Markov Chain Monte Carlo metody posteriorní simulace a jejich aplikace v ekonomii
Diplomová práca sa zaoberá Markov Chain Monte Carlo simulátormi, ktoré aplikuje na jednotlivých príkladoch a následne ich porovnáva. Zameriava sa najmä na Metropolis-Hastings algoritmy a to Random walk chain, a Independence chain. Pozornosť je venovaná aj Gibbsovmu vzorkovaču a metóde Slice Sampling...
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| Typ dokumentu: | VŠ práce nebo rukopis |
| Jazyk: | Slovenština |
| Vydáno: |
2011
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| Témata: | |
| On-line přístup: | http://is.muni.cz/th/211335/prif_m/ |
| LEADER | 10302ctm a22022697a 4500 | ||
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| 003 | CZ BrMU | ||
| 005 | 20160527143615.0 | ||
| 008 | 110622s2011 xr ||||| |||||||||||slo d | ||
| STA | |a POSLANO DO SKCR |b 2019-12-20 | ||
| 035 | |a (ISMU-VSKP)183926 | ||
| 040 | |a BOD114 |b cze |d BOD004 | ||
| 072 | 7 | |a 51 |x Matematika |2 Konspekt |9 13 | |
| 080 | |a 519.21 |2 MRF | ||
| 080 | |a 330.4 |2 MRF | ||
| 100 | 1 | |a Balún, Tomáš |% UČO 211335 |* [absolvent ESF + PřírF MU] |4 dis | |
| 242 | 1 | 0 | |a MCMC posterior simulation methods and their application in economics |y eng |
| 245 | 1 | 0 | |a Markov Chain Monte Carlo metody posteriorní simulace a jejich aplikace v ekonomii |h [rukopis] / |c Tomáš Balún |
| 260 | |c 2011 | ||
| 300 | |a 64 l. | ||
| 500 | |a Vedoucí práce: Daniel Němec | ||
| 502 | |a Diplomová práce (Mgr.)--Masarykova univerzita, Ekonomicko-správní fakulta, 2011 | ||
| 520 | 2 | |a Diplomová práca sa zaoberá Markov Chain Monte Carlo simulátormi, ktoré aplikuje na jednotlivých príkladoch a následne ich porovnáva. Zameriava sa najmä na Metropolis-Hastings algoritmy a to Random walk chain, a Independence chain. Pozornosť je venovaná aj Gibbsovmu vzorkovaču a metóde Slice Sampling. Súčasťou práce sú aj výsledky porovnaní pre jednotlivé algoritmy či už pri jednorozmerný prípad alebo trojrozmerný. |% cze | |
| 520 | 2 | 9 | |a This diploma thesis deals with applying and comparing Mark Chain Monte Carlo simulators in individual cases. It particularly focuses on Metropolis-Hastings algorithms, namely Random walk chain and Independence chain. The thesis also pays attention to Gibbs sampler and Slice Sampling method. It also provides comparison results for individual algorithms in one-dimensional as well as three-dimensional case. |9 eng |
| 650 | 0 | 7 | |a Markovův řetězec |2 CZ-BrMU |
| 650 | 0 | 7 | |a matematická ekonomie |7 ph122666 |2 czenas |
| 650 | 0 | 7 | |a metody Markov Chain Monte Carlo (MCMC) |2 CZ-BrMU |
| 650 | 0 | 7 | |a teorie pravděpodobnosti |7 ph116429 |2 czenas |
| 650 | 0 | 9 | |a Markov chain Monte Carlo (MCMC) methods |2 eCZ-BrMU |
| 650 | 0 | 9 | |a Markov chain |2 eCZ-BrMU |
| 650 | 0 | 9 | |a mathematical economics |2 eczenas |
| 650 | 0 | 9 | |a probability theory |2 eczenas |
| 655 | 7 | |a diplomové práce |7 fd132022 |2 czenas | |
| 655 | 9 | |a master's theses |2 eczenas | |
| 658 | |a Aplikovaná matematika |b Matematika - ekonomie |c PřF N-AM MAEK (MAEK) |2 CZ-BrMU | ||
| 700 | 1 | |a Němec, Daniel, |d 1980- |7 jx20110407010 |% UČO 22939 |4 ths | |
| 710 | 2 | |a Masarykova univerzita. |b Katedra ekonomie |7 mzk2003189204 |4 dgg | |
| 856 | 4 | 1 | |u http://is.muni.cz/th/211335/prif_m/ |
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