Probability Commons^™

Statistical Roles Of The G-Expectation Framework In Model Uncertainty: The Semi-G-Structure As A Stepping Stone, Yifan Li

Electronic Thesis and Dissertation Repository

The G-expectation framework is a generalization of the classical probability system based on the sublinear expectation to deal with phenomena that cannot be described by a single probabilistic model. These phenomena are closely related to the long-existing concern about model uncertainty in statistics. However, the distributions and independence in the G-framework are quite different from the classical setup. These distinctions bring difficulty when applying the idea of this framework to general statistical practice. Therefore, a fundamental and unavoidable problem is how to better understand G-version concepts from a statistical perspective.

To explore this problem, this thesis establishes a new substructure …

Public Acceptance Of Medical Screening Recommendations, Safety Risks, And Implied Liabilities Requirements For Space Flight Participation, Cory J. Trunkhill

Doctoral Dissertations and Master's Theses

The space tourism industry is preparing to send space flight participants on orbital and suborbital flights. Space flight participants are not professional astronauts and are not subject to the rules and guidelines covering space flight crewmembers. This research addresses public acceptance of current Federal Aviation Administration guidance and regulations as designated for civil participation in human space flight.

The research utilized an ordinal linear regression analysis of survey data to explore the public acceptance of the current medical screening recommended guidance and the regulations for safety risk and implied liability for space flight participation. Independent variables constituted participant demographic representations …

Machine Learning To Predict Warhead Fragmentation In-Flight Behavior From Static Data, Katharine Larsen

Doctoral Dissertations and Master's Theses

Accurate characterization of fragment fly-out properties from high-speed warhead detonations is essential for estimation of collateral damage and lethality for a given weapon. Real warhead dynamic detonation tests are rare, costly, and often unrealizable with current technology, leaving fragmentation experiments limited to static arena tests and numerical simulations. Stereoscopic imaging techniques can now provide static arena tests with time-dependent tracks of individual fragments, each with characteristics such as fragment IDs and their respective position vector. Simulation methods can account for the dynamic case but can exclude relevant dynamics experienced in real-life warhead detonations. This research leverages machine learning methodologies to …

Defining Viable Solar Resource Locations In The Southeast United States Using The Satellite-Based Glass Product, Jolie Kavanagh

Theses and Dissertations

This research uses satellite data and the moment statistics to determine if solar farms can be placed in the Southeast US. From 2001-2019, the data are analyzed in reference to the Southwest US, where solar farms are located. The clean energy need is becoming more common; therefore, more locations than arid environments must be observed. The Southeast US is the main location of interest due to the warm, moist environment throughout the year. This research uses the Global Land Surface Satellite (GLASS) photosynthetically active radiation product (PAR) to determine viable locations for solar panels. A probability density function (PDF) along …

New Developments On The Estimability And The Estimation Of Phase-Type Actuarial Models, Cong Nie

Electronic Thesis and Dissertation Repository

This thesis studies the estimability and the estimation methods for two models based on Markov processes: the phase-type aging model (PTAM), which models the human aging process, and the discrete multivariate phase-type model (DMPTM), which can be used to model multivariate insurance claim processes.

The principal contributions of this thesis can be categorized into two areas. First, an objective measure of estimability is proposed to quantify estimability in the context of statistical models. Existing methods for assessing estimability require the subjective specification of thresholds, which potentially limits their usefulness. Unlike these methods, the proposed measure of estimability is objective. In …

Advancements In Gaussian Process Learning For Uncertainty Quantification, John C. Nicholson

All Dissertations

Gaussian processes are among the most useful tools in modeling continuous processes in machine learning and statistics. The research presented provides advancements in uncertainty quantification using Gaussian processes from two distinct perspectives. The first provides a more fundamental means of constructing Gaussian processes which take on arbitrary linear operator constraints in much more general framework than its predecessors, and the other from the perspective of calibration of state-aware parameters in computer models. If the value of a process is known at a finite collection of points, one may use Gaussian processes to construct a surface which interpolates these values to …

Some Improved Markov Chain Convergence Rates, Fun Choi John Chan

All Dissertations

Explicit convergence rates to equilibrium are established for non reversible Markov chains not having an atom via coupling methods. We consider two Markov chains having the same transition function but different initial conditions on the same probability space, that is, a coupling. A random time is constructed so that subsequent to the random time the two processes are identical. Exploiting a shadowing condition, we show that it is possible to bound the tail distribution of the random time using only one of the chains. This bound gives the convergence rate to equilibrium for the Markov chain. The method is then …

Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu

Electronic Thesis and Dissertation Repository

Regulators’ early intervention is crucial when the financial system is experiencing difficulties. Financial stability must be preserved to avert banks’ bailouts, which hugely drain government's financial resources. Detecting in advance periods of financial crisis entails the development and customisation of accurate and robust quantitative techniques. The goal of this thesis is to construct automated systems via the interplay of various mathematical and statistical methodologies to signal financial instability episodes in the near-term horizon. These signal alerts could provide regulatory bodies with the capacity to initiate appropriate response that will thwart or at least minimise the occurrence of a financial crisis. …

Anticipating Stochastic Integrals And Related Linear Stochastic Differential Equations, Sudip Sinha

LSU Doctoral Dissertations

Itô’s stochastic calculus revolutionized the field of stochastic analysis and has found numerous applications in a wide variety of disciplines. Itô’s theory, even though quite general, cannot handle anticipating stochastic processes as integrands. There have been considerable efforts within the mathematical community to extend Itô’s calculus to account for anticipation. The Ayed–Kuo integral — introduced in 2008 — is one of the most recent developments. It is arguably the most accessible among the theories extending Itô’s calculus — relying solely on probabilistic methods. In this dissertation, we look at the recent advances in this area, highlighting our contributions. First, we …

General Stochastic Calculus And Applications, Pujan Shrestha

LSU Doctoral Dissertations

In 1942, K. Itô published his pioneering paper on stochastic integration with respect to Brownian motion. This work led to the framework for Itô calculus. Note that, Itô calculus is limited in working with knowledge from the future. There have been many generalizations of the stochastic integral in being able to do so. In 2008, W. Ayed and H.-H. Kuo introduced a new stochastic integral by splitting the integrand into the adaptive part and the counterpart called instantly independent. In this doctoral work, we conduct deeper research into the Ayed–Kuo stochastic integral and corresponding anticipating stochastic calculus.

We provide a …

Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano

Electrical and Computer Engineering ETDs

Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect produced …

Maximum Likelihood Estimator Method To Estimate Flaw Parameters For Different Glass Types, Nabhajit Goswami

Dissertations, Master's Theses and Master's Reports

Glass is commonly used in architectural applications, such as windows and in-fill panels and structural applications, such as beams and staircases. Despite the popularity of structural glass use in buildings, an engineering design standard to determine the required component or member strength for design loads does not exist. Glass is a brittle material that lacks a well-defined yield or ultimate stress, unlike ductile materials. The traditional engineering methods used to design a ductile material cannot be used to design a glass component. Glass fails in tension primarily due to the presence of microscopic flaws present on the surface that acts …

Searching For Anomalous Extensive Air Showers Using The Pierre Auger Observatory Fluorescence Detector, Andrew Puyleart

Dissertations, Master's Theses and Master's Reports

Anomalous extensive air showers have yet to be detected by cosmic ray observatories. Fluorescence detectors provide a way to view the air showers created by cosmic rays with primary energies reaching up to hundreds of EeV . The resulting air showers produced by these highly energetic collisions can contain features that deviate from average air showers. Detection of these anomalous events may provide information into unknown regions of particle physics, and place constraints on cross-sectional interaction lengths of protons. In this dissertation, I propose measurements of extensive air shower profiles that are used in a machine learning pipeline to distinguish …

Analysis Of Minor League Rule Changes Effect On Stolen Bases, Zachary Houghtaling

Williams Honors College, Honors Research Projects

This study uses various statistical analyses to evaluate the justification of rule changes for Major League Baseball that were implemented within the Minor Leagues during the 2021 minor league season. The primary focus of the study is predicting how some of these Minor League rule changes could affect the stolen base success rate and the number of attempts per game within the Major Leagues. A survey was conducted to evaluate how fans feel about stolen bases within the current game and if rules should be altered to increase the number of stolen bases that occur. Additionally, recorded Major and Minor …

Lake Huron Shoreline Analysis, Shubham Satish Nandanwar

Theses and Dissertations (Comprehensive)

Lake Huron is a popular tourist destination and is home to several businesses and residents. Since the shoreline is dynamic and is subject to change over the years due to several factors such as a change in water level, soil type, human encroachment, etc., these locations tend to encounter floods due to increased water levels and wind speed. This causes erosion and loss to the properties along the shoreline.

This study is based on two areas of interest named Pinery Provincial Park and Sauble Beach which are located on the shoreline of Lake Huron where Pinery Provincial Park is a …