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Statistics and Probability

2013

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Full-Text Articles in Physical Sciences and Mathematics

Flexible Partially Linear Single Index Regression Models For Multivariate Survival Data, Na Lei Dec 2013

Flexible Partially Linear Single Index Regression Models For Multivariate Survival Data, Na Lei

Electronic Thesis and Dissertation Repository

Survival regression models usually assume that covariate effects have a linear form. In many circumstances, however, the assumption of linearity may be violated. The present work addresses this limitation by adding nonlinear covariate effects to survival models. Nonlinear covariates are handled using a single index structure, which allows high-dimensional nonlinear effects to be reduced to a scalar term. The nonlinear single index approach is applied to modeling of survival data with multivariate responses, in three popular models: the proportional hazards (PH) model, the proportional odds (PO) model, and the generalized transformation model. Another extension of the PH and PO model …


Asymptotic Theory For Garch-In-Mean Models, Weiwei Liu Dec 2013

Asymptotic Theory For Garch-In-Mean Models, Weiwei Liu

Electronic Thesis and Dissertation Repository

The GARCH-in-mean process is an important extension of the standard GARCH (generalized autoregressive conditional heteroscedastic) process and it has wide applications in economics and finance. The parameter estimation of GARCH type models usually involves the quasi-maximum likelihood (QML) technique as it produces consistent and asymptotically Gaussian distributed estimators under certain regularity conditions. For a pure GARCH model, such conditions were already found with asymptotic properties of its QML estimator well understood. However, when it comes to GARCH-in-mean models those properties are still largely unknown. The focus of this work is to establish a set of conditions under which the QML …


Experimental And Statistical Techniques To Probe Extraordinary Electronic Properties Of Molecules, Byron Hager Smith Dec 2013

Experimental And Statistical Techniques To Probe Extraordinary Electronic Properties Of Molecules, Byron Hager Smith

Doctoral Dissertations

The existence of an additional electron or hole in the presence of an electric monopole is a well understood physical system, but this ideality is far from the true physical properties of many molecules. Examples of such irregular electronic states include the attachment of an excess charge to a molecule's dipole moment, electronic correlation spanning a molecule, or attachment of multiple excess charges. Current theoretical and experimental interpretations widely vary for these states and further elucidation of the nature of irregular electronic structure may provide solutions to unexplained observations and the impetus for industrial application. For example, in the case …


Reaching The Gold Standard: Assessing Driving Ability Among Student And Expert Drivers, Alyssa Davis Dec 2013

Reaching The Gold Standard: Assessing Driving Ability Among Student And Expert Drivers, Alyssa Davis

Statistics

No abstract provided.


Factors Associated With Parental Decision Making And Childhood Vaccination, Zuwen Qiu-Shultz Dec 2013

Factors Associated With Parental Decision Making And Childhood Vaccination, Zuwen Qiu-Shultz

UNLV Theses, Dissertations, Professional Papers, and Capstones

In order to better understand factors affecting immunization status, logistic regression was used to assess the association of various socio-demographic factors and whether parents would have their child immunized if not a state mandate. Factors included in the study were race, household income, number of children in the household, number of adults in the household, if the child had a primary provider, if the child had a health check-up in the last twelve months, and medical insurance status of the child. The combined Nevada Kindergarten Health Survey Result of 2009-2010 (Year Two) and 2010-2011 (Year Three) conducted by the Nevada …


Optimal Matching Distances Between Categorical Sequences: Distortion And Inferences By Permutation, Juan P. Zuluaga Dec 2013

Optimal Matching Distances Between Categorical Sequences: Distortion And Inferences By Permutation, Juan P. Zuluaga

Culminating Projects in Applied Statistics

Sequence data (an ordered set of categorical states) is a very common type of data in Social Sciences, Genetics and Computational Linguistics.

For exploration and inference of sets of sequences, having a measure of dissimilarities among sequences would allow the data to be analyzed by techniques like clustering, multimensional scaling analysis and distance-based regression analysis. Sequences can be placed in a map where similar sequences are close together, and dissimilar ones will be far apart. Such patterns of dispersion and concentration could be related to other covariates. For example, do the employment trajectories of men and women tend to form …


Estimation And Inference For Spatial And Spatio-Temporal Mixed Effects Models, Casey M. Jelsema Dec 2013

Estimation And Inference For Spatial And Spatio-Temporal Mixed Effects Models, Casey M. Jelsema

Dissertations

One of the most common goals of geostatistical analysis is that of spatial prediction, in other words: filling in the blank areas of the map. There are two popular methods for accomplishing spatial prediction. Either kriging, or Bayesian hierarchical models. Both methods require the inverse of the spatial covariance matrix of the data. As the sample size, n, becomes large, both of these methods become impractical. Reduced rank spatial models (RRSM) allow prediction on massive datasets without compromising the complexity of the spatial process. This dissertation focuses on RRSMs, particularly situations where the data follow non-Gaussian distributions.

The manner in …


Genetic Algorithm Techniques In Climate Changepoint Problems, Shanghong Li Dec 2013

Genetic Algorithm Techniques In Climate Changepoint Problems, Shanghong Li

All Dissertations

The first part of this dissertation studies genetic algorithms as a means of estimating the number of changepoints and their locations in a climatic time series. Such methods bypass classical subsegmentation algorithms, which sometimes yield suboptimal conclusions. Minimum description length techniques are introduced. These techniques require optimizing an objective function over all possible changepoint numbers and location times. Our general objective functions allow for correlated data, reference station aspects, and/or non-normal marginal distributions, all common features of climate time series. As an exhaustive evaluation of all changepoint configurations is not possible, the optimization is accomplished via a genetic algorithm that …


Mapping Spatial Thematic Accuracy Using Indicator Kriging, Maria I. Martinez Dec 2013

Mapping Spatial Thematic Accuracy Using Indicator Kriging, Maria I. Martinez

Masters Theses

Thematic maps derived from remote sensing imagery is increasingly being used in environmental and ecological modeling. Spatial information in these maps however is not free of error. Different methodologies such as error matrices are used to assess the accuracy of the spatial information. However, most of the methods commonly used for describing the accuracy assessment of thematic data fail to describe spatial differences of the accuracy across an area of interest. This thesis describes the use of indicator kriging as a geostatistical method for mapping the spatial accuracy of thematic maps. The method is illustrated by constructing accuracy maps for …


Survival Analysis Of Cardiovascular Diseases, Yuanxin Hu Dec 2013

Survival Analysis Of Cardiovascular Diseases, Yuanxin Hu

All Theses and Dissertations (ETDs)

No abstract provided.


L1 Methods For Shrinkage And Correlation, Jie Shen Dec 2013

L1 Methods For Shrinkage And Correlation, Jie Shen

All Dissertations

This dissertation explored the idea of L1 norm in solving two statistical problems including multiple linear regression and diagnostic checking in time series. In recent years L1 shrinkage methods have become popular in linear regression as they can achieve simultaneous variable selection and parameter estimation. Their objective functions containing a least squares term and an L1 penalty term which can produce sparse solutions (Fan and Li, 2001). Least absolute shrinkage and selection operator (Lasso) was the first L1 penalized method proposed and has been widely used in practice. But the Lasso estimator has noticeable bias and is inconsistent for variable …


Time-Dependent Random Effect Poisson Random Field Model For Polymorphism Within And Between Two Related Species, Shilei Zhou Dec 2013

Time-Dependent Random Effect Poisson Random Field Model For Polymorphism Within And Between Two Related Species, Shilei Zhou

UNLV Theses, Dissertations, Professional Papers, and Capstones

Molecular evolution is partially driven by mutation, selection, random genetic drift, or combination of the three factors. To quantify the magnitude of these genetic forces, a previously developed time-dependent fixed effect Poisson random field model provides powerful likelihood and Bayesian estimates of mutation rate, selection coefficient, and species divergence time. The assumption of the fixed effect model that selection intensity is constant within a genetic locus but varies across genes is obviously biologically unrealistic, but it serves the original purpose of making statistical inference about selection and divergence between two related species they are individually at mutation-selection-drift inequilibrium. By relaxing …


A Geographical Approach For Integrating Belief Networks And Geographic Information Sciences To Probabilistically Predict River Depth, Nathan Lee Hopper Dec 2013

A Geographical Approach For Integrating Belief Networks And Geographic Information Sciences To Probabilistically Predict River Depth, Nathan Lee Hopper

Dissertations

Geography is, traditionally, a discipline dedicated to answering complex spatial questions. Although spatial statistical techniques, such as weighted regressions and weighted overlay analyses, are commonplace within geographical sciences, probabilistic reasoning, and uncertainty analyses are not typical. For example, belief networks are statistically robust and computationally powerful, but are not strongly integrated into geographic information systems. This is one of the reasons that belief networks have not been more widely utilized within the environmental sciences community. Geography’s traditional method of delivering information through maps provides a mechanism for conveying probabilities and uncertainties to decision makers in a clear, concise manner. This …


Regularization Methods For Predicting An Ordinal Response Using Longitudinal High-Dimensional Genomic Data, Jiayi Hou Nov 2013

Regularization Methods For Predicting An Ordinal Response Using Longitudinal High-Dimensional Genomic Data, Jiayi Hou

Theses and Dissertations

Ordinal scales are commonly used to measure health status and disease related outcomes in hospital settings as well as in translational medical research. Notable examples include cancer staging, which is a five-category ordinal scale indicating tumor size, node involvement, and likelihood of metastasizing. Glasgow Coma Scale (GCS), which gives a reliable and objective assessment of conscious status of a patient, is an ordinal scaled measure. In addition, repeated measurements are common in clinical practice for tracking and monitoring the progression of complex diseases. Classical ordinal modeling methods based on the likelihood approach have contributed to the analysis of data in …


Review And Extension For The O’Brien Fleming Multiple Testing Procedure, Hanan Hammouri Nov 2013

Review And Extension For The O’Brien Fleming Multiple Testing Procedure, Hanan Hammouri

Theses and Dissertations

O'Brien and Fleming (1979) proposed a straightforward and useful multiple testing procedure (group sequential testing procedure) for comparing two treatments in clinical trials where subject responses are dichotomous (e.g. success and failure). O'Brien and Fleming stated that their group sequential testing procedure has the same Type I error rate and power as that of a fixed one-stage chi-square test, but gives the opportunity to terminate the trial early when one treatment is clearly performing better than the other. We studied and tested the O'Brien and Fleming procedure specifically by correcting the originally proposed critical values. Furthermore, we updated the O’Brien …


Response Adaptive Design Using Auxiliary And Primary Outcomes, Shuxian Sinks Nov 2013

Response Adaptive Design Using Auxiliary And Primary Outcomes, Shuxian Sinks

Theses and Dissertations

Response adaptive designs intend to allocate more patients to better treatments without undermining the validity and the integrity of the trial. The immediacy of the primary response (e.g. deaths, remission) determines the efficiency of the response adaptive design, which often requires outcomes to be quickly or immediately observed. This presents difficulties for survival studies, which may require long durations to observe the primary endpoint. Therefore, we introduce auxiliary endpoints to assist the adaptation with the primary endpoint, where an auxiliary endpoint is generally defined as any measurement that is positively associated with the primary endpoint. Our proposed design (referred to …


Polynomially Adjusted Saddlepoint Density Approximations, Susan Zhe Sheng Nov 2013

Polynomially Adjusted Saddlepoint Density Approximations, Susan Zhe Sheng

Electronic Thesis and Dissertation Repository

This thesis aims at obtaining improved bona fide density estimates and approximants by means of adjustments applied to the widely used saddlepoint approximation. Said adjustments are determined by solving systems of equations resulting from a moment-matching argument. A hybrid density approximant that relies on the accuracy of the saddlepoint approximation in the distributional tails is introduced as well. A certain representation of noncentral indefinite quadratic forms leads to an initial approximation whose parameters are evaluated by simultaneously solving four equations involving the cumulants of the target distribution. A saddlepoint approximation to the distribution of quadratic forms is also discussed. By …


Disk Diffusion Breakpoint Determination Using A Bayesian Nonparametric Variation Of The Errors-In-Variables Model, Glen Richard Depalma Oct 2013

Disk Diffusion Breakpoint Determination Using A Bayesian Nonparametric Variation Of The Errors-In-Variables Model, Glen Richard Depalma

Open Access Dissertations

Drug dilution (MIC) and disk diffusion (DIA) are the two most common antimicrobial susceptibility tests used by hospitals and clinics to determine an unknown pathogen's susceptibility to various antibiotics. Both tests use breakpoints to classify the pathogen as either susceptible, indeterminant, or resistant to each drug under consideration. While the determination of these drug-specific MIC classification breakpoints is straightforward, determination of comparable DIA breakpoints is not. It is this issue that motivates this research.

Traditionally, the error-rate bounded (ERB) method has been used to calibrate the two tests. This procedure involves determining DIA breakpoints which minimize the observed discrepancies between …


Non-Parametric Spatial Models, Cheng Liu Oct 2013

Non-Parametric Spatial Models, Cheng Liu

Open Access Dissertations

Covariance functions play a central role in spatial statistics. Parametric covariance functions have been used in most of the existing works on the analysis of spatial data. The primary reason for this is that the classes of parametric covariance functions guarantee that the fitted covariance function is positive definite. In this dissertation, I undertake two non-parametric approaches to modelling the covariance functions.

Our approach is motivated by problems that arise in spatial data analysis in recent years. First, it is nontrivial to choose a parametric family among many parametric families of covariance function. A non-parametric covariance function circumvents this problem. …


Estimation Of Variation For High-Throughput Molecular Biological Experiments With Small Sample Size, Danni Yu Oct 2013

Estimation Of Variation For High-Throughput Molecular Biological Experiments With Small Sample Size, Danni Yu

Open Access Dissertations

Motivation: In the quantification of molecular components, a large variation can affect and even potentially mislead the biological conclusions. Meanwhile, the high-throughput experiments often involve a small number of samples due to the limitation of cost and time. In such cases, the stochastic information may dominate the outcome of an experiment because there may not be enough samples to present the true biological information. It is challenging to distinguish the changes in phenotype from the stochastic variation.

Methods: Since the biological molecules have been quantified with different technologies, different statistical methods are required. Focusing on three types of important high-throughput …


Statistical Models For Gene And Transcripts Quantification And Identification Using Rna-Seq Technology, Han Wu Oct 2013

Statistical Models For Gene And Transcripts Quantification And Identification Using Rna-Seq Technology, Han Wu

Open Access Dissertations

RNA-Seq has emerged as a powerful technique for transcriptome study. As much as the improved sensitivity and coverage, RNA-Seq also brings challenges for data analysis. The massive amount of sequence reads data, excessive variability, uncertainties, and bias and noises stemming from multiple sources all make the analysis of RAN-Seq data difficult. Despite much progress, RNA-Seq data analysis still has much room for improvement, especially on the quantification of gene and transcript expression levels. The quantification of gene expression level is a direct inference problem, whereas the quantification of the transcript expression level is an indirect problem, because the label of …


A Jackknife Empirical Likelihood Approach To Goodness Of Fit U-Statistic Testing With Side Information, Qun Lin Oct 2013

A Jackknife Empirical Likelihood Approach To Goodness Of Fit U-Statistic Testing With Side Information, Qun Lin

Open Access Dissertations

Motivated by applications to goodness of fit U-statistics testing, the jackknife empirical likelihood of Jing, et al. (2009) is justified with an alternative approach, and the Wilks theorem for vector U-statistics is proved. This generalizes Owen's empirical likelihood theorem for a vector mean to a vector U-statistics-based mean and includes the jackknife empirical likelihood of U-statistics with side information as a special case. The results are generalized to allow for the constraints to use estimated criteria functions and for the number of constraints to grow with the sample size. The latter is needed to handle naturally occurring nuisance parameters in …


Generation And Statistical Modeling Of Active Protein Chimeras: A Sequence Based Approach, Nicholas Fico Oct 2013

Generation And Statistical Modeling Of Active Protein Chimeras: A Sequence Based Approach, Nicholas Fico

Open Access Dissertations

Generation of active protein chimeras is a valuable tool to probe the functional space of proteins. Statistical modeling is the next logical step, allowing us to build a model of gene fragment replaceability between species. In this thesis I begin to develop the statistical tools that are needed to systematically describe combinatorial protein libraries. I present three sets of diverse chimeric protein libraries developed using sequence information. The statistical model of the human N-Ras and human K-Ras-4B genes reveal a set previously unidetifed surface residues on the N-Ras G-Domain that may be involved in cellular localization. Statistical modeling of a …


Image Quality Of Energy-Dependent Approaches For X-Ray Angiography, Jesse Evan Tanguay Sep 2013

Image Quality Of Energy-Dependent Approaches For X-Ray Angiography, Jesse Evan Tanguay

Electronic Thesis and Dissertation Repository

Digital subtraction angiography (DSA) is an x-ray-based imaging method widely used for diagnosis and treatment of patients with vascular disease. This technique uses subtraction of images acquired before and after injection of an iodinated contrast agent to generate iodine-specific images. While it is extremely successful at imaging structures that are near-stationary over a period of several seconds, motion artifacts can result in poor image quality with uncooperative patients and DSA is rarely used for coronary applications.

Alternative methods of generating iodine-specific images with reduced motion artifacts might exploit the energy-dependence of x-ray attenuation in a patient. This could be performed …


Stochastic Simulation And Spatial Statistics Of Large Datasets Using Parallel Computing, Jonathan Sw Lee Sep 2013

Stochastic Simulation And Spatial Statistics Of Large Datasets Using Parallel Computing, Jonathan Sw Lee

Electronic Thesis and Dissertation Repository

Lattice models are a way of representing spatial locations in a grid where each cell is in a certain state and evolves according to transition rules and rates dependent on a surrounding neighbourhood. These models are capable of describing many phenomena such as the simulation and growth of a forest fire front. These spatial simulation models as well as spatial descriptive statistics such as Ripley's K-function have wide applicability in spatial statistics but in general do not scale well for large datasets. Parallel computing (high performance computing) is one solution that can provide limited scalability to these applications. This is …


Never Smokers -- Are They More Sensitive To The Respiratory Health Effects Of Ambient Air Pollution?, Zuhair Saleh Natto Sep 2013

Never Smokers -- Are They More Sensitive To The Respiratory Health Effects Of Ambient Air Pollution?, Zuhair Saleh Natto

Loma Linda University Electronic Theses, Dissertations & Projects

Background: Several studies show an association between ambient particulate matter (PM) and all-cause mortality. The Adventist Health and Smog 1 (AHSMOG-1) study (N=6,338) has previously found associations between ambient air pollution and incident chronic obstructive pulmonary disease (COPD) using the spatial interpolation method from the three nearest fixed monitoring stations to residence and workplace. However, few studies have assessed the risk of death among disease specific subgroups such as those with COPD.

Objectives: The aims of this study were 1) to assess the effect of chronic exposure to ambient air pollutants on risk of all-cause mortality among persons with COPD …


Perceived Attitudes And Staff Roles Of Community Based Outpatient Clinics In Disaster Management, Pauline Antoinette Hodge-Hilton Sep 2013

Perceived Attitudes And Staff Roles Of Community Based Outpatient Clinics In Disaster Management, Pauline Antoinette Hodge-Hilton

Loma Linda University Electronic Theses, Dissertations & Projects

Objective: Natural and manmade disasters have claimed the lives of thousands of individuals in the US and caused billions of dollars in property damage. First responders carry the responsibility of disaster management, leaving other health care professionals such as medical clinic staff underutilized to support the clinic staff. We explored how medical and support staff in Community-based Outpatient VHA Clinics (CBOC) perceive their roles in disaster response, their attitudes about clinic readiness and continuity of care during disasters, and their ability to function in a post disaster environment.

Methods: A mixed method study was conducted to answer questions related to …


Pricing And Hedging Index Options With A Dominant Constituent Stock, Helen Cheyne Aug 2013

Pricing And Hedging Index Options With A Dominant Constituent Stock, Helen Cheyne

Electronic Thesis and Dissertation Repository

In this paper, we examine the pricing and hedging of an index option where one constituents stock plays an overly dominant role in the index. Under a Geometric Brownian Motion assumption we compare the distribution of the relative value of the index if the dominant stock is modeled separately from the rest of the index, or not. The former is equivalent to the relative index value being distributed as the sum of two lognormal random variables and the latter is distributed as a single lognormal random variable. Since these are not equal in distribution, we compare the two models. The …


Modelling Credit Value Adjustment Using Defaultable Options Approach, Sidita Zhabjaku Aug 2013

Modelling Credit Value Adjustment Using Defaultable Options Approach, Sidita Zhabjaku

Electronic Thesis and Dissertation Repository

This thesis calculates Credit Value Adjustment on defaultable options. The prices of default- able European options are computed through analytical, quadrature approximation and Monte Carlo simulations under the assumption of a constant rate of default. Subsequently, we propose to inversely relate the company’s instantaneous rate of default to its underlying stock price, re- sulting in a non-constant rate of default. This allows for a new approach to estimate the default of company different from previous work where default is calculated through historical data. The rationale behind this idea relies on the fact that price of the stock plunges before the …


Research On The Establishment Of Promulgation System Of Maritime Safety Information In Chengshan Jiao Vts Center, Yunjiang Liu Aug 2013

Research On The Establishment Of Promulgation System Of Maritime Safety Information In Chengshan Jiao Vts Center, Yunjiang Liu

Maritime Safety & Environment Management Dissertations (Dalian)

No abstract provided.