Statistics and Probability Commons^™

An Assessment And Comparison Of Expert System Performance And Large Language Model Performance, Carter A. Lange

ATU Honors Projects

This study compares the performance of knowledge-based expert systems (KBES) and large language models (LLMs) in narrow-domain tasks. Using Akinator as the representative KBES and ChatGPT as the representative LLM, fifty character-identification trials were conducted. Results show that both systems ultimately succeeded in identifying all characters, but their efficiency and accuracy differ. Akinator required fewer incorrect guesses and produced no identifiable total failures, or “errors,” while ChatGPT occasionally erred beyond possible continuation despite similar average guess counts. Statistical analysis revealed no significant difference in the number of questions required before success, but McNemar’s test indicated that ChatGPT made significantly more …

Understanding Daily Habits Affect On Mood: A Semester-Long Wellness Analysis, Alexis Caitlin Sweeney

Student Scholar Symposium Abstracts and Posters

This research aims to track and assess lifestyle and personal health behaviors over a semester in order to gain a better understanding of how daily routines impact overall well-being. Ten variables are being monitored, including weight, caffeine intake, sleep duration, napping, exercise frequency, homework hours, Instagram screen time, vitamin use, practicing miles, and mood evaluations on a 5-point scale. I intend to identify trends and relationships between these factors through consistent data collection throughout the semester, such as the effects of sleep and caffeine on mood, motivation, and productivity.

As a student-athlete and health science major, this initiative gives me …

Coupled Machine Learning Models: Combining Observations And Numerical Analysis In A Physics-Regularized Approach, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

This dissertation investigates surrogate modeling for fixed-location environmental forecasting using novel data-combination techniques. The work surveys the landscape of observational measurements and numerically generated data, identifying similar research and gaps in current methodologies. The ratio-coupled training framework is introduced to combine two data sources per predicted feature through a tunable parameter that weights training signal strength. An optimization scheme is developed to simultaneously tune surrogate weights and the coupled signal ratio, allowing relative influence between signals to act as an explicit regularizer. Three case studies demonstrate the methodology and approach in a variety of contexts. The first study is based …

The Moderating Effect Of Income Inequality On The Income–Emissions Relationship In G20 Countries, Zahra Rizky Fadilah, Budiasih Budiasih

Economics and Finance in Indonesia

This study analyzes the moderating effect of income inequality on the income–emissions relationship in the environmental Kuznets curve (EKC) framework. Findings indicate that the relationship is inverted U-shaped in middle-income G20 countries, but monotonically increasing in high-income G20 countries. Interestingly, income inequality moderates this relationship only in the latter group. These findings suggest that middle-income G20 countries should focus on raising income per capita to mitigate environmental degradation, while their high-income counterparts need to prioritize reducing income inequality to effectively decouple income from emissions.

Changepoint Detection As Model Selection: A General Framework, Michael A. Grantham

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

This dissertation presents a general framework for changepoint detection based on ℓ₀ model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to enhance support recovery and minimize criteria such as the Bayesian Information Criterion (BIC). The approach allows for flexible modeling of seasonal patterns, linear and quadratic trends, and autoregressive dependence in the presence of changepoints.

Simulation studies demonstrate that IRFL achieves accurate changepoint detection across a wide range of challenging scenarios, including those involving nuisance factors such as trends, seasonal patterns, and serially correlated errors. The framework is …

On Bayesian Empirical Likelihood-Based Method For Complex Survey Data With Application To Non-Probability Sampling, Md Hasibur Rahman

Department of Statistics: Dissertations, Theses, and Student Research

This thesis develops a Bayesian empirical likelihood (BEL) framework for inference under complex survey designs and extends it to non-probability sampling. Parametric likelihood based methods are difficult to apply to complex survey data because the likelihood is rarely available in closed form. EL provides a flexible alternative by replacing the parametric likelihood with an empirical likelihood constructed from moment conditions. The proposed method first integrates empirical likelihood constraints with survey design features then extends BEL to non-probability sampling through selection models and design consistent restrictions. Posterior inference is carried out using a Metropolis–Hastings MCMC algorithm. A real-data analysis further illustrates …

(R2130) Cusum-Test For Unconditional Variance Change Detection In Bilinear Garch Models, Edoh Katchekpele, Abdou Kâ Diongue, Ben Célestin Kouassi

Applications and Applied Mathematics: An International Journal (AAM)

We examine CUSUM-type test for detecting changes in unconditional variance within Bilinear GARCH models. We derive the asymptotic distribution of the test statistic under both null and alternative hypotheses and assess test effectiveness in identifying single structural breaks. Simulation studies support our theoretical results and demonstrate the practical utility of the test.

A Leslie System For A Demographic Simulation: From An Actuarial Point Of View, David Kings

Electronic Theses and Dissertations

This thesis develops a discrete stochastic linear systems interpretation of age–stage demographic evolution grounded in Leslie operators and realized in a discrete-event simulation implemented with salabim. The central claim is that one annual cycle of the simulation constitutes a cone-preserving, stochastic affine transformation on a high- dimensional population state vector indexed by age, sex, marital status, household type, employment, and education, and that the composition of yearly operators yields a random matrix product whose top Lyapunov exponent is the stochastic counterpart of the Perron–Frobenius growth rate (Caswell, 2001; Tuljapurkar, 1997)[1, 2]. The actuarial bridge is constructed by mapping simulated survival …

Contributions To Statistical Modeling And Estimation Of Rainfall Intensity–Duration–Frequency Curves, Jiyun Huang

All Dissertations

Extreme rainfall can cause flooding, damage infrastructure, and create serious risks for communities. Engineers use Intensity-Duration-Frequency (IDF) curves to estimate precipitation extremes over different lengths of time, such as one hour or one day, and the average time one would expect wait for one of these events to occur. Several approaches exist for estimating IDF curves, but no single approach is known to be best in all cases. In this dissertation, I study statistical methods that aim to improve IDF curve estimation. I use the Canadian Regional Climate Model (CanRCM4) Large Ensemble, which contains 35 independent climate simulations. These simulations …

Component Model Development Of Heat Exchangers, Expanders, And Control Valves For Autonomous Cryogenics Plant Cool-Down, William Harris Buhrig Iv

Mechanical & Aerospace Engineering Theses & Dissertations

The traditional method of cryogenic plant cool-down involves having continuous on-call staff to head into the office at any time to modify the existing multi-layered PID control systems if the on-call staff member detects a significant deviation from the cool-down plan. This thesis aims to outline an effective method for modeling the structure of systems with performance characteristics that deviate from design requirements and from ideal inlet-outlet correspondence, enabling the adjustment and modification of existing control structures across all Thomas Jefferson National Accelerator Facility (JLab) cryogenic refrigeration plants. Analytical Modeling and Gaussian Process Regression (GPR) are applied to model the …

[Kyda] Biologically Grounded Surrogate-Driven Parameter Inference For Sparsely Observed Dynamical Systems, Joshua C. Macdonald

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Mentoring First-Year Stem Students Through Collaborative Research In The Haynes Scholars Program, Alex Capaldi, Laura Tipton

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Lele] Incorporating Physiological Constraints In Estimates Of Post-Prandial Insulin Secretion Rate, Justin K. Garrish, Christine L. Chan, Douglas Nychka, Cecilia Diniz Behn

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Correlation With Car Density In Urban Environments And Its Influence On Chronic Obstructive Pulmonary Disease (Copd) Rates In The United States, Daniel Barreiro-Torres, Kedai Cheng

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Teaching Statistical Literacy Through An Excel Class Project, Patricia Berchiolli, Omar Babun Codorniu

Faculty and Staff Publications & Presentations

Lynn University’s core curriculum, The Dialogues, enables students to develop critical thinking, communication, and innovation skills. As part of this curriculum, Introductory Statistics introduces students to key statistical concepts while showing how they can be applied in real-world situations using Excel. The highlight of the course is the Statistics Excel Project, where students create their own dataset with a mix of quantitative and qualitative variables. To keep the focus on learning statistical techniques rather than data collection, students use Excel’s random number generator for quantitative data, which also avoids the need for IRB approval. From there, they calculate statistical measures, …

Smarter Disease Detection From Electronic Health Record Data: An End-To-End Ai-Augmented Pipeline For Computable Phenotyping, Dylan Owens

Statistical Science Theses and Dissertations

Electronic Health Records (EHR) contain a wealth of structured and unstructured patient data that can be leveraged for computable phenotyping, the process of algorithmically identifying patient cohorts with specific diseases or conditions. Traditional rule-based phenotyping approaches, while interpretable, often struggle with scalability, portability across institutions, and effective use of unstructured clinical narratives. Recent advances in large language models (LLMs) present new opportunities for synthesizing complex free-text information into concise, clinically meaningful representations. However, integrating LLMs into phenotyping workflows requires careful design to maintain transparency, interpretability, and measurable uncertainty—features essential for clinical adoption and downstream applications such as decision support.

We …

The Gender Pay Gap: An Occupational Analysis (2012-2023), Curtis Long

Harriet L Wilkes Honors College Theses

This thesis examines the gender wage gap across thirty major U.S. occupations from 2014 to 2023 using data from the Current Population Survey (CPS), more specifically, the U.S. Bureau of Labor Statistics (BLS). The analysis measures the difference in median weekly earnings between women and men in each occupation and applies two statistical tests: a yearly z-test to evaluate whether the average wage gap is significant, and a ten-year t-test to identify persistent occupational gaps. Results show significant wage differences in every year, with the largest disparities in finance, management, and law, and smaller gaps in education and healthcare. Consistent …

Spatiotemporal Modeling Of Maternal Mortality In South Carolina 2018-2023, Leah Wood, Ray Bai, Emily Mann

Senior Theses

Maternal death serves as a public health indicator due to fact that it is considered preventable with the availability of modern biomedicine, however, it persists broadly throughout the United States. Current literature outlines national trends in maternal mortality with complicating, preexisting conditions, and structural upstream factors often cited as being the largest contributors to increased risk. This study utilizes publicly available, county-level data for maternal death in addition to demographic and descriptive data in order to estimate maternal mortality rates in each of South Carolina’s 46 counties from 2018 to 2023. In order to address sparsity in the outcome variable …

Reduced Order Approach For Peening Stress Field Variability, Langdon Feltner, Paul Mort

15th International Conference on Shot Peening

A common goal in shot peening research is to connect operational parameters to resultant residual stress fields, providing a means to control and optimize the effectiveness of surface treatment. In practice, experimental measurements of residual stresses are often averaged values over regions that are large in comparison to an impact dimple. In fact, the stochastic nature of impact locations leads to residual stress fields that are distributed. Finite element peening simulations confirm this observation. The goal of this report is to connect operational parameters to localized fluctuations in residual stress through probabilistic reasoning (Figure 1). In particular, the development of …

Comparative Evaluation Of Estimation Techniques For Purchasing Power Parity In African Countries Using The Country-Product-Dummy Regression Framework, Rokibat Adeola Tijani, Taiwo Abideen Lasisi, Dahud Kehinde Shangodoyin, Olasunkanmi James Oladapo

Al-Bahir

Purchasing Power Parity (PPP) is a popular macroeconomic analysis metric used to compare economic productivity and standards of living between countries. This study examines the estimation of PPP within the International Comparison Program (ICP) at Basic Heading (BH) level stage and leverages on the data from the 2011 ICP round. Focusing on five BHs out of 12 BHs across 50 Africa countries, to empirically evaluate the validity of the classical Ordinary Least Square (OLS) assumptions in the estimation of Country Product Dummy (CPD) regressions. Given the widespread use of OLS for BH level PPP computation, a rigorous examination of these …

Deep Learning Framework For Option Pricing, Kyle Rytand Bistrain

Master's Theses

Accurately pricing American options with market data presents a significant challenge, as foundational models like the Black-Scholes-Merton (BSM) model rely on assumptions that deviate from real-world financial data -- such as log-normal returns, constant volatility, and no dividends -- and fail to account for the key early exercise feature of American options. While parametric models can adjust for these features, the complexity of the resulting models renders them prohibitively difficult to apply in practice for nonspecialists. In response, modern machine learning (ML) techniques provide a set of flexible and powerful alternatives, and recent research has explored the application of ML …

Trends And Predictive Modeling Of Real Estate Prices In Major Saudi Arabia Cities, Meshal S. Aldahas

Theses and Dissertations

his research examines historical trends and explanatory modeling of real estate prices in major Saudi cities, with a focus on Riyadh, Jeddah, and Dammam. Using a mixed-methods approach, the study integrates quantitative data from 2010–2023, including housing and macroeconomic indicators, with qualitative insights drawn from over 320 survey responses that captured consumer sentiment on affordability, job security, and housing policies. A combination of descriptive statistics, ARIMA and Exponential Smoothing techniques was applied to detect long-term patterns, seasonal variations, and market shocks. Predictive modeling was conducted using Linear Regression, Decision Trees, and Neural Networks, with results showing that job security consistently …

Nba Player Types And Salaries: Assessing The Disparities In Pay, Nick Riccardi, Rodney J. Paul

Sport Management - All Scholarship

The purpose of this study was to identify player types that exist in the modern National Basketball Association (NBA), test whether player types are paid differently controlling for performance and other factors and construct successful rosters with cheaper payrolls.
We collected performance statistics and salary data for players and teams across five seasons (2018-19 to 2022-23). Cluster analysis is leveraged to group together player-seasons to identify the player types that exist in the NBA. Linear regression models are run to test for differences in pay by cluster membership while controlling for performance, age, and contractual details. Linear programming simulation models …

Indifferentiability Analysis Of Symmetric Key Ciphers, Sayantan Paul

Doctoral Theses

The thesis presented here analyses the security of certain selected symmetric key ciphers - The ciphers analyzed are the 2 and 3-round Confusion-Diffusion Network, the 3-round Cascade Cipher with two independent keys, and the Feistel Construction with 7 and 8 rounds. Substitution Permutation Networks (SPNs) are widely used in the design of modern symmetric cryptographic building blocks. Attacks against the 2-round Confusion-Diffusion Network construction have been exhibited by Dodis et al. (2016a) in their Eurocrypt 2016 paper titled ‘Indifferentiability of Confusion-Diffusion Networks’, and by Da, Xu and Guo (2021b) in their paper ‘Sequential Indifferentiability of Confusion-Diffusion Networks’. Both attacks mentioned …

Statistical Methods For Joint Outcome Modeling And Dynamic Assessment Of Recurrent Events, Zifang Kong

Statistical Science Theses and Dissertations

Recurrent event data frequently arise in clinical studies where individuals experience repeated, possibly related, events over time. These data are often accompanied by sparse and irregular longitudinal measurements, creating challenges for traditional joint modeling approaches that struggle to account for time-dependent associations and within-subject correlations. We propose FRAILTY (Functional Regression with AutoRegressIve fraiLTY), a novel two-step framework that integrates functional principal component analysis (PACE) with a dynamic frailty model featuring autoregressive structure. FRAILTY accommodates both scalar and functional predictors and captures within-subject dependence across recurrent events. To further extend its utility, we develop a multivariate joint modeling framework that simultaneously …

Performance Of The Two Sample Likelihood Ratio Test Under A Nested Dirichlet: A Simulation Study, Edwina Agyeman

Electronic Theses and Dissertations

Compositional data analysis (CoDA) addresses multivariate data constrained to a constant sum, such as proportions or percentages. Originating from early warnings regarding misinterpretation by Pearson (1897), the field was formalized by John Aitchison in 1986, whose foundational work remains highly influential. Over time, new modeling techniques and visualization tools have advanced the field, as noted by Greenacre et al. More recently, Turner et al. proposed an approach based on the Nested Dirichlet Distribution (NDD), which accommodates more flexible dependence structures than the standard Dirichlet model. This thesis builds on the methodology of Turner et al. Chapter 1 introduces the nature …

Evaluating Alpha Spending Functions Applied To Observational Time-To-Event Analysis, Moses Torgbenu

Electronic Theses and Dissertations

This thesis explores the theoretical foundation of the alpha spending approach and extends its application beyond the conventional setting of randomized controlled trials (RCTs) to observational studies with time to event analyses. In these less structured environments, key design parameters such as the total number of events are often unknown, posing challenges for the standard implementation of sequential analysis methods.

Through simulation studies, this research delivers several important contributions. First, it presents a modified approach that uses calendar time to define the timing of interim analyses while relying on event-based information to estimate the correlation among test statistics. This adjustment …

Experimental Design And Analysis For Decision Making: Methodology And Applications, Yezhuo Li

All Dissertations

This dissertation develops and applies advanced statistical and optimization frameworks to enhance decision-making under uncertainty, particularly in engineering and manufacturing contexts. First, we introduce an approach for the optimal design of controlled experiments that accounts for observational covariates, enabling more precise and personalized decisions. Second, we explore the application of constrained Bayesian optimization, using Gaussian process surrogate models, to optimize composite cure processes, significantly reducing computational effort while maintaining high predictive accuracy. Building on this foundation, we extend Bayesian optimization to bivariate Gaussian process models that capture correlations between objective and constraint functions, offering new insights into multidimensional decision landscapes. …

Simultaneous Application Of Multiple Process Control Rules, Tran B. Ngo

Electronic Theses and Dissertations

Statistical Process Control (SPC) charts are tools used in quality control to monitor and analyze the stability of a process over time. This study evaluates the effectiveness of eight individual Western Electric rules, also known as WECO rules, and the various combinations of these rules with Shewhart rule (or WECO rule 1) to SPC charts. As more rules are added to a process control scheme with Rule 1, there is a trade-off: a higher false out-of-control signal rate but an increase in sensitivity, that is the ability of a specified process control scheme to capture a true out-of-control signal. This …

Detection Of Activity Cliffs Produced By Anti-Cancer Drugs And An Algorithm For Reliable Predictions In Affected Areas, Sarah Josephine Aurit

Department of Statistics: Dissertations, Theses, and Student Research

An activity cliff (AC) occurs when drugs close in chemical space produce dissimilar biological results. We focus on developing an inferential procedure to detect the presence of ACs in a chemical landscape. If detected, we provide a distance-based procedure that can be used to identify regions of stability in the chemical landscape of interest and generate prediction with higher precision in those areas of stability. We conceptualize the chemical landscape as a spatial random field and use spatial models for prediction of efficacy for new drugs based on “distance” in chemical space. We argue that an AC manifests itself by …