This diploma thesis deals with usage of bayesian filtres. Bayesian filters are used especially as defensive mechanism in fight with unsolicited emails. The main aim is to try whether these filters may operate not only with emails but also on behalf of web pages distinction. The introductory part provides basic information about fight against unsolicited emails. Above all is mentioned bayesian fighting method that is more detailed developed with simple example. The second fundamental half is focusing on attempt where are experimentally analyzed possibilities of web pages distinction with the aid of bayesian filter into legitimate and spam pages. Furthermore it handles with possibility web pages sorting into several categories more than only into legitimate and spam. Both experiments are described in detail and it includes descriptions of all used tools.

In the master thesis the issue of bayesian approach to stochastic reserving is solved. Reserving problem is very discussed in insurance industry. The text introduces the basic actuarial notation and terminology and explains the bayesian inference in statistics and estimation. The main part of the thesis is framed by the description of the particular bayesian models. It is focused on the derivation of estimators for the reserves and ultimate claims. The aim of the thesis is to show the practical uses of the models and the relations between them. For this purpose the methods are applied on a real data set. Obtained results are summarized in tables and the comparison of the methods is provided. Finally the impact of a prior distribution on the resulting reserves is showed. Powered by TCPDF (www.tcpdf.org)

This work is focused on the problem of filtering of random processes and on the construction of a stochastic integral with a measureable parameter. This integral is used to devise filtration equations for a random process which is based on a model motivated by a financial application. The method used to devise them and the equations themselves are then compared with the so called optional filtering from the book Markov processes and Martingales by Rogers and Williams, while the definition of the optional projection is extended so it is possible to correct a~mistake in a proposition in the aforementioned book. Powered by TCPDF (www.tcpdf.org)

Volatility spillovers in stock markets have become an important phenomenon, especially in times of crises. Mechanisms of shock transmission from one mar- ket to another are important for the international portfolio diversification. Our thesis examines impulse responses and variance decomposition of main stock in- dices in emerging Central European markets (Czech Republic, Poland, Slovakia and Hungary) in the period of January 2007 to August 2009. Two models are used: A vector autoregression (VAR) model with constant variance of resid- uals and a time varying parameter vector autoregression (TVP-VAR) model with a stochastic volatility. Opposingly of other comparable studies, Bayesian methods are used in both models. Our results confirm the presence of volatility spillovers among all markets. Interestingly, we find significant opposite trans- mission of shocks from Czech Republic to Poland and Hungary, suggesting that investors see the Central European exchanges as separate markets. Bibliographic Record Janhuba, R. (2012): Volatility Spillovers in New Member States: A Bayesian Model. Master thesis, Charles University in Prague, Faculty of Social Sciences, Institute of Economic Studies. Supervisor: doc. Roman Horváth Ph.D. JEL Classification C11, C32, C58, G01, G11, G14 Keywords Volatility spillovers,...

Title: Ideal Bayesian Observer with reduced detectability map Author: Josef Amemori Department: Department of Software and Computer Science Education Supervisor: Mgr. Filip Děchtěrenko, Department of Software and Computer Science Education Abstract: A computational modeling of the human vision is a challenging task. In recent years, a biologically inspired model Ideal Bayesian Observer was created for the visual search task (Najemnik & Geisler, 2005). The model predicts eye movements when searching for Gabor patch in 1/f noise. In their work, they observed similarity between distributions of fixations and saccades predicted by Ideal Bayesian Observer and distributions of fixations and saccades from a human observer. In this work, we have implemented Ideal Bayesian Observer with degenerated visual field and compared the model with behavior of a human. Keywords: Ideal Bayesian Observer, eye movements, modeling, central scotoma

This thesis introduces statistical methods for categorical data. These methods are especially used in social sciences such as sociology, psychology and political science, but their importance has increased also in medical and technical sciences. In the first part there is mentioned statistical inference for a proportion. Here is written about classical, exact and Bayesian methods for estimating and hypothesis testing. If we have a large sample then we can approximate exact distribution by normal distribution but if we have a small sample cannot use this approximation and it is necessary to use discrete distribution which makes inference more complicated. The second part deals with two categorical variables analysis in contingency tables. Here are explained measures of association for 2 x 2 contingency tables such as difference of proportion and odds ratio and also presented how we can test independence in the case of large sample and small one. If we have small sample we are not allowed to use classical chi-squared tests and it is necessary to use alternative methods. This part contains variety of exact tests of independence and Bayesian approach for the 2 x 2 table too. In the end of this part there is written about a table for two dependent samples and we are interested whether two variables give identical results which occurs when marginal proportions are equal. In the last part there are methods used on data and discussed results.

Dynamic stochastic general equilibrium models are derived from microeconomic principles and they retain the hypothesis of rational expectations under policy changes. Thus they are resistant to the Lucas critique. The DSGE model has become associated with new Keynesian thinking. The basic New Keynesian model is studied in this thesis. The three equations of this model are dynamic IS curve, Phillips-curve and monetary policy rule. Blanchard and Kahn's approach is introduced as the solution strategy for linearized model. Two methods for evaluating DSGE models are presented -- calibration and Bayesian estimation. Calibrated parametres are used to fit the model to Czech economy. The results of numeric experiments are compared with empricial data from Czech republic. DSGE model's suitability for monetary policy analysis is evaluated.

Community ecology from the perspective of classic and Bayesian statistics Ekologie společenstev z hlediska klasické a Bayesovské statistiky Řešitel: Adam Klimeš Vedoucí práce: Mgr. Petr Keil, Ph.D. Abstract Quantitative evaluation of evidence through statistics is a central part of present-day science. Bayesian approach represents an emerging but rapidly developing enrichment of statistical analysis. The approach differs in its foundations from the classic methods. These differences, such as the different interpretation of probability, are often seen as obstacles for acceptance of Bayesian approach. In this thesis I outline ways to deal with the assumptions of Bayesian approach, and I address the main objections against it. I present Bayesian approach as a new way to handle data to answer scientific questions. I do this from a standpoint of community ecology: I illustrate the novelty that Bayesian approach brings to data analysis of typical community ecology data, specifically, the analysis of multivariate datasets. I focus on principal component analysis, one of the typical and frequently used analytical techniques. I execute Bayesian analyses that are analogical to the classic principal components analysis, I report the advantages of the Bayesian version, such as the possibility of working with...

Thesis is dedicated to Bayesian Estimation of DSGE Models. Firstly, the history of DSGE modeling is outlined as well as development of this macroeconometric field in the Czech Republic and in the rest of the world. Secondly, the comprehensive DSGE framework is described in detail. It means that everyone is able to specify or estimate arbitrary DSGE model according to this framework. Thesis contains two empirical studies. The first study describes derivation of the New Keynesian DSGE Model and its estimation using Bayesian techniques. This model is estimated with three different Taylor rules and the best performing Taylor rule is identified using the technique called Bayesian comparison. The second study deals with development of the Small Open Economy Model with housing sector. This model is based on previous study which specifies this model as a closed economy model. I extended this model by open economy features and government sector. Czech Republic is generally considered as a small open economy and these extensions make this model more applicable to this economy. Model contains two types of households. The first type of consumers is able to access the capital markets and they can smooth consumption across time by buying or selling financial assets. These households follow the permanent income hypothesis (PIH). The other type of household uses rule of thumb (ROT) consumption, spending all their income to consumption. Other agents in this economy are specified in standard way. Outcomes of this study are mainly focused on behavior of house prices. More precisely, it means that all main outputs as Bayesian impulse response functions, Bayesian prediction and shock decomposition are focused mainly on this variable. At the end of this study one macro-prudential experiment is performed. This experiment comes up with answer on the following question: is the higher/lower Loan to Value (LTV) ratio better for the Czech Republic? This experiment is very conclusive and shows that level of LTV does not affect GDP. On the other hand, house prices are very sensitive to this LTV ratio. The recommendation for the Czech National Bank could be summarized as follows. In order to keep house prices less volatile implement rather lower LTV ratio than higher.

V posledních letech se metody slepé dekonvoluce rozšířily do celé řady technických a vědních oborů zejména, když nejsou již limitovány výpočetně. Techniky zpracování signálu založené na slepé dekonvoluci slibují možnosti zlepšení kvality výsledků dosažených zobrazením pomocí elektronového mikroskopu. Hlavním úkolem této práce je formulování problému slepé dekonvoluce obrazů z elektronového mikroskopu a hledání vhodného řešení s jeho následnou implementací a porovnáním s dostupnou funkcí Matlab Image Processing Toolboxu. Úplným cílem je tedy vytvoření algoritmu korigujícícho vady vzniklé v procesu zobrazení v programovém prostředí Matlabu. Navržený přístup je založen na regularizačních technikách slepé dekonvoluce.