Applied Statistics Commons^™

Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series, Maurice L. Brown

Theses and Dissertations

In the world of finance, appropriately understanding risk is key to success or failure because it is a fundamental driver for institutional behavior. Here we focus on risk as it relates to the operations of financial institutions, namely operational risk. Quantifying operational risk begins with data in the form of a time series of realized losses, which can occur for a number of reasons, can vary over different time intervals, and can pose a challenge that is exacerbated by having to account for both frequency and severity of losses. We introduce a stochastic point process model for the frequency distribution …

Role Of Inhibition And Spiking Variability In Ortho- And Retronasal Olfactory Processing, Michelle F. Craft

Theses and Dissertations

Odor perception is the impetus for important animal behaviors, most pertinently for feeding, but also for mating and communication. There are two predominate modes of odor processing: odors pass through the front of nose (ortho) while inhaling and sniffing, or through the rear (retro) during exhalation and while eating and drinking. Despite the importance of olfaction for an animal’s well-being and specifically that ortho and retro naturally occur, it is unknown whether the modality (ortho versus retro) is transmitted to cortical brain regions, which could significantly instruct how odors are processed. Prior imaging studies show different …

Parametric, Nonparametric, And Semiparametric Linear Regression In Classical And Bayesian Statistical Quality Control, Chelsea L. Jones

Theses and Dissertations

Statistical process control (SPC) is used in many fields to understand and monitor desired processes, such as manufacturing, public health, and network traffic. SPC is categorized into two phases; in Phase I historical data is used to inform parameter estimates for a statistical model and Phase II implements this statistical model to monitor a live ongoing process. Within both phases, profile monitoring is a method to understand the functional relationship between response and explanatory variables by estimating and tracking its parameters. In profile monitoring, control charts are often used as graphical tools to visually observe process behaviors. We construct a …

Statistical Approaches For Estimation And Comparison Of Brain Functional Connectivity, Jifang Zhao

Theses and Dissertations

Drug addiction can lead to many health-related problems and social concerns. Functional connectivity obtained from functional magnetic resonance imaging (fMRI) data promotes a variety of fundamental understandings in such association. Due to its complex correlation structure and large dimensionality, the modeling and analysis of the functional connectivity from neuroimage are challenging. By proposing a spatio-temporal model for multi-subject neuroimage data, we incorporate voxel-level spatio-temporal dependencies of whole-brain measurements to improve the accuracy of statistical inference. To tackle large-scale spatio-temporal neuroimage data, we develop a computationally efficient algorithm to estimate the parameters. Our method is used to identify functional connectivity and …

Bayesian Techniques For Relating Genetic Polymorphisms To Diffusion Tensor Images Of Cocaine Users, Tmader Alballa

Theses and Dissertations

Past investigations utilizing Diffusion Tensor Imaging (DTI) have demonstrated that cocaine use disorder (CUD) yields white matter changes. We proposed three Bayesian techniques in order to explore the relationship between Fractional Anisotropy (FA), genetic data, and years of cocaine use (YCU). CUD participants exhibit abnormality in different areas of the brain versus non-drug using controls, which is measured by DTI. This dissertation is motivated by a neuroimaging genetic study in cocaine dependence, which found that there were relationships between several genes such as GAD and 5-HT₂R and CUD subjects.

In the first chapter, there is background on the …

The Analysis Of Neural Heterogeneity Through Mathematical And Statistical Methods, Kyle Wendling

Theses and Dissertations

Diversity of intrinsic neural attributes and network connections is known to exist in many areas of the brain and is thought to significantly affect neural coding. Recent theoretical and experimental work has argued that in uncoupled networks, coding is most accurate at intermediate levels of heterogeneity. I explore this phenomenon through two distinct approaches: a theoretical mathematical modeling approach and a data-driven statistical modeling approach.

Through the mathematical approach, I examine firing rate heterogeneity in a feedforward network of stochastic neural oscillators utilizing a high-dimensional model. The firing rate heterogeneity stems from two sources: intrinsic (different individual cells) and network …

Zero-Inflated Longitudinal Mixture Model For Stochastic Radiographic Lung Compositional Change Following Radiotherapy Of Lung Cancer, Viviana A. Rodríguez Romero

Theses and Dissertations

Compositional data (CD) is mostly analyzed as relative data, using ratios of components, and log-ratio transformations to be able to use known multivariable statistical methods. Therefore, CD where some components equal zero represent a problem. Furthermore, when the data is measured longitudinally, observations are spatially related and appear to come from a mixture population, the analysis becomes highly complex. For this matter, a two-part model was proposed to deal with structural zeros in longitudinal CD using a mixed-effects model. Furthermore, the model has been extended to the case where the non-zero components of the vector might a two component mixture …

Phenotype Extraction: Estimation And Biometrical Genetic Analysis Of Individual Dynamics, Kevin L. Mckee

Theses and Dissertations

Within-person data can exhibit a virtually limitless variety of statistical patterns, but it can be difficult to distinguish meaningful features from statistical artifacts. Studies of complex traits have previously used genetic signals like twin-based heritability to distinguish between the two. This dissertation is a collection of studies applying state-space modeling to conceptualize and estimate novel phenotypic constructs for use in psychiatric research and further biometrical genetic analysis. The aims are to: (1) relate control theoretic concepts to health-related phenotypes; (2) design statistical models that formally define those phenotypes; (3) estimate individual phenotypic values from time series data; (4) consider hierarchical …

Statistical Designs For Network A/B Testing, Victoria V. Pokhilko

Theses and Dissertations

A/B testing refers to the statistical procedure of experimental design and analysis to compare two treatments, A and B, applied to different testing subjects. It is widely used by technology companies such as Facebook, LinkedIn, and Netflix, to compare different algorithms, web-designs, and other online products and services. The subjects participating in these online A/B testing experiments are users who are connected in different scales of social networks. Two connected subjects are similar in terms of their social behaviors, education and financial background, and other demographic aspects. Hence, it is only natural to assume that their reactions to online products …

Genome-Wide Systems Genetics Of Alcohol Consumption And Dependence, Kristin Mignogna

Theses and Dissertations

Widely effective treatment for alcohol use disorder is not yet available, because the exact biological mechanisms that underlie this disorder are not completely understood. One way to gain a better understanding of these mechanisms is to examine the genetic frameworks that contribute to the risk for developing this disorder. This dissertation examines genetic association data in combination with gene expression networks in the brain to identify functional groups of genes associated with alcohol consumption and dependence.

The first study took advantage of the behavioral complexity of human samples, and experimental capabilities provided by mouse models, by co-analyzing gene expression networks …

Methods For Evaluating Dropout Attrition In Survey Data, Camille J. Hochheimer

Theses and Dissertations

As researchers increasingly use web-based surveys, the ease of dropping out in the online setting is a growing issue in ensuring data quality. One theory is that dropout or attrition occurs in phases that can be generalized to phases of high dropout and phases of stable use. In order to detect these phases, several methods are explored. First, existing methods and user-specified thresholds are applied to survey data where significant changes in the dropout rate between two questions is interpreted as the start or end of a high dropout phase. Next, survey dropout is considered as a time-to-event outcome and …

Penalized Mixed-Effects Ordinal Response Models For High-Dimensional Genomic Data In Twins And Families, Amanda E. Gentry

Theses and Dissertations

The Brisbane Longitudinal Twin Study (BLTS) was being conducted in Australia and was funded by the US National Institute on Drug Abuse (NIDA). Adolescent twins were sampled as a part of this study and surveyed about their substance use as part of the Pathways to Cannabis Use, Abuse and Dependence project. The methods developed in this dissertation were designed for the purpose of analyzing a subset of the Pathways data that includes demographics, cannabis use metrics, personality measures, and imputed genotypes (SNPs) for 493 complete twin pairs (986 subjects.) The primary goal was to determine what combination of SNPs and …

Comparing The Structural Components Variance Estimator And U-Statistics Variance Estimator When Assessing The Difference Between Correlated Aucs With Finite Samples, Anna L. Bosse

Theses and Dissertations

Introduction: The structural components variance estimator proposed by DeLong et al. (1988) is a popular approach used when comparing two correlated AUCs. However, this variance estimator is biased and could be problematic with small sample sizes.

Methods: A U-statistics based variance estimator approach is presented and compared with the structural components variance estimator through a large-scale simulation study under different finite-sample size configurations.

Results: The U-statistics variance estimator was unbiased for the true variance of the difference between correlated AUCs regardless of the sample size and had lower RMSE than the structural components variance estimator, providing better type 1 error …

Application Of The Fisher Dimer Model To Dna Condensation, John C. Baker Iii

Theses and Dissertations

This paper considers the statistical mechanics occupation of the edge of a single helix of DNA by simple polymers. Using Fisher's exact closed form solution for dimers on a two-dimensional lattice, a one-dimensional lattice is created mathematically that is occupied by dimers, monomers, and holes. The free energy, entropy, average occupation, and total charge on the lattice are found through the usual statistical methods. The results demonstrate the charge inversion required for a DNA helix to undergo DNA condensation.

Adversarial Decision Making In Counterterrorism Applications, Dogucan Mazicioglu

Theses and Dissertations

Our main objective is to improve decision making in counterterrorism applications by implementing expected utility for prescriptive decision making and prospect theory for descriptive modeling. The areas that we aim to improve are behavioral modeling of adversaries with multi objectives in counterterrorism applications and incorporating risk attitudes of decision makers to risk matrices in assessing risk within an adversarial counterterrorism framework. Traditionally, counterterrorism applications have been approached on a single attribute basis. We utilize a multi-attribute prospect theory approach to more realistically model the attacker’s behavior, while using expected utility theory to prescribe the appropriate actions to the defender. We …

Design & Analysis Of A Computer Experiment For An Aerospace Conformance Simulation Study, Ryan W. Gryder

Theses and Dissertations

Within NASA's Air Traffic Management Technology Demonstration # 1 (ATD-1), Interval Management (IM) is a flight deck tool that enables pilots to achieve or maintain a precise in-trail spacing behind a target aircraft. Previous research has shown that violations of aircraft spacing requirements can occur between an IM aircraft and its surrounding non-IM aircraft when it is following a target on a separate route. This research focused on the experimental design and analysis of a deterministic computer simulation which models our airspace configuration of interest. Using an original space-filling design and Gaussian process modeling, we found that aircraft delay assignments …

Dimension Reduction And Variable Selection, Hossein Moradi Rekabdarkolaee

Theses and Dissertations

High-dimensional data are becoming increasingly available as data collection technology advances. Over the last decade, significant developments have been taking place in high-dimensional data analysis, driven primarily by a wide range of applications in many fields such as genomics, signal processing, and environmental studies. Statistical techniques such as dimension reduction and variable selection play important roles in high dimensional data analysis. Sufficient dimension reduction provides a way to find the reduced space of the original space without a parametric model. This method has been widely applied in many scientific fields such as genetics, brain imaging analysis, econometrics, environmental sciences, etc. …

Proof-Of-Concept Of Environmental Dna Tools For Atlantic Sturgeon Management, Jameson Hinkle

Theses and Dissertations

Abstract

The Atlantic Sturgeon (Acipenser oxyrinchus oxyrinchus, Mitchell) is an anadromous species that spawns in tidal freshwater rivers from Canada to Florida. Overfishing, river sedimentation and alteration of the river bottom have decreased Atlantic Sturgeon populations, and NOAA lists the species as endangered. Ecologists sometimes find it difficult to locate individuals of a species that is rare, endangered or invasive. The need for methods less invasive that can create more resolution of cryptic species presence is necessary. Environmental DNA (eDNA) is a non-invasive means of detecting rare, endangered, or invasive species by isolating nuclear or mitochondrial DNA (mtDNA) from the …

Dynamic Bayesian Approaches To The Statistical Calibration Problem, Derick Lorenzo Rivers

Theses and Dissertations

The problem of statistical calibration of a measuring instrument can be framed both in a statistical context as well as in an engineering context. In the first, the problem is dealt with by distinguishing between the "classical" approach and the "inverse" regression approach. Both of these models are static models and are used to estimate "exact" measurements from measurements that are affected by error. In the engineering context, the variables of interest are considered to be taken at the time at which you observe the measurement. The Bayesian time series analysis method of Dynamic Linear Models (DLM) can be used …