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Mathematics

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Theses and Dissertations

2013

Markov Chain Monte Carlo

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A Topics Analysis Model For Health Insurance Claims, Jared Anthony Webb Oct 2013

A Topics Analysis Model For Health Insurance Claims, Jared Anthony Webb

Theses and Dissertations

Mathematical probability has a rich theory and powerful applications. Of particular note is the Markov chain Monte Carlo (MCMC) method for sampling from high dimensional distributions that may not admit a naive analysis. We develop the theory of the MCMC method from first principles and prove its relevance. We also define a Bayesian hierarchical model for generating data. By understanding how data are generated we may infer hidden structure about these models. We use a specific MCMC method called a Gibbs' sampler to discover topic distributions in a hierarchical Bayesian model called Topics Over Time. We propose an innovative use …


Markov Chain Monte Carlo Simulation Of The Wright-Fisher Diffusion, Markus Joseph Wahl May 2013

Markov Chain Monte Carlo Simulation Of The Wright-Fisher Diffusion, Markus Joseph Wahl

Theses and Dissertations

In population genetics, the proportions of alleles at any given time are of interest. From generation to generation, these proportions vary and over a long time horizon the likelihoods for the proportions are given by a stationary distribution corresponding to the dynamics of the population. We investigate a diffusion approximation for the Wright-Fisher model and develop a Markov chain Monte Carlo simulation to approximate the evolution of the proportions of alleles in the population. Our aim is to estimate the stationary distribution, especially for parameters of the model for which no analytical formulas are known. We discretize the space of …