Climate change induced uncertainties in future coastal ecosystem state

This thesis presents a doctoral research where statistical concepts and techniques are applied to problems at the interface of marine and atmospheric processes. The research was conducted at the Statistics group of the Delft Institute of Applied Mathematics (TU Delft) and the Marine and Coastal unit of Deltares. The main objective of the work is...

Design and applications of Monte Carlo methods based on piecewise deterministic Markov processes

Markov Chain Monte Carlo methods are the most popular algorithms used for exact Bayesian inference problems. These methods consist of simulating a Markov chain which converges to a desired Bayesian posterior measure and use the simulated trajectory to approximate expectations of functionals relative to that measure. We consider Monte Carlo...

Bayesian inference for discretely observed diffusion processes

In dit proefschrift bestuderen we diffusie processen, it zijn Markovprocessen met continue paden in een euclidische ruimte die bepaalde stochastische differentiaalvergelijkingen oplossen. Wij ontwikkelen en implementeren Bayesiaanse procedures voor de schatting van de drift en diffusie coefficienten wanneer slechts discrete observaties van het...