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RISK ESTIMATION FOR PERCEPTION FAILURES IN AUTOMATED DRIVING
(2021-06-15)
The failure of sensors to perceive the environment correctly is one of the primary
sources of risk that needs to be quantified in the development of active safety
features for autonomous vehicles. By extracting training ...
Three Perspectives of Schiemann’s Theorem
(2020-06-23)
Interest in the field of spectral geometry, the study of how analytic and geometric properties of
manifolds are related, was sparked when Marc Kac in 1966 asked the question “can one hear the
shape of a drum?”. One of ...
Delayed-acceptance approximate Bayesian computation Markov chain Monte Carlo: faster simulation using a surrogate model
(2020-01-09)
The thesis introduces an innovative way of decreasing the computational cost of approximate
Bayesian computation (ABC) simulations when implemented via Markov
chain Monte Carlo (MCMC). Bayesian inference has enjoyed ...
Sequential Anomaly Detection for Log Data Using Deep Learning
(2021-06-14)
Abstract
Software development with continuous integration changes needs frequent testing for
assessment. Analyzing the test output manually is time-consuming and automating
this process could be beneficial to an ...
Group Invariant Convolutional Boltzmann Machines
(2020-12-04)
We investigate group invariance in unsupervised learning in the context of certain generative networks based on Boltzmann machines. Specifically, we introduce a generalization of restricted Boltzmann machines which is ...
Design and analysis of pre-clinical experiments using a method combining multiple comparisons and modeling techniques for dose-response studies
(2021-04-20)
Abstract. Identifying and estimating the dose-response relationship between a compound and
a pharmacological endpoint of interest is one of the most important and difficult goals in the
preclinical stage of pharmaceutical ...
Numerical Analysis of Yield Curves Implied by Two-Factor Interest Rate Models
(2021-06-15)
Abstract
We investigate the yield curves implied by coupon bonds in models where the market short
rate is given by a two-factor stochastic model. Specifically, we investigate generalisations
of the two-factor Vasicek, ...
Volatility Curves of Incomplete Markets
(2020-06-23)
The graph of the implied volatility of call options as a function of the strike price
is called volatility curve. If the options market were perfectly described by the
Black-Scholes model, the implied volatility would ...
Convolutional neural networks for semantic segmentation of FIB-SEM volumetric image data
(2020-11-26)
Focused ion beam scanning electron microscopy (FIB-SEM) is a well-established microscopy
technique for 3D imaging of porous materials. We investigate three porous
samples of ethyl cellulose microporous films made from ...