Statistics and Probability Commons^™

Statistical Models For Decision-Making In Professional Soccer, Sean Hellingman

Theses and Dissertations (Comprehensive)

As soccer is widely regarded as the most popular sport in the world there is high interest in methods of improving team performances. There are many ways teams and individual athletes can influence their own performances during competition. This thesis focuses on developing statistical methodologies for improving competition-based decision-making for soccer so as to allow professional soccer teams to make better informed decisions regarding player selection and in-game decision-making.

To properly capture the dynamic actions of professional soccer, Markov chains with increasing complexity are proposed. These models allow for the inclusion of potential changes in the process caused by goals ...

Dealing With Dimensionality: Problems And Techniques In High-Dimensional Statistics, Cezareo Rodriguez

Arts & Sciences Electronic Theses and Dissertations

In modern data analysis, problems involving high dimensional data with more variables than subjects is increasingly common. Two such cases are mediation analysis and distributed optimization. In Chapter 2 we start with an overview of high dimensional statistics and mediation analysis. In Chapter 3 we motivate and prove properties for a new marginal screening procedure for performing high dimensional mediation analysis. This screening procedure is shown via simulation to perform better than benchmark approaches and is applied to a DNA methylation study. In Chapter 4 we construct a cryptosystem that accurately performs distributed penalized quantile regression in the high-dimensional setting ...

Contribution To Data Science: Time Series, Uncertainty Quantification And Applications, Dhrubajyoti Ghosh

Arts & Sciences Electronic Theses and Dissertations

Time series analysis is an essential tool in modern world statistical analysis, with a myriad of real data problems having temporal components that need to be studied to gain a better understanding of the temporal dependence structure in the data. For example, in the stock market, it is of significant importance to identify the ups and downs of the stock prices, for which time series analysis is crucial. Most of the existing literature on time series deals with linear time series, or with Gaussianity assumption. However, there are multiple instances where the time series shows nonlinear trends, or when the ...

Kernel Estimation Of Spot Volatility And Its Application In Volatility Functional Estimation, Bei Wu

Arts & Sciences Electronic Theses and Dissertations

It\^o semimartingale models for the dynamics of asset returns have been widely studied in financial econometrics. A key component of the model, spot volatility, plays a crucial role in option pricing, portfolio management, and financial risk assessment. In this dissertation, we consider three problems related to the estimation of spot volatility using high-frequency asset returns. We first revisit the problem of estimating the spot volatility of an It\^o semimartingale using a kernel estimator. We prove a Central Limit Theorem with an optimal convergence rate for a general two-sided kernel under quite mild assumptions, which includes leverage effects and ...

Power Approximations For Generalized Linear Mixed Models In R Using Steep Priors On Variance Components, Sydney Geisler

All Graduate Theses and Dissertations

When designing an experiment, researchers often want to know how likely they are to detect statistically significant effects in the resulting data, i.e., they want to estimate their statistical power. The probability distribution method is a flexible way to do this, and it is currently implemented in the statistical software package SAS. This method requires a hypothetical data set (showing the magnitude of hypothesized effects) and constant values of variance components, which are critical elements of the statistical models used. The statistical software package R is increasingly popular, but the probability distribution method has not yet been implemented in ...

Statistical Challenges And Methods For Missing And Imbalanced Data, Rose Adjei

All Graduate Theses and Dissertations

Missing data remains a prevalent issue in every area of research. The impact of missing data, if not carefully handled, can be detrimental to any statistical analysis. Some statistical challenges associated with missing data include, loss of information, reduced statistical power and non-generalizability of findings in a study. It is therefore crucial that researchers pay close and particular attention when dealing with missing data. This multi-paper dissertation provides insight into missing data across different fields of study and addresses some of the above mentioned challenges of missing data through simulation studies and application to real datasets. The first paper of ...

Learning From Public Spaces In Historic Cities, Cody Josh Kucharski

Symposium of Student Scholars

Successful public spaces in cities are key for enhancing social cohesion and improving health and safety. Learning from historic cities involves the development of representational and analytical tools aimed at capturing their essence as places of human interaction. The research reports findings of the spatial analysis of twenty Adriatic and Ionian coastal cities, which addresses the question of how the network of public spaces calibrates different degrees of spatial enclosure necessary for creating successful social interactions. Cities in the littoral region include well-preserved historic centers that are renowned for the successful integration of urban squares into the urban fabric. For ...

Evaluation Of Circular Logistic Regression Models With Asymmetrical Link Functions, Feridun Tasdan

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Estimating R0 For Dengue Emergence In Central Argentina Using Statistical Models, Sahil Chindal

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Incorporating Interventions To An Extended Seird Model With Vaccination: Application To Covid-19 In Qatar, Elizabeth Amona

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Portfolio Optimization Analysis In The Family Of 4/2 Stochastic Volatility Models, Yuyang Cheng

Electronic Thesis and Dissertation Repository

Over the last two decades, trading of financial derivatives has increased significantly along with richer and more complex behaviour/traits on the underlying assets. The need for more advanced models to capture traits and behaviour of risky assets is crucial. In this spirit, the state-of-the-art 4/2 stochastic volatility model was recently proposed by Grasselli in 2017 and has gained great attention ever since. The 4/2 model is a superposition of a Heston (1/2) component and a 3/2 component, which is shown to be able to eliminate the limitations of these two individual models, bringing the best ...

Improving The Accuracy Of Interactive Voice Response (Ivr) Technology For Pediatric Experience Scores, Elizabeth Spaargaren Ms, Mph, Cpxp, Abigail Kozak Mba, Cpxp, Cara Herbener Cpxp, Barbara Lawlor Burke Ma, Cpxp

Patient Experience Journal

The increased use of interactive voice response (IVR) in assessing patient and family experience should be paired with evidence-based practices on how to obtain the most accurate information via this survey mode. We added a brief clarification sentence of the survey scale at the start of the IVR call to improve our experience data both qualitatively and quantitatively. Our setting was an urban pediatric hospital. We gathered lived experiences from our patients, families, and providers to understand and design a change to the IVR survey mode that would reduce survey inaccuracies. Outcome measures were assessed by baseline measurement and post-intervention ...

Off-Policy Evaluation For Action-Dependent Non-Stationary Environments, Yash Chandak, Shiv Shankar, Nathaniel D. Bastian, Bruno Castro Da Silva, Emma Brunskill, Philip Thomas

ACI Journal Articles

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes due to external factors (passive non-stationarity), changes induced by interactions with the system itself (active non-stationarity), or both (hybrid non-stationarity). In this work, we take the first steps towards the fundamental challenge of on-policy and off-policy evaluation amidst structured changes due to active, passive, or hybrid non-stationarity. Towards this goal, we make a higher-order stationarity assumption such that non-stationarity results in changes over time, but the way ...

Bayesian Hierarchical Temporal Modeling And Targeted Learning With Application To Reproductive Health, Herbert P. Susmann

Doctoral Dissertations

The international community via the United Nations Sustainable Development Goals has set the target of universal access to reproductive health-care services, including family planning, by 2030. Progress towards reaching this goal is assessed by tracking appropriate demographic and health indicators at national and subnational levels. This task is challenging, however, in populations where relevant data are limited or of low quality. Statistical models are then needed to estimate and project demographic and health indicators in populations based on the available data. Our first contribution, in Chapter 1, is to unify many existing demographic and health indicator models by proposing an ...

Statistical Methods To Study Transposon Sequencing Data: Nonparametric Bayesian Models With Sampling Algorithms, Shai He

Doctoral Dissertations

As the development of Next Generation Sequencing(NGS) technology, researchers can easily obtain data from millions of cells( bulk samples) or just collecting data from a single cell. However, while bulk samples can capture broad changes, it may risk providing an average measurement that is not representative of the genetic state of any individual cell. While single-cell experiments can capture the genetic state of the individual cell, a single cell sample can increase uncertainty, sampling enough cells to gain a representative sample of population is expensive. Therefore, there is a need to integrate information from both bulk and single-cell data ...

Evaluating Dimensionality Reduction For Genomic Prediction, Vamsi Manthena, Diego Jarquín, Rajeev K. Varshney, Manish Roorkiwal, Girish Prasad Dixit, Chellapilla Bharadwaj, Reka Howard

Faculty Publications, Department of Statistics

The development of genomic selection (GS) methods has allowed plant breeding programs to select favorable lines using genomic data before performing field trials. Improvements in genotyping technology have yielded high-dimensional genomic marker data which can be difficult to incorporate into statistical models. In this paper, we investigated the utility of applying dimensionality reduction (DR) methods as a pre-processing step for GS methods. We compared five DR methods and studied the trend in the prediction accuracies of each method as a function of the number of features retained. The effect of DR methods was studied using three models that involved the ...

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 ...

Bayesian Analysis For The Lomax Model Using Noninformative Priors, Daojiang He, Dongchu Sun, Qing Zhu

Faculty Publications, Department of Statistics

The Lomax distribution is an important member in the distribution family. In this paper, we systematically develop an objective Bayesian analysis of data from a Lomax distribution. Noninformative priors, including probability matching priors, the maximal data information (MDI) prior, Jeffreys prior and reference priors, are derived. The propriety of the posterior under each prior is subsequently validated. It is revealed that the MDI prior and one of the reference priors yield improper posteriors, and the other reference prior is a second-order probability matching prior. A simulation study is conducted to assess the frequentist performance of the proposed Bayesian approach. Finally ...

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 ...

(Si10-083) Approximate Controllability Of Infinite-Delayed Second-Order Stochastic Differential Inclusions Involving Non-Instantaneous Impulses, Shobha Yadav, Surendra Kumar

Applications and Applied Mathematics: An International Journal (AAM)

This manuscript investigates a broad class of second-order stochastic differential inclusions consisting of infinite delay and non-instantaneous impulses in a Hilbert space setting. We first formulate a new collection of sufficient conditions that ensure the approximate controllability of the considered system. Next, to investigate our main findings, we utilize stochastic analysis, the fundamental solution, resolvent condition, and Dhage’s fixed point theorem for multi-valued maps. Finally, an application is presented to demonstrate the effectiveness of the obtained results.