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Statistics and Probability

2020

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Full-Text Articles in Mathematics

The Family Of Bicircular Matroids Closed Under Duality, Vaidy Sivaraman, Daniel Slilaty Dec 2020

The Family Of Bicircular Matroids Closed Under Duality, Vaidy Sivaraman, Daniel Slilaty

Mathematics and Statistics Faculty Publications

We characterize the 3-connected members of the intersection of the class of bicircular and cobi- circular matroids. Aside from some exceptional matroids with rank and corank at most 5, this class consists of just the free swirls and their minors.


Exponential And Hypoexponential Distributions: Some Characterizations, George Yanev Dec 2020

Exponential And Hypoexponential Distributions: Some Characterizations, George Yanev

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the following converse result is true. If for some n ≥ 2, X1, X2, . . . , Xn are independent copies of a random variable X with unknown distribution F and a specific linear combination of Xj ’s has hypoexponential distribution, then F is exponential. Thus, we obtain new characterizations of the exponential distribution. As corollaries of the main results, we extend some previous characterizations established recently …


Dynamic Neuromechanical Sets For Locomotion, Aravind Sundararajan Dec 2020

Dynamic Neuromechanical Sets For Locomotion, Aravind Sundararajan

Doctoral Dissertations

Most biological systems employ multiple redundant actuators, which is a complicated problem of controls and analysis. Unless assumptions about how the brain and body work together, and assumptions about how the body prioritizes tasks are applied, it is not possible to find the actuator controls. The purpose of this research is to develop computational tools for the analysis of arbitrary musculoskeletal models that employ redundant actuators. Instead of relying primarily on optimization frameworks and numerical methods or task prioritization schemes used typically in biomechanics to find a singular solution for actuator controls, tools for feasible sets analysis are instead developed …


Delta Hedging Of Financial Options Using Reinforcement Learning And An Impossibility Hypothesis, Ronak Tali Dec 2020

Delta Hedging Of Financial Options Using Reinforcement Learning And An Impossibility Hypothesis, Ronak Tali

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

In this thesis we take a fresh perspective on delta hedging of financial options as undertaken by market makers. The current industry standard of delta hedging relies on the famous Black Scholes formulation that prescribes continuous time hedging in a way that allows the market maker to remain risk neutral at all times. But the Black Scholes formulation is a deterministic model that comes with several strict assumptions such as zero transaction costs, log normal distribution of the underlying stock prices, etc. In this paper we employ Reinforcement Learning to redesign the delta hedging problem in way that allows us …


Bayesian Variable Selection Methods For Genome-Wide Association Studies With Categorical Phenotypes, Benazir Rowe Dec 2020

Bayesian Variable Selection Methods For Genome-Wide Association Studies With Categorical Phenotypes, Benazir Rowe

UNLV Theses, Dissertations, Professional Papers, and Capstones

Genome-wide association studies (GWAS) attempt to find the associations between genetic markers and studied traits (phenotypes). The problem of GWAS is complex and various methods have been developed to approach it. One of such methods is Bayesian variable selection (BVS). We describe the BVS methods in detail and demonstrate the ability of BVS method Posterior Inference via Model Averaging and Subset Selection (piMASS) to improve the power of detecting phenotype-associated genetic loci, potentially leading to new discoveries from existing data without increasing the sample size.

We present several ways to improve and extend the applicability of piMASS for GWAS. The …


An Analysis Of Growth Of The Community Integration Psychological Score In An Ethnically Diverse Population Experiencing Homelessness In A Permanent Supportive Housing Program Using Hierarchical Mixed Modeling, Leah Hollis Puglisi Nov 2020

An Analysis Of Growth Of The Community Integration Psychological Score In An Ethnically Diverse Population Experiencing Homelessness In A Permanent Supportive Housing Program Using Hierarchical Mixed Modeling, Leah Hollis Puglisi

Mathematics & Statistics ETDs

Hierarchical models are becoming increasingly common in epidemiological and psychological research. When analyzing data from such studies, the nested structure of the data must be taken into account. Mixed modeling in conjunction with hierarchical mixed modeling allows researchers to ask broad questions about the population of interest. Modeling under restricted maximum likelihood estimation (REML), as opposed to full maximum likelihood estimation (ML), increases the accuracy of estimates for the random effects in the model. We use hierarchical mixed modeling under REML estimation to analyze which factors increase “community integration”, a concept and a construct developed and used in the mental …


A Posteriori Error Estimates For Elliptic Eigenvalue Problems Using Auxiliary Subspace Techniques, Stefano Giani, Luka Grubišić, Harri Hakula, Jeffrey S. Ovall Nov 2020

A Posteriori Error Estimates For Elliptic Eigenvalue Problems Using Auxiliary Subspace Techniques, Stefano Giani, Luka Grubišić, Harri Hakula, Jeffrey S. Ovall

Mathematics and Statistics Faculty Publications and Presentations

We propose an a posteriori error estimator for high-order p- or hp-finite element discretizations of selfadjoint linear elliptic eigenvalue problems that is appropriate for estimating the error in the approximation of an eigenvalue cluster and the corresponding invariant subspace. The estimator is based on the computation of approximate error functions in a space that complements the one in which the approximate eigenvectors were computed. These error functions are used to construct estimates of collective measures of error, such as the Hausdorff distance between the true and approximate clusters of eigenvalues, and the subspace gap between the corresponding true and approximate …


From Wave Propagation To Spin Dynamics: Mathematical And Computational Aspects, Oleksii Beznosov Nov 2020

From Wave Propagation To Spin Dynamics: Mathematical And Computational Aspects, Oleksii Beznosov

Mathematics & Statistics ETDs

In this work we concentrate on two separate topics which pose certain numerical challenges. The first topic is the spin dynamics of electrons in high-energy circular accelerators. We introduce a stochastic differential equation framework to study spin depolarization and spin equilibrium. This framework allows the mathematical study of known equations and new equations modelling the spin distribution of an electron bunch. A spin distribution is governed by a so-called Bloch equation, which is a linear Fokker-Planck type PDE, in general posed in six dimensions. We propose three approaches to approximate solutions, using analytical and modern numerical techniques. We also present …


New Proper Orthogonal Decomposition Approximation Theory For Pde Solution Data, Sarah Locke, John R. Singler Nov 2020

New Proper Orthogonal Decomposition Approximation Theory For Pde Solution Data, Sarah Locke, John R. Singler

Mathematics and Statistics Faculty Research & Creative Works

In our previous work [J. R. Singler, SIAM J. Numer. Anal., 52 (2014), pp. 852- 876], we considered the proper orthogonal decomposition (POD) of time varying PDE solution data taking values in two different Hilbert spaces. We considered various POD projections of the data and obtained new results concerning POD projection errors and error bounds for POD reduced order models of PDEs. In this work, we improve on our earlier results concerning POD projections by extending to a more general framework that allows for nonorthogonal POD projections and seminorms. We obtain new exact error formulas and convergence results for POD …


Applying The Data: Predictive Analytics In Sport, Anthony Teeter, Margo Bergman Nov 2020

Applying The Data: Predictive Analytics In Sport, Anthony Teeter, Margo Bergman

Access*: Interdisciplinary Journal of Student Research and Scholarship

The history of wagering predictions and their impact on wide reaching disciplines such as statistics and economics dates to at least the 1700’s, if not before. Predicting the outcomes of sports is a multibillion-dollar business that capitalizes on these tools but is in constant development with the addition of big data analytics methods. Sportsline.com, a popular website for fantasy sports leagues, provides odds predictions in multiple sports, produces proprietary computer models of both winning and losing teams, and provides specific point estimates. To test likely candidates for inclusion in these prediction algorithms, the authors developed a computer model, and test …


A Natural Frenet Frame For Null Curves On The Lightlike Cone In Minkowski Space ℝ⁴₂, Nemat Abazari, Martin Bohner, Ilgin Sağer, Alireza Sedaghatdoost, Yusuf Yayli Nov 2020

A Natural Frenet Frame For Null Curves On The Lightlike Cone In Minkowski Space ℝ⁴₂, Nemat Abazari, Martin Bohner, Ilgin Sağer, Alireza Sedaghatdoost, Yusuf Yayli

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we investigate the representation of curves on the lightlike cone ℚ³₂ in Minkowski space ℝ⁴₂ by structure functions. In addition, with this representation, we classify all of the null curves on the lightlike cone ℚ³₂ in four types, and we obtain a natural Frenet frame for these null curves. Furthermore, for this natural Frenet frame, we calculate curvature functions of a null curve, especially the curvature function κ₂ = 0 , and we show that any null curve on the lightlike cone is a helix. Finally, we find all curves with constant curvature functions.


Analyzing Yankees And Red Sox Sentiment Over The Course Of A Season, Connor Koch Nov 2020

Analyzing Yankees And Red Sox Sentiment Over The Course Of A Season, Connor Koch

Honors Projects in Data Science

This paper investigates data collected on twitter which references the Yankees or Red Sox during the 2020 Major League Baseball (MLB) season. The objective is to analyze the sentiment of tweets referencing the Yankees and Red Sox over the course of the season. In addition, an investigation of the networks within the data and the topics that were prevalent will be conducted. The 2020 MLB season was started late because of the COVID-19 pandemic and was a season like no other. The expectation of a dataset revolving around baseball is that the topics discussed would be about baseball. The findings …


Extreme Events And Emergency Scales, Veniamin Smirnov, Zhuanzhuan Ma, Dimitri Volchenkov Nov 2020

Extreme Events And Emergency Scales, Veniamin Smirnov, Zhuanzhuan Ma, Dimitri Volchenkov

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

An event is extreme if its magnitude exceeds the threshold. A choice of a threshold is subject to uncertainty caused by a method, the size of available data, a hypothesis on statistics, etc. We assess the degree of uncertainty by the Shannon's entropy calculated on the probability that the threshold changes at any given time. If the amount of data is not sufficient, an observer is in the state of Lewis Carroll's Red Queen who said "When you say hill, I could show you hills, in comparison with which you'd call that a valley". If we have enough data, the …


A Data Analytic Framework For Physical Fatigue Management Using Wearable Sensors, Zahra Sedighi Maman, Ying-Ju Chen, Amir Baghdadi, Seamus Lombardo, Lora A. Cavuoto, Fadel M. Megahed Oct 2020

A Data Analytic Framework For Physical Fatigue Management Using Wearable Sensors, Zahra Sedighi Maman, Ying-Ju Chen, Amir Baghdadi, Seamus Lombardo, Lora A. Cavuoto, Fadel M. Megahed

Mathematics Faculty Publications

The use of expert systems in optimizing and transforming human performance has been limited in practice due to the lack of understanding of how an individual's performance deteriorates with fatigue accumulation, which can vary based on both the worker and the workplace conditions. As a first step toward realizing the human-centered approach to artificial intelligence and expert systems, this paper lays the foundation for a data analytic approach to managing fatigue in physically-demanding workplaces. The proposed framework capitalizes on continuously collected human performance data from wearable sensor technologies, and is centered around four distinct phases of fatigue: (a) detection, where …


A Two-Stage Machine Learning Framework To Predict Heart Transplantation Survival Probabilities Over Time With A Monotonic Probability Constraint, Hamidreza Ahady Dolatsaraa, Ying-Ju (Tessa) Chen, Christy Evans, Ashish Gupta, Fadel M. Megahed Oct 2020

A Two-Stage Machine Learning Framework To Predict Heart Transplantation Survival Probabilities Over Time With A Monotonic Probability Constraint, Hamidreza Ahady Dolatsaraa, Ying-Ju (Tessa) Chen, Christy Evans, Ashish Gupta, Fadel M. Megahed

Mathematics Faculty Publications

The overarching goal of this paper is to develop a modeling framework that can be used to obtain personalized, data-driven and monotonically constrained probability curves. This research is motivated by the important problem of improving the predictions for organ transplantation outcomes, which can inform updates made to organ allocation protocols, post-transplantation care pathways, and clinical resource utilization. In pursuit of our overarching goal and motivating problem, we propose a novel two-stage machine learning-based framework for obtaining monotonic probabilities over time. The first stage uses the standard approach of using independent machine learning models to predict transplantation outcomes for each time-period …


Role Of Influence In Complex Networks, Nur Dean Sep 2020

Role Of Influence In Complex Networks, Nur Dean

Dissertations, Theses, and Capstone Projects

Game theory is a wide ranging research area; that has attracted researchers from various fields. Scientists have been using game theory to understand the evolution of cooperation in complex networks. However, there is limited research that considers the structure and connectivity patterns in networks, which create heterogeneity among nodes. For example, due to the complex ways most networks are formed, it is common to have some highly “social” nodes, while others are highly isolated. This heterogeneity is measured through metrics referred to as “centrality” of nodes. Thus, the more “social” nodes tend to also have higher centrality.

In this thesis, …


Evaluation Of China Shipping Hub-And-Spoke Network Based On Herfindahl-Hirschmann Index (Hhi), Wenjin Sun Aug 2020

Evaluation Of China Shipping Hub-And-Spoke Network Based On Herfindahl-Hirschmann Index (Hhi), Wenjin Sun

World Maritime University Dissertations

No abstract provided.


“Playing The Whole Game”: A Data Collection And Analysis Exercise With Google Calendar, Albert Y. Kim, Johanna Hardin Aug 2020

“Playing The Whole Game”: A Data Collection And Analysis Exercise With Google Calendar, Albert Y. Kim, Johanna Hardin

Statistical and Data Sciences: Faculty Publications

We provide a computational exercise suitable for early introduction in an undergraduate statistics or data science course that allows students to “play the whole game” of data science: performing both data collection and data analysis. While many teaching resources exist for data analysis, such resources are not as abundant for data collection given the inherent difficulty of the task. Our proposed exercise centers around student use of Google Calendar to collect data with the goal of answering the question “How do I spend my time?” On the one hand, the exercise involves answering a question with near universal appeal, but …


Wavelet Coherence Analysis With An Application Of Brain Images, Yiqian Fang Aug 2020

Wavelet Coherence Analysis With An Application Of Brain Images, Yiqian Fang

Arts & Sciences Electronic Theses and Dissertations

Wavelet analysis has become an emerging method in a wide range of applications with non-stationary data. In this work, we apply wavelets to tackle the problem of estimating dynamic association in a collection of multivariate non-stationary time series. Coherence is a common metric for linear dependence across signals. However, it assumes static dependence and does not sufficiently model many biological processes with time-evolving dependence structures. We explore continuous wavelet analysis for modeling and estimating such dynamic dependence under the replicated multivariate time series settings. Wavelet transformation provides a decomposition of signals that localizes in both time and frequency domains, hence …


Energy Stable Numerical Schemes For Ternary Cahn-Hilliard System, Wenbin Chen, Cheng Wang, Shufen Wang, Xiaoming Wang, Steven M. Wise Aug 2020

Energy Stable Numerical Schemes For Ternary Cahn-Hilliard System, Wenbin Chen, Cheng Wang, Shufen Wang, Xiaoming Wang, Steven M. Wise

Mathematics and Statistics Faculty Research & Creative Works

We present and analyze a uniquely solvable and unconditionally energy stable numerical scheme for the ternary Cahn-Hilliard system, with a polynomial pattern nonlinear free energy expansion. One key difficulty is associated with presence of the three mass components, though a total mass constraint reduces this to two components. Another numerical challenge is to ensure the energy stability for the nonlinear energy functional in the mixed product form, which turns out to be non-convex, non-concave in the three-phase space. to overcome this subtle difficulty, we add a few auxiliary terms to make the combined energy functional convex in the three-phase space, …


Analyzing The Fractal Dimension Of Various Musical Pieces, Nathan Clark Aug 2020

Analyzing The Fractal Dimension Of Various Musical Pieces, Nathan Clark

Industrial Engineering Undergraduate Honors Theses

One of the most common tools for evaluating data is regression. This technique, widely used by industrial engineers, explores linear relationships between predictors and the response. Each observation of the response is a fixed linear combination of the predictors with an added error element. The method is built on the assumption that this error is normally distributed across all observations and has a mean of zero. In some cases, it has been found that the inherent variation is not the result of a random variable, but is instead the result of self-symmetric properties of the observations. For data with these …


Bayesian Topological Machine Learning, Christopher A. Oballe Aug 2020

Bayesian Topological Machine Learning, Christopher A. Oballe

Doctoral Dissertations

Topological data analysis encompasses a broad set of ideas and techniques that address 1) how to rigorously define and summarize the shape of data, and 2) use these constructs for inference. This dissertation addresses the second problem by developing new inferential tools for topological data analysis and applying them to solve real-world data problems. First, a Bayesian framework to approximate probability distributions of persistence diagrams is established. The key insight underpinning this framework is that persistence diagrams may be viewed as Poisson point processes with prior intensities. With this assumption in hand, one may compute posterior intensities by adopting techniques …


Integrating Data Science Ethics Into An Undergraduate Major, Benjamin Baumer, Randi L. Garcia, Albert Y. Kim, Katherine M. Kinnaird, Miles Q. Ott Jul 2020

Integrating Data Science Ethics Into An Undergraduate Major, Benjamin Baumer, Randi L. Garcia, Albert Y. Kim, Katherine M. Kinnaird, Miles Q. Ott

Statistical and Data Sciences: Faculty Publications

We present a programmatic approach to incorporating ethics into an undergraduate major in statistical and data sciences. We discuss departmental-level initiatives designed to meet the National Academy of Sciences recommendation for weaving ethics into the curriculum from top-to-bottom as our majors progress from our introductory courses to our senior capstone course, as well as from side-to-side through co-curricular programming. We also provide six examples of data science ethics modules used in five different courses at our liberal arts college, each focusing on a different ethical consideration. The modules are designed to be portable such that they can be flexibly incorporated …


Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free Jul 2020

Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free

PANDION: The Osprey Journal of Research and Ideas

This report considers the issue of using a specific linear congruential generator (LCG) to create random variates from the uniform(0,1) distribution. The LCG is used to generate multiple samples of pseudo-random numbers and statistical computation techniques are used to assess whether those samples could have resulted from a uniform(0,1) distribution. Source code is included with this report in the appendix along with annotations.


Lattice Of Maximal-Primary Ideals In Quadratic Orders, Ryan Bridges Jul 2020

Lattice Of Maximal-Primary Ideals In Quadratic Orders, Ryan Bridges

Mathematics & Statistics ETDs

An order is a subring of the ring of integers of an algebraic extension, Peruginelli and Zanardo classified the lattices of orders with prime index inside te ring of integers of quadratic extensions of the rational numbers. The lattices are quite striking and have different layered structure depending on whether the prime is inert, split, or ramified. This thesis considers the orders which have prime power index inside the Gaussian integers. This is a nice generalization of the work of Peruginelli and Zanardo, and succeeds in a few classifications of specific instances of orders derived from inert primes.


"A Comparison Of Variable Selection Methods Using Bootstrap Samples From Environmental Metal Mixture Data", Paul-Yvann Djamen Jul 2020

"A Comparison Of Variable Selection Methods Using Bootstrap Samples From Environmental Metal Mixture Data", Paul-Yvann Djamen

Mathematics & Statistics ETDs

In this thesis, I studied a newly developed variable selection method SODA, and three customarily used variable selection methods: LASSO, Elastic net, and Random forest for environmental mixture data. The motivating datasets have neuro-developmental status as responses and metal measurements and demographic variables as covariates. The challenges for variable selections include (1) many measured metal concentrations are highly correlated, (2) there are many possible ways of modeling interactions among the metals, (3) the relationships between the outcomes and explanatory variables are possibly nonlinear, (4) the signal to noise ratio in the real data may be low. To compare these methods …


Quantitatively Motivated Model Development Framework: Downstream Analysis Effects Of Normalization Strategies, Jessica M. Rudd Jul 2020

Quantitatively Motivated Model Development Framework: Downstream Analysis Effects Of Normalization Strategies, Jessica M. Rudd

Doctor of Data Science and Analytics Dissertations

Through a review of epistemological frameworks in social sciences, history of frameworks in statistics, as well as the current state of research, we establish that there appears to be no consistent, quantitatively motivated model development framework in data science, and the downstream analysis effects of various modeling choices are not uniformly documented. Examples are provided which illustrate that analytic choices, even if justifiable and statistically valid, have a downstream analysis effect on model results. This study proposes a unified model development framework that allows researchers to make statistically motivated modeling choices within the development pipeline. Additionally, a simulation study is …


On The Noisy Gradient Descent That Generalizes As Sgd, Jingfeng Wu, Wenqing Hu, Haoyi Xiong, Jun Huan, Vladimir Braverman, Zhanxing Zhu Jul 2020

On The Noisy Gradient Descent That Generalizes As Sgd, Jingfeng Wu, Wenqing Hu, Haoyi Xiong, Jun Huan, Vladimir Braverman, Zhanxing Zhu

Mathematics and Statistics Faculty Research & Creative Works

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distributions is important. In this work we provide negative results by showing that noises in classes different from the SGD noise can also effectively regularize gradient descent. Our finding is based on a novel observation on the structure of the SGD noise: it is the multiplication of the gradient matrix and a …


Methods Of Uncertainty Quantification For Physical Parameters, Kellin Rumsey Jul 2020

Methods Of Uncertainty Quantification For Physical Parameters, Kellin Rumsey

Mathematics & Statistics ETDs

Uncertainty Quantification (UQ) is an umbrella term referring to a broad class of methods which typically involve the combination of computational modeling, experimental data and expert knowledge to study a physical system. A parameter, in the usual statistical sense, is said to be physical if it has a meaningful interpretation with respect to the physical system. Physical parameters can be viewed as inherent properties of a physical process and have a corresponding true value. Statistical inference for physical parameters is a challenging problem in UQ due to the inadequacy of the computer model. In this thesis, we provide a comprehensive …


Assessing The Validity Of Sentiment Analysis Measures Through Polychoric Correlation, Kelli N. Kasper Jul 2020

Assessing The Validity Of Sentiment Analysis Measures Through Polychoric Correlation, Kelli N. Kasper

Mathematics & Statistics ETDs

Sentiment analysis methods extract the attitude of a text via systematic algorithms. To evaluate the validity of common sentiment analysis methods, we use polychoric correlation to compare computer-mediated methods and human-rated analogues. Our main topics of interest are the internal consistency of the raters' scores, the level of consensus among raters, and how well raters' scores correlate with those given by sentiment analysis methods for randomly collected Twitter data.

Our analysis found that there is good validity for methods that measure negative and positive sentiments in short texts, both in terms of inter-rater consistency and when comparing raters to computer-mediated …