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Articles 31 - 53 of 53
Full-Text Articles in Physical Sciences and Mathematics
Essays In Financial Economics: Announcement Effects In Fixed Income Markets, James J. Forest
Essays In Financial Economics: Announcement Effects In Fixed Income Markets, James J. Forest
Doctoral Dissertations
ABSTRACT ESSAYS IN FINANCIAL ECONOMICS: ANNOUNCEMENT EFFECTS IN FIXED INCOME MARKETS PHD IN FINANCE MAY 2018 JAMES J FOREST B.A., FRAMINGHAM STATE UNIVERSITY M.S., NORTHEASTERN UNIVERSITY Ph.D., UNIVERSITY OF MASSACHUSETTS – AMHERST Directed by: Professor Hossein B. Kazemi This dissertation demonstrates the use of empirical techniques for dealing with modeling issues that arise when analyzing announcement effects in fixed income markets. It describes empirical challenges in achieving unbiased and efficient parameter estimates and shows the importance of modelling a wide range of macroeconomic announcement effects to avoid omitted variable bias. Employing techniques common in Macroeconomics, financial market researchers are better …
Asymptotic Behavior Of The Random Logistic Model And Of Parallel Bayesian Logspline Density Estimators, Konstandinos Kotsiopoulos
Asymptotic Behavior Of The Random Logistic Model And Of Parallel Bayesian Logspline Density Estimators, Konstandinos Kotsiopoulos
Doctoral Dissertations
This dissertation is comprised of two separate projects. The first concerns a Markov chain called the Random Logistic Model. For r in (0,4] and x in [0,1] the logistic map fr(x) = rx(1 - x) defines, for positive integer t, the dynamical system xr(t + 1) = f(xr(t)) on [0,1], where xr(1) = x. The interplay between this dynamical system and the Markov chain xr,N(t) defined by perturbing the logistic map by truncated Gaussian noise scaled by N-1/2, where N -> infinity, is studied. A natural question is …
Deep Energy-Based Models For Structured Prediction, David Belanger
Deep Energy-Based Models For Structured Prediction, David Belanger
Doctoral Dissertations
We introduce structured prediction energy networks (SPENs), a flexible frame- work for structured prediction. A deep architecture is used to define an energy func- tion over candidate outputs and predictions are produced by gradient-based energy minimization. This deep energy captures dependencies between labels that would lead to intractable graphical models, and allows us to automatically discover discrim- inative features of the structured output. Furthermore, practitioners can explore a wide variety of energy function architectures without having to hand-design predic- tion and learning methods for each model. This is because all of our prediction and learning methods interact with the energy …
Information Metrics For Predictive Modeling And Machine Learning, Kostantinos Gourgoulias
Information Metrics For Predictive Modeling And Machine Learning, Kostantinos Gourgoulias
Doctoral Dissertations
The ever-increasing complexity of the models used in predictive modeling and data science and their use for prediction and inference has made the development of tools for uncertainty quantification and model selection especially important. In this work, we seek to understand the various trade-offs associated with the simulation of stochastic systems. Some trade-offs are computational, e.g., execution time of an algorithm versus accuracy of simulation. Others are analytical: whether or not we are able to find tractable substitutes for quantities of interest, e.g., distributions, ergodic averages, etc. The first two chapters of this thesis deal with the study of the …
Statistical Methods On Risk Management Of Extreme Events, Zijing Zhang
Statistical Methods On Risk Management Of Extreme Events, Zijing Zhang
Doctoral Dissertations
The goal of the dissertation is the investigation of financial risk analysis methodologies, using the schemes for extreme value modeling as well as techniques from copula modeling. Extreme value theory is concerned with probabilistic and statistical questions re- lated to unusual behavior or rare events. The subject has a rich mathematical theory and also a long tradition of applications in a variety of areas. We are interested in its application in risk management, with a focus on estimating and forcasting the Value-at-Risk of financial time series data. Extremal data are inherently scarce, thus making inference challenging. In order to obtain …
Statistical Methods For High Dimensional Data Arising From Large Epidemiological Studies, Hui Xu
Statistical Methods For High Dimensional Data Arising From Large Epidemiological Studies, Hui Xu
Doctoral Dissertations
In this thesis, we propose statistical models for addressing commonly encountered data types and study designs in large epidemiologic investigations aimed at understanding the molecular basis of complex disorders. The motivating applications come from diverse disease areas in Women's Health, including the study of type II diabetes in the Women's Health Initiative (WHI), invasive breast cancer in the Nurses' Health Study and the study of the metabolomic underpinnings of cardiovascular disease in the WHI. We have also put significant effort into making the implementation of the proposed methods accessible through freely available, user-friendly software packages in R. The first chapter …
Inference In Networking Systems With Designed Measurements, Chang Liu
Inference In Networking Systems With Designed Measurements, Chang Liu
Doctoral Dissertations
Networking systems consist of network infrastructures and the end-hosts have been essential in supporting our daily communication, delivering huge amount of content and large number of services, and providing large scale distributed computing. To monitor and optimize the performance of such networking systems, or to provide flexible functionalities for the applications running on top of them, it is important to know the internal metrics of the networking systems such as link loss rates or path delays. The internal metrics are often not directly available due to the scale and complexity of the networking systems. This motivates the techniques of inference …
Inference From Network Data In Hard-To-Reach Populations, Isabelle Beaudry
Inference From Network Data In Hard-To-Reach Populations, Isabelle Beaudry
Doctoral Dissertations
The objective of this thesis is to develop methods to make inference about the prevalence of an outcome of interest in hard-to-reach populations. The proposed methods address issues specific to the survey strategies employed to access those populations. One of the common sampling methodology used in this context is respondent-driven sampling (RDS). Under RDS, the network connecting members of the target population is used to uncover the hidden members. Specialized techniques are then used to make inference from the data collected in this fashion. Our first objective is to correct traditional RDS prevalence estimators and their associated uncertainty estimators for …
Applications Of Sampling And Estimation On Networks, Fabricio Murai Ferreira
Applications Of Sampling And Estimation On Networks, Fabricio Murai Ferreira
Doctoral Dissertations
Networks or graphs are fundamental abstractions that allow us to study many important real systems, such as the Web, social networks and scientific collaboration. It is impossible to completely understand these systems and answer fundamental questions related to them without considering the way their components are connected, i.e., their topology. However, topology is not the only relevant aspect of networks. Nodes often have information associated with them, which can be regarded as node attributes or labels. An important problem is then how to characterize a network w.r.t. topology and node label distributions. Another important problem is how to design efficient …
Intrinsic Functions For Securing Cmos Computation: Variability, Modeling And Noise Sensitivity, Xiaolin Xu
Intrinsic Functions For Securing Cmos Computation: Variability, Modeling And Noise Sensitivity, Xiaolin Xu
Doctoral Dissertations
A basic premise behind modern secure computation is the demand for lightweight cryptographic primitives, like identifier or key generator. From a circuit perspective, the development of cryptographic modules has also been driven by the aggressive scalability of complementary metal-oxide-semiconductor (CMOS) technology. While advancing into nano-meter regime, one significant characteristic of today's CMOS design is the random nature of process variability, which limits the nominal circuit design. With the continuous scaling of CMOS technology, instead of mitigating the physical variability, leveraging such properties becomes a promising way. One of the famous products adhering to this double-edged sword philosophy is the Physically …
Stochastic Network Design: Models And Scalable Algorithms, Xiaojian Wu
Stochastic Network Design: Models And Scalable Algorithms, Xiaojian Wu
Doctoral Dissertations
Many natural and social phenomena occur in networks. Examples include the spread of information, ideas, and opinions through a social network, the propagation of an infectious disease among people, and the spread of species within an interconnected habitat network. The ability to modify a phenomenon towards some desired outcomes has widely recognized benefits to our society and the economy. The outcome of a phenomenon is largely determined by the topology or properties of its underlying network. A decision maker can take management actions to modify a network and, therefore, change the outcome of the phenomenon. A management action is an …
Identifying Examinees Who Possess Distinct And Reliable Subscores When Added Value Is Lacking For The Total Sample, Joseph A. Rios
Identifying Examinees Who Possess Distinct And Reliable Subscores When Added Value Is Lacking For The Total Sample, Joseph A. Rios
Doctoral Dissertations
Research has demonstrated that although subdomain information may provide no added value beyond the total score, in some contexts such information is of utility to particular demographic subgroups (Sinharay & Haberman, 2014). However, it is argued that the utility of reporting subscores for an individual should not be based on one’s manifest characteristics (e.g., gender or ethnicity), but rather on individual needs for diagnostic information, which is driven by multidimensionality in subdomain scores. To improve the validity of diagnostic information, this study proposed the use of Mahalanobis Distance and HT indices to assess whether an individual’s data significantly departs …
Who Is Like Whom? Reclassification And Performance Patterns For Different Groupings Of English Learners, Molly M. Faulkner-Bond
Who Is Like Whom? Reclassification And Performance Patterns For Different Groupings Of English Learners, Molly M. Faulkner-Bond
Doctoral Dissertations
Approximately 10 percent of the US K-12 population consists of English learners (ELs), or students who are learning English in addition to academic content in areas like English language arts (ELA) and mathematics. In addition to meeting the same academic content and performance standards set for all students, it is also a goal for ELs to be reclassified – i.e., to master English so that they can shed the EL label and participate in academic settings where English is used without needing special support. Working with a longitudinal cohort of ~28,000 ELs in grades 3 through 8 from one state, …
Estimation Problems In Complex Field Studies With Deep Interactions: Time-To-Event And Local Regression Models For Environmental Effects On Vital Rates, Krzysztof M. Sakrejda
Estimation Problems In Complex Field Studies With Deep Interactions: Time-To-Event And Local Regression Models For Environmental Effects On Vital Rates, Krzysztof M. Sakrejda
Doctoral Dissertations
Field studies that measure vital rates in context over extended time periods are a cornerstone of our understanding of population processes. These studies inform us about the relationship between biological process and environmental noise in an irreplaceable way. These data sets bring ``big data'' and ``big model'' challenges, which limit the application of standard software (e.g., \textbf{BUGS}). The environmental sensitivity of vital rates is also expected to exhibit interactions and non-linearity, which typically result in difficult model selection questions in large data sets. Finally, long-term ecological data sets often contain complex temporal structure. In commonly applied discrete-time models complex temporal …
Wind Power Capacity Value Metrics And Variability: A Study In New England, Frederick W. Letson
Wind Power Capacity Value Metrics And Variability: A Study In New England, Frederick W. Letson
Doctoral Dissertations
Capacity value is the contribution of a power plant to the ability of the power system to meet high demand. As wind power penetration in New England, and worldwide, increases so does the importance of identifying the capacity contribution made by wind power plants. It is critical to accurately characterize the capacity value of these wind power plants and the variability of the capacity value over the long term. This is important in order to avoid the cost of keeping extra power plants operational while still being able to cover the demand for power reliably. This capacity value calculation is …
Variable Selection In Single Index Varying Coefficient Models With Lasso, Peng Wang
Variable Selection In Single Index Varying Coefficient Models With Lasso, Peng Wang
Doctoral Dissertations
Single index varying coefficient model is a very attractive statistical model due to its ability to reduce dimensions and easy-of-interpretation. There are many theoretical studies and practical applications with it, but typically without features of variable selection, and no public software is available for solving it. Here we propose a new algorithm to fit the single index varying coefficient model, and to carry variable selection in the index part with LASSO. The core idea is a two-step scheme which alternates between estimating coefficient functions and selecting-and-estimating the single index. Both in simulation and in application to a Geoscience dataset, we …
Threat Analysis, Countermeaures And Design Strategies For Secure Computation In Nanometer Cmos Regime, Raghavan Kumar
Threat Analysis, Countermeaures And Design Strategies For Secure Computation In Nanometer Cmos Regime, Raghavan Kumar
Doctoral Dissertations
Advancements in CMOS technologies have led to an era of Internet Of Things (IOT), where the devices have the ability to communicate with each other apart from their computational power. As more and more sensitive data is processed by embedded devices, the trend towards lightweight and efficient cryptographic primitives has gained significant momentum. Achieving a perfect security in silicon is extremely difficult, as the traditional cryptographic implementations are vulnerable to various active and passive attacks. There is also a threat in the form of "hardware Trojans" inserted into the supply chain by the untrusted third-party manufacturers for economic incentives. Apart …
Physical Activity Classification With Conditional Random Fields, Evan L. Ray
Physical Activity Classification With Conditional Random Fields, Evan L. Ray
Doctoral Dissertations
In this thesis we develop methods for classifying physical activity using accelerometer recordings. We cast this as a problem of classification in time series with moderate to high dimensional observations at each time point. Specifically, we observe a vector of summary statistics of the accelerometer signal at each point in time, and we wish to use these observations to estimate the type and intensity of physical activity the individual engaged in as it changes over time. Our methods are based on Conditional Random Fields, which allow us to capture temporal dependence in an individual’s physical activity type without requiring us …
Computational Communication Intelligence: Exploring Linguistic Manifestation And Social Dynamics In Online Communication, Xiaoxi Xu
Doctoral Dissertations
We now live in an age of online communication. As social media becomes an integral part of our life, online communication becomes an essential life skill. In this dissertation, we aim to understand how people effectively communicate online. We research components of success in online communication and present scientific methods to study the skill of effective communication. This research advances the state of art in machine learning and communication studies. For communication studies, we pioneer the study of a communication phenomenon we call Communication Intelligence in online interactions. We create a theory about communication intelligence that measures participants’ ten high-order …
Data Analysis And Study Design In The Presence Of Error-Prone Diagnostic Tests, Xiangdong Gu
Data Analysis And Study Design In The Presence Of Error-Prone Diagnostic Tests, Xiangdong Gu
Doctoral Dissertations
Interval censored time to event outcomes arise when a silent event of interest is known to have occurred within a specific time period, determined by the times of the last negative and first positive diagnostic tests. The four chapters comprising this thesis are tied together by a common theme in that the outcome of interest is an interval censored time to event random variable. In Chapter 1, we describe a stratified Weibull model appropriate for interval cen- sored outcomes and implement a new R package straweib. We compare the proposed approach with the log-linear form of the Weibull regression model …
Scaling Mcmc Inference And Belief Propagation To Large, Dense Graphical Models, Sameer Singh
Scaling Mcmc Inference And Belief Propagation To Large, Dense Graphical Models, Sameer Singh
Doctoral Dissertations
With the physical constraints of semiconductor-based electronics becoming increasingly limiting in the past decade, single-core CPUs have given way to multi-core and distributed computing platforms. At the same time, access to large data collections is progressively becoming commonplace due to the lowering cost of storage and bandwidth. Traditional machine learning paradigms that have been designed to operate sequentially on single processor architectures seem destined to become obsolete in this world of multi-core, multi-node systems and massive data sets. Inference for graphical models is one such example for which most existing algorithms are sequential in nature and are difficult to scale …
Evaluating Predictors Of An Individual’S Dietary Intake Latent Value Under Different Mixed Models, Shuli Yu
Evaluating Predictors Of An Individual’S Dietary Intake Latent Value Under Different Mixed Models, Shuli Yu
Doctoral Dissertations
The accurate estimation of an individual’s usual dietary intake is important since the estimates are essential to uncover the diet-disease relationships. This study explores a more accurate method to estimate an individual’s latent value of usual dietary intake when it is repeatedly measured using a 24-hour dietary recall (24HR) and seven day dietary recall (7DDR), accounting for random measurement error and bias. The performance of the (empirical) predictor of subject’s latent value obtained under the finite population mixed model (FPMM) framework is compared with those obtained under the usual mixed model and the measurement error model through a simulation study. …
Incorporating Boltzmann Machine Priors For Semantic Labeling In Images And Videos, Andrew Kae
Incorporating Boltzmann Machine Priors For Semantic Labeling In Images And Videos, Andrew Kae
Doctoral Dissertations
Semantic labeling is the task of assigning category labels to regions in an image. For example, a scene may consist of regions corresponding to categories such as sky, water, and ground, or parts of a face such as eyes, nose, and mouth. Semantic labeling is an important mid-level vision task for grouping and organizing image regions into coherent parts. Labeling these regions allows us to better understand the scene itself as well as properties of the objects in the scene, such as their parts, location, and interaction within the scene. Typical approaches for this task include the conditional random field …