Statistics and Probability Commons^™

Statistical Inference For Networks Of High-Dimensional Point Processes, Xu Wang, Mladen Kolar, Ali Shojaie

UW Biostatistics Working Paper Series

Fueled in part by recent applications in neuroscience, high-dimensional Hawkes process have become a popular tool for modeling the network of interactions among multivariate point process data. While evaluating the uncertainty of the network estimates is critical in scientific applications, existing methodological and theoretical work have only focused on estimation. To bridge this gap, this paper proposes a high-dimensional statistical inference procedure with theoretical guarantees for multivariate Hawkes process. Key to this inference procedure is a new concentration inequality on the first- and second-order statistics for integrated stochastic processes, which summarizes the entire history of the process. We apply this …

On The Sparre-Andersen Risk Models, Ruixi Zhang

Electronic Thesis and Dissertation Repository

This thesis develops several strategies for calculating ruin-related quantities for a variety of extended risk models. We focus on the Sparre-Andersen risk model, also known as the renewal risk model. The idea of arbitrary distribution for the waiting time between claim payments arose in the 1950’s from the collective risk theory, and received many extensions and modifications in recent years. Our goal is to tackle model assumptions that are either too relaxed for traditional methods to apply, or so complicated that elaborate algebraic tools are needed to obtain explicit solutions.

In Chapter 2, we consider a Lévy risk process and …

Characterization Of The Anomalous Ph Of Aqueous Nanoemulsions, Kieran P. Ramos

Doctoral Dissertations

Aqueous water-in-oil nanoemulsions have emerged as a versatile tool for use in microfluidics, drug delivery, single-molecule measurements, and other research. Nanoemulsions are often prepared with perfluorocarbons which are remarkably biocompatbile due to their stability, low surface tension, lipophobicity, and hydrophobicity. Therefore it is often assumed that droplet contents are unperturbed by the perfluorinated surface. However, in microemulsions, which are similar to nanoemulsions, it is known that either the pH of the aqueous phase or the ionization constants of encapsulated molecules are different from bulk solution. There is also recent evidence of low pH in perfluorinated aqueous nanoemulsions. The current underlying …

Function And Dissipation In Finite State Automata - From Computing To Intelligence And Back, Natesh Ganesh

Doctoral Dissertations

Society has benefited from the technological revolution and the tremendous growth in computing powered by Moore's law. However, we are fast approaching the ultimate physical limits in terms of both device sizes and the associated energy dissipation. It is important to characterize these limits in a physically grounded and implementation-agnostic manner, in order to capture the fundamental energy dissipation costs associated with performing computing operations with classical information in nano-scale quantum systems. It is also necessary to identify and understand the effect of quantum in-distinguishability, noise, and device variability on these dissipation limits. Identifying these parameters is crucial to designing …

Network Structure And Dynamics Of Biological Systems, Deena R. Schmidt

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Probabilistic Models For Order-Picking Operations With Multiple In-The-Aisle Pick Positions, Jingming Liu

Graduate Theses and Dissertations

The development of probability density functions (pdfs) for travel time of a narrow aisle lift truck (NALT) and an automated storage and retrieval (AS/R) machine is the focus of the dissertation. The multiple in-the-aisle pick positions (MIAPP) order picking system can be modeled as an M/G/1 queueing problem in which storage and retrieval requests are the customers and the vehicle (NALT or AS/R machine) is the server. Service time is the sum of travel time and the deterministic time to pick up and deposit a pallet (TPD).

Our first contribution is the development of travel time pdfs for retrieval operations …

Some Recent Developments On Pareto-Optimal Reinsurance, Wenjun Jiang

Electronic Thesis and Dissertation Repository

This thesis focuses on developing Pareto-optimal reinsurance policy which considers the interests of both the insurer and the reinsurer. The optimal insurance/reinsurance design has been extensively studied in actuarial science literature, while in early years most studies were concentrated on optimizing the insurer’s interests. However, as early as 1960s, Borch argued that “an agreement which is quite attractive to one party may not be acceptable to its counterparty” and he pioneered the study on “fair” risk sharing between the insurer and the reinsurer. Quite recently, the question of how to strike a balance in risk sharing between an insurer and …

Using Random Forests To Estimate Win Probability Before Each Play Of An Nfl Game, Dennis Lock, Dan Nettleton

Dan Nettleton

Before any play of a National Football League (NFL) game, the probability that a given team will win depends on many situational variables (such as time remaining, yards to go for a first down, field position and current score) as well as the relative quality of the two teams as quantified by the Las Vegas point spread. We use a random forest method to combine pre-play variables to estimate Win Probability (WP) before any play of an NFL game. When a subset of NFL play-by-play data for the 12 seasons from 2001 to 2012 is used as a training dataset, …

Allocative Poisson Factorization For Computational Social Science, Aaron Schein

Doctoral Dissertations

Social science data often comes in the form of high-dimensional discrete data such as categorical survey responses, social interaction records, or text. These data sets exhibit high degrees of sparsity, missingness, overdispersion, and burstiness, all of which present challenges to traditional statistical modeling techniques. The framework of Poisson factorization (PF) has emerged in recent years as a natural way to model high-dimensional discrete data sets. This framework assumes that each observed count in a data set is a Poisson random variable $y ~ Pois(\mu)$ whose rate parameter $\mu$ is a function of shared model parameters. This thesis examines a specific …

The Martingale Approach To Financial Mathematics, Jordan M. Rowley

Master's Theses

In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In …

An Epidemiological Model With Simultaneous Recoveries, Ariel B. Farber

Electronic Theses and Dissertations

Epidemiological models are an essential tool in understanding how infection spreads throughout a population. Exploring the effects of varying parameters provides insight into the driving forces of an outbreak. In this thesis, an SIS (susceptible-infectious-susceptible) model is built partnering simulation methods, differential equations, and transition matrices with the intent to describe how simultaneous recoveries influence the spread of a disease in a well-mixed population. Individuals in the model transition between only two states; an individual is either susceptible — able to be infected, or infectious — able to infect others. Events in this model (infections and recoveries) occur by way …

A Statistical Analysis Of The Roulette Martingale System: Examples, Formulas And Simulations With R, Peter Pflaumer

International Conference on Gambling & Risk Taking

Some gamblers use a martingale or doubling strategy as a way of improving their chances of winning. This paper derives important formulas for the martingale strategy, such as the distribution, the expected value, the standard deviation of the profit, the risk of a loss or the expected bet of one or multiple martingale rounds. A computer simulation study with R of the doubling strategy is presented. The results of doubling to gambling with a constant sized bet on simple chances (red or black numbers, even or odd numbers, and low (1 – 18) or high (19 – 36) numbers) and …

Characterizing The Permanence And Stationary Distribution For A Family Of Malaria Stochastic Models, Divine Wanduku

Biology and Medicine Through Mathematics Conference

No abstract provided.

Paper Structure Formation Simulation, Tyler R. Seekins

Electronic Theses and Dissertations

On the surface, paper appears simple, but closer inspection yields a rich collection of chaotic dynamics and random variables. Predictive simulation of paper product properties is desirable for screening candidate experiments and optimizing recipes but existing models are inadequate for practical use. We present a novel structure simulation and generation system designed to narrow the gap between mathematical model and practical prediction. Realistic inputs to the system are preserved as randomly distributed variables. Rapid fiber placement (~1 second/fiber) is achieved with probabilistic approximation of chaotic fluid dynamics and minimization of potential energy to determine flexible fiber conformations. Resulting digital packed …

Machine Learning Pipeline For Exoplanet Classification, George Clayton Sturrock, Brychan Manry, Sohail Rafiqi

SMU Data Science Review

Planet identification has typically been a tasked performed exclusively by teams of astronomers and astrophysicists using methods and tools accessible only to those with years of academic education and training. NASA’s Exoplanet Exploration program has introduced modern satellites capable of capturing a vast array of data regarding celestial objects of interest to assist with researching these objects. The availability of satellite data has opened up the task of planet identification to individuals capable of writing and interpreting machine learning models. In this study, several classification models and datasets are utilized to assign a probability of an observation being an exoplanet. …

Leveraging Natural Language Processing Applications And Microblogging Platform For Increased Transparency In Crisis Areas, Ernesto Carrera-Ruvalcaba, Johnson Ekedum, Austin Hancock, Ben Brock

SMU Data Science Review

Through microblogging applications, such as Twitter, people actively document their lives even in times of natural disasters such as hurricanes and earthquakes. While first responders and crisis-teams are able to help people who call 911, or arrive at a designated shelter, there are vast amounts of information being exchanged online via Twitter that provide real-time, location-based alerts that are going unnoticed. To effectively use this information, the Tweets must be verified for authenticity and categorized to ensure that the proper authorities can be alerted. In this paper, we create a Crisis Message Corpus from geotagged Tweets occurring during 7 hurricanes …

Predictive Distributions Via Filtered Historical Simulation For Financial Risk Management, Tyson Clark

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Filtered historical simulation with an underlying GARCH process can be used as a valuable tool in VaR analysis, as it derives risk estimates that are sensitive to the distributional properties of the historical data of the produced predictive density. I examine the applications to risk analysis that filtered historical simulation can provide, as well as an interpretation of the predictive density as a poor man’s Bayesian posterior distribution. The predictive density allows us to make associated probabilistic statements regarding the results for VaR analysis, giving greater measurement of risk and the ability to maintain the optimal level of risk per …

Generalizations Of The Arcsine Distribution, Rebecca Rasnick

Electronic Theses and Dissertations

The arcsine distribution looks at the fraction of time one player is winning in a fair coin toss game and has been studied for over a hundred years. There has been little further work on how the distribution changes when the coin tosses are not fair or when a player has already won the initial coin tosses or, equivalently, starts with a lead. This thesis will first cover a proof of the arcsine distribution. Then, we explore how the distribution changes when the coin the is unfair. Finally, we will explore the distribution when one person has won the first …

Ergodicity For The 3d Stochastic Navier-Stokes Equations Perturbed By Lévy Noise, Manil T. Mohan, K. Sakthivel, Sivaguru S. Sritharan

Faculty Publications

In this work we construct a Markov family of martingale solutions for 3D stochastic Navier–Stokes equations (SNSE) perturbed by Lévy noise with periodic boundary conditions. Using the Kolmogorov equations of integrodifferential type associated with the SNSE perturbed by Lévy noise, we construct a transition semigroup and establish the existence of a unique invariant measure. We also show that it is ergodic and strongly mixing.
Abstract © Wiley.

Dynamic Attribute-Level Best Worst Discrete Choice Experiments, Amanda Working, Mohammed Alqawba, Norou Diawara

Mathematics & Statistics Faculty Publications

Dynamic modelling of decision maker choice behavior of best and worst in discrete choice experiments (DCEs) has numerous applications. Such models are proposed under utility function of decision maker and are used in many areas including social sciences, health economics, transportation research, and health systems research. After reviewing references on the study of such experiments, we present example in DCE with emphasis on time dependent best-worst choice and discrimination between choice attributes. Numerical examples of the dynamic DCEs are simulated, and the associated expected utilities over time of the choice models are derived using Markov decision processes. The estimates are …

Best Probable Subset: A New Method For Reducing Data Dimensionality In Linear Regression, Elieser Nodarse

FIU Electronic Theses and Dissertations

Regression is a statistical technique for modeling the relationship between a dependent variable Y and two or more predictor variables, also known as regressors. In the broad field of regression, there exists a special case in which the relationship between the dependent variable and the regressor(s) is linear. This is known as linear regression.

The purpose of this paper is to create a useful method that effectively selects a subset of regressors when dealing with high dimensional data and/or collinearity in linear regression. As the name depicts it, high dimensional data occurs when the number of predictor variables is far …

Dice Mythbusters, C. Warren Campbell, William P. Dolan

Student Research Conference Select Presentations

All dice are unfair because they cannot be manufactured with absolute precision. However, some dice are more unfair than others. Each year hundreds of millions of dice are sold worldwide. Dice commonly used in role playing games are 4-sided (D4), 6-sided (D6), 8-sided (D8), 10-sided (D10), 12-sided (D12), and 20-sided (D20). Most of these are manufactured using plastic mold injection and rock tumbler methods. This method can result in dimensional inaccuracies in the dice and sometimes density inhomogeneities. In 3000-roll tests of eleven D20 dice only three tested fair. In a running chi square test it was shown that for …

Optimal Conditional Expectation At The Video Poker Game Jacks Or Better, Stewart N. Ethier, John J. Kim, Jiyeon Lee

UNLV Gaming Research & Review Journal

There are 134,459 distinct initial hands at the video poker game Jacks or Better, taking suit exchangeability into account. A computer program can determine the optimal strategy (i.e., which cards to hold) for each such hand, but a complete list of these strategies would require a book-length manuscript. Instead, a hand-rank table, which fits on a single page and reproduces the optimal strategy perfectly, was found for Jacks or Better as early as the mid 1990s. Is there a systematic way to derive such a hand-rank table? We show that there is indeed, and it involves finding the exact optimal …

Unified Methods For Feature Selection In Large-Scale Genomic Studies With Censored Survival Outcomes, Lauren Spirko-Burns, Karthik Devarajan

COBRA Preprint Series

One of the major goals in large-scale genomic studies is to identify genes with a prognostic impact on time-to-event outcomes which provide insight into the disease's process. With rapid developments in high-throughput genomic technologies in the past two decades, the scientific community is able to monitor the expression levels of tens of thousands of genes and proteins resulting in enormous data sets where the number of genomic features is far greater than the number of subjects. Methods based on univariate Cox regression are often used to select genomic features related to survival outcome; however, the Cox model assumes proportional hazards …

Surprise Vs. Probability As A Metric For Proof, Edward K. Cheng, Matthew Ginther

Edward Cheng

In this Symposium issue celebrating his career, Professor Michael Risinger in Leveraging Surprise proposes using "the fundamental emotion of surprise" as a way of measuring belief for purposes of legal proof. More specifically, Professor Risinger argues that we should not conceive of the burden of proof in terms of probabilities such as 51%, 95%, or even "beyond a reasonable doubt." Rather, the legal system should reference the threshold using "words of estimative surprise" -asking jurors how surprised they would be if the fact in question were not true. Toward this goal (and being averse to cardinality), he suggests categories such …

Non Parametric Test For Testing Exponentiality Against Exponential Better Than Used In Laplace Transform Order, Mahmoud Mansour, M A W Mahmoud Prof.

Basic Science Engineering

In this paper, the test statistic for testing exponentiality against exponential better than used in Laplace transform order (EBUL) based on the Laplace transform technique is proposed. Pitman’s asymptotic efficiency of our test is calculated and compared with other tests. The percentiles of this test are tabulated. The powers of the test are estimated for famously used distributions in aging problems. In the case of censored data, our test is applied and the percentiles are also calculated and tabulated. Finally, real examples in different areas are utilized as practical applications for the proposed test.

One-Dimensional Excited Random Walk With Unboundedly Many Excitations Per Site, Omar Chakhtoun

Dissertations, Theses, and Capstone Projects

We study a discrete time excited random walk on the integers lattice requiring a tail decay estimate on the number of excitations per site and extend the existing framework, methods, and results to a wider class of excited random walks.

We give criteria for recurrence versus transience, ballisticity versus zero linear speed, completely classify limit laws in the transient regime, and establish a functional limit laws in the recurrence regime.

Infinite Sums, Products, And Urn Models, Yiyan Ni

Major Papers

This paper considers an urn and its evolution in discrete time steps. The

urn initially has two different colored balls(blue and red). We discuss different

cases where k blue balls (k = 1, 2, 3, ... ) will be added (or removed) at every

step if a blue ball is withdrawn, based on the goal of eventually withdrawing a

red ball P(R eventually). We compute the probability of eventually withdrawing

a red ball with two different methods–one using infinite sums and other using

infinite products. One advantage of this is that we can obtain P(R eventually) in

a complex but …

Statistical Inference For The Transformed Rayleigh Lomax Distribution With Progressive Type-Ii Right Censorship, Amani Alghami, Wei Ning, Arjun K. Gupta

Mathematics and Statistics Faculty Publications

In this paper, we study the transformed Rayleigh Lomax (Trans-RL) distribution which belongs to a certain family of two parameters lifetime distributions given by Wang et al (2010). Confidence intervals and inverse estimators of the Trans-RL parameters are derived in terms of order statistics. A simulation study is conducted to report the coverage probabilities, the average biases and the average relative mean square errors for the maximum likelihood, L-moments and inverse estimators. We compare the performance of these methods under different schemes of progressively Type-II right censoring. Finally, an illustrative example is provided to demonstrate the proposed methods.

Counting And Coloring Sudoku Graphs, Kyle Oddson

Mathematics and Statistics Dissertations, Theses, and Final Project Papers

A sudoku puzzle is most commonly a 9 × 9 grid of 3 × 3 boxes wherein the puzzle player writes the numbers 1 - 9 with no repetition in any row, column, or box. We generalize the notion of the n² × n² sudoku grid for all n ϵ Z ^≥2 and codify the empty sudoku board as a graph. In the main section of this paper we prove that sudoku boards and sudoku graphs exist for all such n we prove the equivalence of [3]'s construction using unions and products of graphs to the definition of …