented to identify and address transportation system operational concerns. Thus, in this dissertation, decision support tools for the evaluation of a unique system in a National Park are presented in four distinct manuscripts. The manuscripts cover traditional approaches that breakdown and evaluate traffic operations and identify mitigation strategies. Additionally, emerging strategies for the evaluation of data with machine learning approaches are implemented on GPS-tracks to determine vehicles stopping at park attractions. Lastly, an agent-based model is developed in a flexible platform to utilize previous findings and evaluate the Moose-Wilson corridor while considering future policy constraints and the unique natural interactions between visitors and prevalent ecological and wildlife.
Kazakov, Mikhaïl. "A Methodology of semi-automated software integration : an approach based on logical inference. Application to numerical simulation solutions of Open CASCADE." INSA de Rouen, 2004. http://www.theses.fr/2004ISAM0001.
Cho, B. "Control of a hybrid electric vehicle with predictive journey estimation." Thesis, Cranfield University, 2008. http://hdl.handle.net/1826/2589.
Dominicy, Yves. "Quantile-based inference and estimation of heavy-tailed distributions." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209311.
The first chapter introduces a quantile- and simulation-based estimation method, which we call the Method of Simulated Quantiles, or simply MSQ. Since it is based on quantiles, it is a moment-free approach. And since it is based on simulations, we do not need closed form expressions of any function that represents the probability law of the process. Thus, it is useful in case the probability density functions has no closed form or/and moments do not exist. It is based on a vector of functions of quantiles. The principle consists in matching functions of theoretical quantiles, which depend on the parameters of the assumed probability law, with those of empirical quantiles, which depend on the data. Since the theoretical functions of quantiles may not have a closed form expression, we rely on simulations.
The second chapter deals with the estimation of the parameters of elliptical distributions by means of a multivariate extension of MSQ. In this chapter we propose inference for vast dimensional elliptical distributions. Estimation is based on quantiles, which always exist regardless of the thickness of the tails, and testing is based on the geometry of the elliptical family. The multivariate extension of MSQ faces the difficulty of constructing a function of quantiles that is informative about the covariation parameters. We show that the interquartile range of a projection of pairwise random variables onto the 45 degree line is very informative about the covariation.
The third chapter consists in constructing a multivariate tail index estimator. In the univariate case, the most popular estimator for the tail exponent is the Hill estimator introduced by Bruce Hill in 1975. The aim of this chapter is to propose an estimator of the tail index in a multivariate context; more precisely, in the case of regularly varying elliptical distributions. Since, for univariate random variables, our estimator boils down to the Hill estimator, we name it after Bruce Hill. Our estimator is based on the distance between an elliptical probability contour and the exceedance observations.
Finally, the fourth chapter investigates the asymptotic behaviour of the marginal sample quantiles for p-dimensional stationary processes and we obtain the asymptotic normality of the empirical quantile vector. We assume that the processes are S-mixing, a recently introduced and widely applicable notion of dependence. A remarkable property of S-mixing is the fact that it doesn't require any higher order moment assumptions to be verified. Since we are interested in quantiles and processes that are probably heavy-tailed, this is of particular interest.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Toft, Albin. "Particle-based Parameter Inference in Stochastic Volatility Models: Batch vs. Online." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252313.
Detta examensarbetefokuserar på att jämföra en online och offline parameter-skattare i stokastiskavolatilitets modeller. De två parameter-skattarna som jämförs är båda baseradepå PaRIS-algoritmen. Genom att modellera en stokastisk volatilitets-model somen dold Markov kedja, kunde partikelbaserade parameter-skattare användas föratt uppskatta de okända parametrarna i modellen. Resultaten presenterade idetta examensarbete tyder på att online-implementationen av PaRIS-algorimen kanses som det bästa alternativet, jämfört med offline-implementationen.Resultaten är dock inte helt övertygande, och ytterligare forskning inomområdet
Wang, Shiwei. "Motion Control for Intelligent Ground Vehicles Based on the Selection of Paths Using Fuzzy Inference." Digital WPI, 2014. https://digitalcommons.wpi.edu/etd-theses/725.
Rabêlo, Ricardo de Andrade Lira. "Componentes de software no planejamento da operação energética de sistemas hidrotérmicos." Universidade de São Paulo, 2010. http://www.teses.usp.br/teses/disponiveis/18/18154/tde-15092010-102039/.
The operation planning of hydrothermal power systems can be classified as a nonseparable, nonlinear, nonconvex, stochastic and of large scale optimization problem. The complexity of this problem justifies the need for the use of various computational tools with different approaches. This work aims the accomplishment of studies related to the operation planning of hydrothermal power systems through the implementation of software components and fuzzy inference systems. It is intended to provide and implement a development process (UML Components) based on software components for building computational model of optimization and simulation to support the operation planning of the Brazilian hydrothermal power systems. The UML Components development process is a applied in a way to guide the software development to encompass different activities realized on workflows, as well as to include the various artifacts produced. As additional contribution, in parallel to the use of software components, it is intended to present an operational policy of reservoirs based on Takagi-Sugeno fuzzy inference systems. The proposed policy is based on optimization of hydropower operation, using the optimization model developed. Through the optimized operation, relations between system stored energy and the reservoir volume of each plat are obtained. With these relationships, the parameters of the Takagi-Sugeno model are adjusted. In choosing a fuzzy inference system for determining the operational policy of a set of reservoirs, it is obtained as strategy of action/control that can be monitored and interpreted including linguistic standpoint. Another benefit of the fuzzy system application refers to the fact that human specialists can consistently represent, through linguistic rules, their decision making process, making the fuzzy system action as consistent and sound as theirs.
Sun, Jie. "Intelligent flood adaptative contex-aware system." Thesis, Université Clermont Auvergne (2017-2020), 2017. http://www.theses.fr/2017CLFAC076/document.
In the future, agriculture and environment will rely on more and more heterogeneous data collected by wireless sensor networks (WSN). These data are generally used in decision support systems (DSS). In this dissertation, we focus on adaptive context-aware systems based on WSN and DSS, dedicated to the monitoring of natural phenomena. Thus, a formalization for the design and the deployment of these kinds of systems is proposed. The considered context is established using the data from the studied phenomenon but also from the wireless sensors (e.g., their energy level). By the use of ontologies and reasoning techniques, we aim to maintain the required quality of service (QoS) level of the collected data (according to the studied phenomenon) while preserving the resources of the WSN. To illustrate our proposal, a complex use case, the study of floods in a watershed, is described. During this PhD thesis, a simulator for context-aware systems which integrates a multi-agent system (JADE) and a rule engine (Jess) has been developed.Keywords: ontologies, rule-based inferences, formalization, heterogeneous data, sensors data streams integration, WSN, limited resources, DSS, adaptive context-aware systems, QoS, agriculture, environment
Valéry, Pascale. "Simulation-based inference and nonlinear canonical analysis in financial econometrics." Thèse, 2005. http://hdl.handle.net/1866/181.
Dawkins, Mark Walter. "Melded Bayesian Inference for Stochastic Theoretical Models with Applications in Agent Based Modelling." Thesis, 2017. http://hdl.handle.net/1885/147060.
Popoola, Olawale Muhammed. "Adaptive neuro-fuzzy inference system (ANFIS)-based modelling of residential lighting load profile." 2015. http://encore.tut.ac.za/iii/cpro/DigitalItemViewPage.external?sp=1001770.
Aims of this study is to develop a residential customers' lighting profile ANFIS-based model. This model is expected to address lighting load usage estimation in relation to the dynamic occupancy presence in a residential dwelling, which will take into account the climatic condition (natural lighting) of such an environment (e.g. South Africa) and its income. The objectives are as follows: 1. Develop an ANFIS-based residential lighting load profile model for middle income, low income and high-income earners. 2. Error reduction in residential lighting demand profile model. Performance evaluation and validation of the model using correlation and trend analysis, regression model, South Africa power utility application lighting program, non-weighted approach and comparison with other research studies (methodology).3. Reduction in / or elimination of repeated models for occupant presence and assumptions that residences are occupied at certain periods. 4. Derive meaning from complexities (behavioural trends) associated with lighting usage and extract patterns in such circumstances.