Browsing Theses by Subject "Markov Chain Monte Carlo"
Now showing items 1-4 of 4
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The Application of Markov Chain Monte Carlo Techniques in Non-Linear Parameter Estimation for Chemical Engineering Models
(University of Waterloo, 2013-09-25)Modeling of chemical engineering systems often necessitates using non-linear models. These models can range in complexity, from a simple analytical equation to a system of differential equations. Regardless of what type ... -
Bayesian Inference for Stochastic Volatility Models
(University of Waterloo, 2012-09-26)Stochastic volatility (SV) models provide a natural framework for a representation of time series for financial asset returns. As a result, they have become increasingly popular in the finance literature, although they ... -
Model Discrimination Using Markov Chain Monte Carlo Methods
(University of Waterloo, 2013-04-26)Model discrimination deals with situations where there are several candidate models available to represent a system. The objective is to find the “best” model among rival models with respect to prediction of system behavior. ... -
Variational Bayesian Learning and its Applications
(University of Waterloo, 2014-01-03)This dissertation is devoted to studying a fast and analytic approximation method, called the variational Bayesian (VB) method, and aims to give insight into its general applicability and usefulness, and explore its ...