Showing items with similar title or keywords.

• Poisson-prosessit 

  Taattola, Heli (2015)

  Tämän tutkielman tarkoituksena on tutustua erilaisiin Poisson-prosesseihin, joita käytetään muun muassa vakuutusmatematiikassa, jonotusteoriassa, rahoituksessa sekä kun mallinnetaan aikaa, kunnes jotakin tapahtuu. Tutkielmassa ...

• Statistical analysis of life sequence data 

  Helske, Satu (University of Jyväskylä, 2016)

• Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance 

  Franks, Jordan; Vihola, Matti (Elsevier, 2020)

  We establish an ordering criterion for the asymptotic variances of two consistent Markov chain Monte Carlo (MCMC) estimators: an importance sampling (IS) estimator, based on an approximate reversible chain and subsequent ...

• On resampling schemes for particle filters with weakly informative observations 

  Chopin, Nicolas; Singh, Sumeetpal S.; Soto, Tomás; Vihola, Matti (Institute of Mathematical Statistics, 2022)

  We consider particle filters with weakly informative observations (or ‘potentials’) relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of ...

• Stokastisen geometrian mallikonstruktioita 

  Kuronen, Mikko (2011)