Coxův bodový proces
Cox point process
bachelor thesis (DEFENDED)
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http://hdl.handle.net/20.500.11956/5821Identifiers
Study Information System: 42966
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- Kvalifikační práce [11241]
Author
Advisor
Referee
Lechnerová, Radka
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
General Mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
27. 6. 2006
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Czech
Grade
Excellent
Na/ev praee: Coxfiv bodovy Autor: Barbara Kocnrova Katedra (ust.av): KalodrM pravdepodolmosli a uiatematicke statisiiky Vedonci bakalafske praee: Prof. KNDr. Viktor Beries, DrSe. e-mail vedonciho: Vikl nr.Benesviinlf.cuiti.e/ Abstrakt: V paidiozcur pr;ici st.ndujoinr bodovo prfjcesy. XabyvAine sr siniulac:i a, fil- trovannii Coxova bodovrlio proccsu ri/onclio Gauniia Onistehi-UhlonbeekovytTi jiro- tics^in. K odhadu uahodiir int.cn/ity C'oxova. pi'occsn jsnio zvolili bayesovsky jn'isiup s vynxitiui melody Mai'kov C'liain KJoiit.c C'urlo a Metrupolis-Hastiiigsova algoritinu rox(Mii a /.anikii pro bodovc Tit.k1: Cox point process Author: Harbora Kocnrova Dcparlinont: Dcpartinctit of Probability and Mnthrmatioa.j Statistics Supervisor: Prof. RiNDr. Viktor Hours, DrSc. Supervisor's e-uiail address Viktor.Benesf'inff.eniLi.c^ Abstract: hi the present work the spatial point processes, particularly Cox point pro- cess driven by Ganiina-Ornstoiu Uhlenberk process is studied. We also discuss how to simulate this Cox process and the tittering problem. To obtain the efficient [ilrored value we consider a Bayesiaii inference with using Markov C'liain Moult; Carlo me- thods and Birth-death Metropolis-Hastings algorithm.
Na/ev praee: Coxfiv bodovy Autor: Barbara Kocnrova Katedra (ust.av): KalodrM pravdepodolmosli a uiatematicke statisiiky Vedonci bakalafske praee: Prof. KNDr. Viktor Beries, DrSe. e-mail vedonciho: Vikl nr.Benesviinlf.cuiti.e/ Abstrakt: V paidiozcur pr;ici st.ndujoinr bodovo prfjcesy. XabyvAine sr siniulac:i a, fil- trovannii Coxova bodovrlio proccsu ri/onclio Gauniia Onistehi-UhlonbeekovytTi jiro- tics^in. K odhadu uahodiir int.cn/ity C'oxova. pi'occsn jsnio zvolili bayesovsky jn'isiup s vynxitiui melody Mai'kov C'liain KJoiit.c C'urlo a Metrupolis-Hastiiigsova algoritinu rox(Mii a /.anikii pro bodovc Tit.k1: Cox point process Author: Harbora Kocnrova Dcparlinont: Dcpartinctit of Probability and Mnthrmatioa.j Statistics Supervisor: Prof. RiNDr. Viktor Hours, DrSc. Supervisor's e-uiail address Viktor.Benesf'inff.eniLi.c^ Abstract: hi the present work the spatial point processes, particularly Cox point pro- cess driven by Ganiina-Ornstoiu Uhlenberk process is studied. We also discuss how to simulate this Cox process and the tittering problem. To obtain the efficient [ilrored value we consider a Bayesiaii inference with using Markov C'liain Moult; Carlo me- thods and Birth-death Metropolis-Hastings algorithm.