Se alla kommande seminarier i LäsIT samt seminariesidor hos doktorandseminariets hemsida, TDB, Vi2, Theory and Applications Seminars (TAS) @ UpMARC, Matematiska institutionen och The Stockholm Logic Seminar.
|Disputation | Dissertation|
Måndag 26 aug
|Ricardo Alves: Leveraging Existing Microarchitectural Structures to Improve First-Level Caching Efficiency|
Plats: Sal VIII, Universitetshuset, Tid: 9:00
Ricardo Alves will present and defend his PhD thesis Leveraging Existing Microarchitectural Structures to Improve First-Level Caching Efficiency.
|Adrian Wills, University of Newcastle: Maximum-Likelihood parameter estimation for Jump Markov Linear Systems|
Plats: ITC 2345, Tid: 13:15
In this seminar we will present recent work on maximum-likelihood estimation of parameter values for Jump-Markov Linear Systems. These systems are a class of time-varying models where, at each time instant, the dynamics are selected from a finite collection of linear systems according to a so-called index variable. This index variable is allowed to randomly switch (or jump) values from one time interval to the next, which allows for rapid changes in dynamic response such as observed under fault conditions. The inherent difficulty in employing a maximum-likelihood approach for these systems is that the index variable is not measured directly, so the likelihood evaluation involves a sum over all the possible index sequences, which grows exponentially large as the number of data points increases. Therefore, existing approaches have employed various approximations to mitigate the intractable likelihood evaluation. One promising approach employs an Expectation-Maximisation method, where the expectation step is approximated using Sequential Monte Carlo techniques. In this seminar, we will similarly employ the Expectation-Maximisation method, but we will present an alternative approximation to the expectation step by employing linear filtering and smoothing theory. The new approach will be demonstrated on several simulation examples against state-of-the-art alternatives.
| : Effective computations - a driving force for IT-development|
Plats: Polacksbacken, Hörsalen, House 6, Tid: 13:15-14:15
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Internt arrangerade seminarier. Föreläsare kan vara både interna och externa.