Statistics and Probability Commons^™

Be Wary Of Black-Box Trading Algorithms, Gary N. Smith

Pomona Economics

Black-box algorithms now account for nearly a third of all U. S. stock trades. It is a mistake to think that these algorithms possess superhuman intelligence. In reality, computers do not have the common sense and wisdom that humans have accumulated by living. Trading algorithms are particularly dangerous because they are so efficient at discovering statistical patterns—but so utterly useless in judging whether the discovered patterns are meaningful.

The Paradox Of Big Data, Gary N. Smith

Pomona Economics

Data-mining is often used to discover patterns in Big Data. It is tempting believe that because an unearthed pattern is unusual it must be meaningful, but patterns are inevitable in Big Data and usually meaningless. The paradox of Big Data is that data mining is most seductive when there are a large number of variables, but a large number of variables exacerbates the perils of data mining.

Outcome Prediction In Intensive Care Unit Settings With Claims Data, Lauren Staples, Ryan Rimby

Published and Grey Literature from PhD Candidates

The MIMIC III data comes from an Intensive Care Unit in Boston over a period of 10 years. This data contains billing codes as well as lab and demographic data. This project predicts the outcome “death within 30 days of discharge” through the lense of a healthcare billing company, to see if healthcare companies can play a role in healthcare quality, by only using data that they would have access to (billing and demographic data). This project used a unique method of nominal data variable reduction specific to ICD 9 and CPT codes, and compared the performance of logistic regression …

The Scaling Limit Of The Membrane Model, Alessandra Cipriani, Biltu Dan, Rajat Subhra Hazra

Journal Articles

On the integer lattice, we consider the discrete membrane model, a random interface in which the field has Laplacian interaction. We prove that, under appropriate rescaling, the discrete membrane model converges to the continuum membrane model in d ≥ 2. Namely, it is shown that the scaling limit in d = 2, 3 is a Holder continuous random field, while in d ≥ 4 the membrane model converges to a random distribution. As a by-product of the proof in d = 2, 3, we obtain the scaling limit of the maximum. This work complements the analogous results of Caravenna and …

The Effect Of Exemplar Likability On Moral Elevation, Nathan Lefebre, Peter Meindl

Summer Research

• “Moral elevation,” the emotional response to exceptional virtue, increases prosocial behavior (Thompson & Siegel, 2017).
• We examined the effect of actors’ morallyirrelevant characteristics (namely, likability) on elevation levels.
• Despite an effective manipulation, participants in the likable condition did not significantly differ from the control condition
• Perhaps counterintuitively, this suggests that exemplar likability does not have a direct effect on feelings of moral elevation.

10. Corrections To Design And Analysis Of Experiments, Angela Dean, Dan Voss, Danel Draguljic

Design and Analysis of Experiments

Corrections for the provided by the authors for Design and Analysis of Experiments.

An Information Theory-Based Approach To Assessing Spatial Patterns In Complex Systems, Tarsha Eason, Wen Ching-Chuang, Shana Sundstrom, Heriberto Cabezas

School of Natural Resources: Faculty Publications

Given the intensity and frequency of environmental change, the linked and cross-scale nature of social-ecological systems, and the proliferation of big data, methods that can help synthesize complex system behavior over a geographical area are of great value. Fisher information evaluates order in data and has been established as a robust and effective tool for capturing changes in system dynamics, including the detection of regimes and regime shifts. The methods developed to compute Fisher information can accommodate multivariate data of various types and requires no a priori decisions about system drivers, making it a unique and powerful tool. However, the …

Time Series Forecasting And Analysis: A Study Of American Clothing Retail Sales Data, Weijun Huang

Honors Undergraduate Theses

This paper serves to address the effect of time on the sales of clothing retail, from 2010 to May 2019. The data was retrieved from the US Census, where N=113 observations were used, which were plotted to observe their trends. Once outliers and transformations were performed, the best model was fit, and diagnostic review occurred. Inspections for seasonality and forecasting was also conducted. The final model came out to be an ARIMA (2,0,1). Slight seasonality was present, but not enough to drastically influence the trends. Our results serve to highlight the economic growth of clothing retail sales for the past …

The Correlation Between Sleep And Lifespan In Drosophila Melanogaster, Joshua Randall Lisse

Masters Theses

”Adequate sleep is associated with an individual’s health. Too little sleep is associated with many health problems, including cardiovascular disease, obesity, and a general increase in all-cause mortality. Yet the molecular changes that link poor sleep and changes in health are still not well understood. Individuals have a unique daily need for sleep, and deviations from the animal’s regular sleeping patterns can be indicative of, or result in, underlying changes in its health. Therefore, we hypothesize that changes in the sleep architecture in Drosophila melanogaster reflect changes in the fly’s health.

We determined sleep architecture in wild-type male flies over …

Saturated Fat Intake Is Associated With Lung Function In Individuals With Airflow Obstruction: Results From Nhanes 2007⁻2012, Kasey Cornell, Morshed Alam, Elizabeth Lyden, Lisa Wood, Tricia D. Levan, Tara M. Nordgren, Kristina L. Bailey, Corrine K. Hanson

Journal Articles: Biostatistics

Nutritional status is a well-recognized prognostic indicator in chronic obstructive pulmonary disease (COPD); however, very little is known about the relationship between lung function and saturated fat intake. We used data from the cross-sectional National Health and Nutrition Examination Surveys (NHANES) to assess the relationship between saturated fatty acid (SFA) intake and lung function in the general US adult population. Adults in NHANES (2007⁻2012) with pre-bronchodilator spirometry measurements and dietary SFA intake were included. Primary outcomes were lung function including forced expiratory volume in one second (FEV₁)

Stretching Hiv Treatment: A Replication Study Of Task Shifting In South Africa, Baojiang Chen, Morshed Alam

Journal Articles: Biostatistics

The Streamlining Tasks & Roles to Expand Treatment and Care for HIV (STRETCH) program was developed to increase the reach of antiretroviral therapy (ART) for HIV/AIDS patients in Sub-Saharan Africa by training nurses to prescribe, initiate, and maintain ART. Fairall and colleagues conducted a cluster-randomized trial to determine the effects/impact of STRETCH on patient health outcomes in South Africa between 2008 and 2010. The purpose of our replication study is to evaluate Fairall and colleagues' findings. We conducted push button and pure replication studies and measurement and estimation analyses (MEA). Our MEA validates the original findings: (1) overall, time to …

An Examination Of Computational Methods Related To G/M/C Queueing, Thomas Michaud Ms

All Student Scholarship

The following examination of computational methods related to queues with general arrivals (i:i:d: but of unknown distribution), multiple identical servers with i:i:d: exponential service times, and ordinary first come, first served service (hereafter referred to as G/M/c to use existing naming conventions) seeks to investigate the current models and provide new results based on a draft convolution method proposed by El-Taha[3]. The new model will demonstrate the use of distributions with coefficients of variance ranging from zero to near infinity to provide flexibility in simulating a range of potential arrival distributions, and we include detailed results and software for both …

A Self-Contained Course In The Mathematical Theory Of Statistics For Scientists & Engineers With An Emphasis On Predictive Regression Modeling & Financial Applications., Tim Smith

Open Access Textbooks

Preface & Acknowledgments

This textbook is designed for a higher level undergraduate, perhaps even first year graduate, course for engineering or science students who are interested to gain knowledge of using data analysis to make predictive models. While there is no statistical perquisite knowledge required to read this book, due to the fact that the study is designed for the reader to truly understand the underlying theory rather than just learn how to read computer output, it would be best read with some familiarity of elementary statistics. The book is self-contained and the only true perquisite knowledge is a solid …

Use Of Complementary And Alternative Medicine Among People With Cardiovascular Diseases In Southeast Georgia, Chimuanya Okoli, Stacy Carswell, Sewuese Akuse, Kelly L. Sullivan

Biostatistics, Epidemiology & Environmental Health Sciences: Faculty Publications

Background: Heart disease is a leading cause of death in the United States. Proper treatment of patients with cardiovascular disease is essential and can be challenged by non-disclosed use of complementary or alternative treatments. The objective of this study was to assess which demographics were associated with complementary and alternative medicine (CAM) use and if education affects the use of CAM.

Methods: A cross-sectional survey was conducted among a stratified random sample of residents of Southeastern Georgia. Sampling was stratified by urban/rural residence in order to reach sufficient rural residents. Participants that indicated they had been diagnosed with hypertension or …

Quasi-Likelihood Ratio Tests For Homoscedasticity Of Variance In Linear Regression, Lili Yu, Varadan Sevilimedu, Robert Vogel, Hani Samawi

Biostatistics, Epidemiology & Environmental Health Sciences: Faculty Publications

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regression models. They require few assumptions than the existing tests. The properties of the tests are investigated through simulation studies. An example is provided to illustrate the usefulness of the new proposed tests.

Examining Partisan Advantage In Congressional Maps Using Simulations Based On Election Data, Zachary James Morgan

Online Theses and Dissertations

Partisan gerrymandering has been and will continue to be a topic of interest in the coming years. States will soon begin their redistricting process following the 2020 Census. We introduce a method of simulating Congressional elections which provides a new way of examining and visualizing the votes-to-seats relationship for a state Congressional map using past election data. We are able to build upon Mira Bernstein's method of uniformly simulating elections by injecting a data-driven component of variation into the simulations. Additionally, we are able to directly evaluate the accuracy of our simulations using a type of cross-validation. We compare our …

Local Hemodynamic Conditions Associated With Focal Changes In The Intracranial Aneurysm Wall, Juan R. Cebral, F. Detmer, Bong Jae Chung, J. Choque-Velasquez, B. Rezai, H. Lehto, R. Tulamo, J. Hernesniemi, M. Niemela, A. Yu, R. Williamson, Khaled Aziz, S. Sakur, S. Amin-Hanjani, F. Charbel, Y. Tobe, A. Robertson, J. Frösen

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

BACKGROUND AND PURPOSE: Aneurysm hemodynamics has been associated with wall histology and inflammation. We investigated associations between local hemodynamics and focal wall changes visible intraoperatively. MATERIALS AND METHODS: Computational fluid dynamics models were constructed from 3D images of 65 aneurysms treated surgically. Aneurysm regions with different visual appearances were identified in intraoperative videos: 1) “atherosclerotic” (yellow), 2) “hyperplastic” (white), 3) “thin” (red), 4) rupture site, and 5) “normal” (similar to parent artery), They were marked on 3D reconstructions. Regional hemodynamics was characterized by the following: wall shear stress, oscillatory shear index, relative residence time, wall shear stress gradient and divergence, …

The Use Of 3-D Highway Differential Geometry In Crash Prediction Modeling, Kiriakos Amiridis

Theses and Dissertations--Civil Engineering

The objective of this research is to evaluate and introduce a new methodology regarding rural highway safety. Current practices rely on crash prediction models that utilize specific explanatory variables, whereas the depository of knowledge for past research is the Highway Safety Manual (HSM). Most of the prediction models in the HSM identify the effect of individual geometric elements on crash occurrence and consider their combination in a multiplicative manner, where each effect is multiplied with others to determine their combined influence. The concepts of 3-dimesnional (3-D) representation of the roadway surface have also been explored in the past aiming to …

Fixed Choice Design And Augmented Fixed Choice Design For Network Data With Missing Observations, Miles Q. Ott, Matthew T. Harrison, Krista J. Gile, Nancy P. Barnett, Joseph W. Hogan

Statistical and Data Sciences: Faculty Publications

The statistical analysis of social networks is increasingly used to understand social processes and patterns. The association between social relationships and individual behaviors is of particular interest to sociologists, psychologists, and public health researchers. Several recent network studies make use of the fixed choice design (FCD), which induces missing edges in the network data. Because of the complex dependence structure inherent in networks, missing data can pose very difficult problems for valid statistical inference. In this article, we introduce novel methods for accounting for the FCD censoring and introduce a new survey design, which we call the augmented fixed choice …

Essays On Mixture Models, Trevor R. Camper

College of Graduate Studies: Theses & Dissertations

When considering statistical scenarios where one can sample from populations that are not of interest for the purposes of a study, bivariate mixture models can be used to study the effect that this missampling can have on parameter estimation. In this thesis, we will examine the behavior that bivariate mixture models have on two statistical constructs: Cronbach's alpha \cite{C51}, and Spearman's rho \cite{S04}. Chapter 1 will introduce notions of mixture models and the definition of bias under mixture models which will serve as the central concept of this thesis. Chapter 2 will investigate a particular psychometric issue known as insufficient …

Safety Constraint Optimization Of Combination Drug Therapy In Hypertension Clinical Trials, Victor Chukwu

College of Graduate Studies: Theses & Dissertations

In Clinical Practice, combination drug therapy has become common in treating many disease conditions. The purpose of these combinations is often to ensure optimal efficacy and to reduce adverse effects that may arise from monotherapy. Clinical trials have also been conducted to ensure efficacy and safety of these combinations before they are introduced into the market. However, adverse effects still occur with combination therapies. The objective of this study is to (1) To determine a region of optimum doses of Drug A and Drug B in combination while focusing on efficacy alone (2) To determine a region of optimum doses …

Some New Generalized Distribution Via Lindley-Weibuli And Lindley-Log-Logistic Distributions With Applications, Soliu A. Raheem

College of Graduate Studies: Theses & Dissertations

In this thesis, new generalized distributions, namely Beta Lindley-Log-Logistic (BLLLoG) distribution, Marshall-Olkin Lindley-Weibull (MOLW) distribution, and Gamma LindleyWeibull (GLW) distribution as well as related sub-distributions are proposed. Series expansion of the densities are obtained. Statistical properties of these distributions, including hazard function, reverse hazard function, moments, reliability, quantile function, mean deviations, Bonferroni and Lorenz curves, entropy and Fisher information are derived. Method of maximum likelihood is used to estimate the parameters of the new distributions. Monte Carlo simulation is employed to examine the performance of the proposed distributions. Applications of the generalized distributions to real lifetime data are presented to …

Variable Selection In Accelerated Failure Time (Aft) Frailty Models: An Application Of Penalized Quasi-Likelihood, Sarbesh R. Pandeya

College of Graduate Studies: Theses & Dissertations

Variable selection is one of the standard ways of selecting models in large scale datasets. It has applications in many fields of research study, especially in large multi-center clinical trials. One of the prominent methods in variable selection is the penalized likelihood, which is both consistent and efficient. However, the penalized selection is significantly challenging under the influence of random (frailty) covariates. It is even more complicated when there is involvement of censoring as it may not have a closed-form solution for the marginal log-likelihood. Therefore, we applied the penalized quasi-likelihood (PQL) approach that approximates the solution for such a …

Finite Mixture Of Regression Models For Complex Survey Data, Abdelbaset Abdalla

Electronic Theses and Dissertations

Over time, survey data has become an essential source of information for modern society. However, to be effective, the structures of survey data require sampling designs that are more complex than simple random sampling. The complex sampling data collected from enormous national surveys via these complex designs ideally include sample weights that allow analysis to take account of complicated population structures. When the target of inference is the parameters of a regression model, it is crucial to know whether these weights should be incorporated into the sampling weight when fitting the model to the survey data. The finite mixture models …

Performance Measurement In Maine’S Social Sector: The Intersection Of Philanthropy And Nonprofits, Susy Hawes, Sarah Goan

Publications

The Data Innovation Project undertook this project to better understand foundations’ expectations of grantees in terms of performance measures and outcomes as outlined in their grant applications. Over the past two years, the Data Innovation Project has engaged with over 250 Maine nonprofits who are navigating the data reporting requirements of a diverse portfolio of funders with varying degrees of success and challenges. This paper looks more closely at how the important relationship between foundations and nonprofits may benefit from increased understanding and clarity around measurement approaches so that both dollars and efforts lead to meaningful and measureable results across …

Methods For Estimating Mountain Goat Occupancy And Abundance, Molly Mcdevitt

Graduate Student Theses, Dissertations, & Professional Papers

Abundance and occupancy are two parameters of central interest to the field of ecology. Furthermore, accurate (both precise and unbiased) estimates are key pieces to the puzzle of effective wildlife management decision-making. While there exist a variety of sampling techniques and statistical models for effectively estimating population parameters for frequently encountered and large mammals, methods for sampling unmarked and rare species are few and far between. The first step to acquiring usable parameter estimates is through the use of sampling theory and incorporation of probabilistic sampling designs to collect count-data and occurrence-data. Often, it is assumed that probabilistic sampling designs …

Spatiotemporal Dynamics Of Nitrogen And Carbon Biogeochemistry In A Wetland-Stream Sequence, Patrick E. Hurley

Graduate Student Theses, Dissertations, & Professional Papers

Studies of aquatic ecosystems often segregate streams from the influential ponds, lakes, and wetland zones that act as important transitions between terrestrial and fluvial systems. Across the aquatic landscape, these zones interact to form linked ecosystems that function as discrete nutrient processing domains, shifting biogeochemical signals due to spatial and temporal variability in hydrologic and biologic controls. Using a mass-balance approach, we profiled nutrient dynamics along a 23-km wetland-stream sequence over three seasons. Hydrologic, morphologic, and biologic conditions, as well as landscape attributes, were quantified to determine potential controls on biogeochemical cycling in a tributary of the Upper Clark Fork …

High Dimensional Outlier Detection, Omid Khormali

Graduate Student Theses, Dissertations, & Professional Papers

In statistics and data science, outliers are data points that differ greatly from other observations in a data set. They are important attributes of the data because they can dramatically influence patterns and relationships manifested by non-outliers. It is therefore very important to detect and adequately deal with outliers. Recently, a novel algorithm, the ROMA algorithm, has been proposed [11]. In this paper, we propose a modification of the ROMA algorithm that reduces its computational complexity from $O(n^2 m)$ to $O((n/(2^m-o(1)))^2 m)$ where $n$ is the number of data points and $m$ is the dimension of the space. And as …

Biodiversity And Distribution Of Benthic Foraminifera In Harrington Sound, Bermuda: The Effects Of Physical And Geochemical Factors On Dominant Taxa, Nam Le

Honors Theses

Harrington Sound, Bermuda, is a nearly enclosed lagoon acting as a subtropical/tropical, carbonate-rich basin in which carbonate sediments, reef patches, and carbonate-producing organisms accumulate. Here, one of the most important calcareous groups is the Foraminifera. Analyses of common benthic orders, including miliolids (Quinqueloculina and Triloculina spp.) and rotaliids (Homotrema rubrum, Elphidium spp., and Ammonia beccarii), are essential in understanding past and present environmental conditions affecting the island's coastal environment. These taxa have been studied previously; however, factors explaining their individual patterns of abundance in the Sound are not well detailed. The goal of this study is …

Bayesian Nonparametric Analysis Of Longitudinal Data With Non-Ignorable Non-Monotone Missingness, Yu Cao

Theses and Dissertations

In longitudinal studies, outcomes are measured repeatedly over time, but in reality clinical studies are full of missing data points of monotone and non-monotone nature. Often this missingness is related to the unobserved data so that it is non-ignorable. In such context, pattern-mixture model (PMM) is one popular tool to analyze the joint distribution of outcome and missingness patterns. Then the unobserved outcomes are imputed using the distribution of observed outcomes, conditioned on missing patterns. However, the existing methods suffer from model identification issues if data is sparse in specific missing patterns, which is very likely to happen with a …