Statistics and Probability Commons^™

Summary And Prospect Of Typical Diseases In Energy Transport Channels In Winter Cold Regions Over Past 20 Years, Jia Qinlong, Hou Zhongfei, Yin Yanping

Journal of China & Foreign Highway

To investigate the typical disease characteristics of energy transport channels in winter cold regions and guide the design for extending road service life, the causes of diseases such as pavement reflective cracks, continuous potholes on bridge decks, and failures of bridge drainage systems were analyzed based on the 20-year operation data of a 531 km in-service expressway in the coal energy region of northern Shaanxi. The research results indicate that when the asphalt pavement thickness reaches 22 cm, the reflective crack spacing of the expressway operated for 15 years can be controlled to over 50 m. Basically, no base layer …

(R2077) Enhancing Queue Management: Dynamic Server Allocation And Optional Services In Stochastic Modeling, G. Ayyappan, S. Sankeetha

Applications and Applied Mathematics: An International Journal (AAM)

Consider a queueing system with a single server, where customer arrivals follow a Markovian arrival process and service times follow a phase-type distribution. The main server has the capability to recruit an additional server when the number of customers in the system exceeds a certain threshold, denoted as L. Both servers provide normal service to customers, and optional service is provided upon request. The main server takes multiple vacations, with the durations following an exponential distribution with rate parameter η, until there is at least one customer in the system. This system can be represented as a Markov chain process, …

(R2142) Queueing System With Batched Services, Server-Controlled Re-Service, Set-Up Time And Multiple Vacation, S. Karpagam, N. Aarthy, B. Somasundaram

Applications and Applied Mathematics: An International Journal (AAM)

To analyze a bulk queueing system with server-controlled admission for reservice, low-batch service, multiple vacation and set-up time. The study explores how the server dynamically adjusts between low-batch and bulk services based on the queue size. After completing a bulk service, the departing batch may request reservice with a certain probability. However, accepting the request is not mandatory, and the server admits it with some probability. Whenever the queue becomes empty, whether after reservicing, completing service with no reservice request, or ending the low-batch service, the server enters a random-length vacation. If the queue still has less than ‘a’ customers …

(R2072) A Method To Sample From Transition Densities Of Diffusion Processes With Unknown Densities, Yasin Kikabi, Juma Kasozi

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we present a reliable method that can be used to sample paths of a diffusion process described by a system of stochastic differential equations. These are types of processes whose transition density is not known in closed form. This reliable method involves solving a partial differential equation of the Fokker-Planck type by rejection sampling techniques applied to the associated densities. We then use the novel method to sample from the Ornstein-Uhlenbeck (OU) process whose transition density is known and has unbounded drift. The results obtained compare excellently with the analytical results, thus rendering the method reliable and …

(R2174) A Stationary First-Order Autoregressive Process With New Discrete Lindley Marginal Distribution, Tégawendé Martin Kabore, Jean-Etienne Ouindllassida Ouédraogo

Applications and Applied Mathematics: An International Journal (AAM)

This paper introduces a new stationary first-order autoregressive integer-valued process with a marginal distribution following the New Discrete Lindley distribution, referred to as NDLINAR( 1). The process is developed to model over-dispersed count time series exhibiting a mixed behavior arising from the combination of multiple distributions. Its statistical properties are thoroughly investigated, and the parameters are estimated using conditional maximum likelihood. The asymptotic properties of the estimators are also analyzed. The performance of the proposed model is evaluated by comparing it with other existing INAR(1) processes through applications to real datasets. Results demonstrate that the NDL-INAR(1) process effectively captures the …

(R2161) Robust Optimization Of Industrial Hazardous Waste Location-Routing Problem Considering Response Actions To Environmental Risk, Sharareh Teimoori, Farhad Hosseinzadeh Lotfi, Seyyed Esmaeil Najafi, Navid Rafiei

Applications and Applied Mathematics: An International Journal (AAM)

The management of hazardous industrial waste has emerged as a significant global challenge due to rapid technological advancements. Industrial hazardous waste management systems must be designed not only to be cost-effective but also to minimize environmental risks. This study proposes a mixed-integer programming model for the location-routing of industrial hazardous waste that incorporates both primary and secondary environmental risks, along with suitable response actions. Furthermore, a scenario-based robust optimization model is developed to address uncertainties in the quantities of industrial hazardous waste. A case study is conducted to demonstrate the applicability and comparative performance of the nominal and robust models. …

Statistical Methods For Mendelian Randomization Under Nonlinearity And Non-Normality, Mary Appah

ETDs from 2020-2029

Instrumental variable (IV) methods are widely used for estimating causal effects in observational studies where unmeasured confounding may bias traditional regression estimates. The core idea is to use a variable referred to as an instrument that is associated with the exposure of interest, independent of unmeasured confounders, and influences the outcome only through the exposure. While originally developed in econometrics, IV methods have been increasingly adopted in epidemiology and genetic research under the framework of Mendelian Randomization (MR), where genetic variants, most commonly single nucleotide polymorphisms (SNPs), serve as instruments. MR provides a powerful tool for investigating causal relationships between …

The Interplay Between Deficit Spending And Financial Instability: An Examination Of Fiscal And Monetary Policy Interactions, Heidie Jean George

Doctoral Dissertations and Projects

This study investigates the impact of fiscal and monetary policy on financial stability and fragility, focusing on how government spending and deficits contribute to the economic and financial system. Drawing on Minsky’s Financial Instability Hypothesis (FIH) and Financial Fragility Hypothesis (FFH), the research examines the dynamic relationship between fiscal policy, financial stability, and economic stability. The study focuses on understanding how government spending and deficits affect the economic and financial system in context of private and public debt and policy interactions and the role of system risk factors. The study uses Principal Component Analysis (PCA), Vector Autoregression (VAR), Impulse Response …

Mycelial Modeling: Teaching Biology Students Statistical Modeling With Mushrooms, Colette Wolf

University Honors Theses

This paper summarizes and describes the development of a set of learning materials that were created to educate students and professionals from other fields in statistical modeling techniques. These materials are primarily aimed at biology students, but are still intended to be useful for anyone who is interested in incorporating decision trees and random forest models into their personal research in the future. By directing the reader towards the JMP software, these materials navigate around the statistical knowledge base and coding implementation practices that otherwise would serve as a barrier to learning statistical modeling techniques, and instead focus on the …

Bias, Structure, And Inference In Applied Network Analysis, Anna Vasenina

Dartmouth College Ph.D Dissertations

This dissertation develops mathematical and statistical methods for extracting reliable information from network data across biological applications, with an emphasis on understanding what observed network structure can and cannot resolve. The first study leverages protein–protein interaction network topology in the c-di-GMP signaling system of Pseudomonas fluorescens, showing that node centrality measures accurately classify protein domain types and that physical interaction structure contributes statistically significant predictive power for biofilm formation phenotypes across nearly 200 environments, while gene expression does not. The second study examines sampling bias in lemur-plant trophic interaction networks in Madagascar, demonstrating that differential detection of diurnal versus …

Statistical Methods In Research, Horahenage Dixon Vimalajeewa

UNL Faculty Course Portfolios

This course portfolio documents the design, delivery, assessment, student-learning evidence, and reflective evaluation of STAT 801A-700: Statistical Methods in Research, an online asynchronous service course designed to introduce students from diverse disciplinary backgrounds to foundational statistical reasoning and applied data analysis. The course is a non-calculus-based introduction to statistical methods used to answer research questions, with emphasis on collecting, organizing, describing, analyzing, and drawing conclusions from data. The course also emphasizes applications relevant to biology, agriculture, and other research-oriented fields. This is an online distance course aimed to develop students’ understanding of basic probability and statistical concepts, recognize the importance …

Developing A Humpback Whale Vocalization Detector Using Machine Learning Models, Lucas Kantorowski

Master's Theses

Humpback whale songs are notoriously complex. Identification of humpback whale song units requires bioacousticians to tediously listen, analyze, and annotate collected sound data. Even sparse data requires listening to the entirety of the collected acoustic data. In this study, three hours of audio containing over one-thousand humpback whale song units was collected in Monterey Bay, California.

Prior studies have seen success using convolutional neural networks by performing image classification on hundreds of hours worth of spectrograms. Our study uses traditional machine learning models, as they are less computationally demanding, and require less data.

We use time splitting and Mel-frequency cepstrum …

Muon Lifetime: Theory, Experiment, And Simulation, Soren Agustin Munoz

Physics

This senior project investigates the muon lifetime through three complementary approaches: theoretical calculation, laboratory measurement, and computational simulation. The theoretical component develops the necessary background from relativistic field theory to the effective weak interaction, culminating in the leading-order Fermi-theory prediction of τ ≈ 2.2 μs, which explains why the muon lifetime lies on the microsecond scale.

The experimental component measures the lifetime of stopped cosmic-ray muons using a plastic scintillator, photomultiplier tube, and analog timing electronics. A binned Poisson likelihood fit to the primary 15-day acquisition run τ = 2.17^+0.03_-0.09 μs, consistent with the accepted value within the …

(R2133) Analysis Of A Bulk Queue With Balking, Adaptive Overloading Service, Multiple Vacation, Inspection And Rework, S. Karpagam, R. Lokesh

Applications and Applied Mathematics: An International Journal (AAM)

We consider a queueing system that utilizes a single server to manage product flow through bulk and overload service modes, depending on queue length. Balking occurs when the queue length reaches ‘N’. After completion of service, products undergo quality inspection, with defective products sent for rework based on specific probabilities. If the product is non-defective, the server continues processing until the queue length exceeds a certain threshold; beyond this point, the server is either routed back to bulk service or directed to an overload service. Also, the server goes into a vacation mode when the queue size is below a …

Reexamining The Croton Aqueduct: A Ward-Level Microhistorical Analysis Of Infrastructure And Cholera Mortality In 1849 New York City, Alexandria R. Toothman

Dissertations, Theses, and Capstone Projects

This work reexamines the Croton Aqueduct’s role in public health by shifting analysis from the citywide level to the ward level, revealing that infrastructure expansion did not produce uniform benefits across New York City. When the Croton Aqueduct opened in 1842, it was celebrated as an achievement that would deliver pure water and eliminate disease. However, only seven years after its opening, in 1849, cholera returned with greater force in the Sixth Ward. This work shows that the uneven distribution of Croton infrastructure corresponded with uneven cholera mortality rates, challenging narratives that present Croton as a singular triumph of urban …

Scaling Limits Of Critical Observables Through The High Dimensional Incipient Infinite Cluster, Pranav Chinmay

Dissertations, Theses, and Capstone Projects

We give a general construction of the incipient infinite cluster in high dimensional percolation, and use it as a decoupling tool to rigorize geometric heuristics for analyzing the asymptotics of observables at criticality. Examples include demonstrating the limiting distribution of the chemical distance and full-strength asymptotics for k-point functions, which constitute foundational inputs for scaling limit results associated to critical clusters.

Computational Insights Into Nucleosome Dynamics In Epigenetics Using Molecular Dynamics Simulations, Rutika Patel

Dissertations, Theses, and Capstone Projects

Nucleosome core particles (NCP) are the building blocks that form a highly organized and compact chromatin structure. Nucleosomes package DNA in the nucleus of eukaryotic cells. The NCP consists of about 147 base pairs of DNA wrapped around the histone octamer, with 1.65 superhelical turns in a left-handed manner. The histone octamer is composed of two copies of H3, H4, H2A, and H2B. Together with histone H1 and linker DNA, they further assemble into a higher-order chromatin structure. The nucleosome complex is stabilized by electrostatic interactions between positively charged histone residues and the negatively charged DNA backbone. To effectively access …

A Predictive Coding Account Of Spatial Working Memory Following Prophylactic Levetiracetam Administration Prior To Traumatic Brain Injury, Omeima Mutwali

Dissertations, Theses, and Capstone Projects

Traumatic brain injury (TBI) symptom prevention and remediation is an important area of research that would benefit vulnerable groups, including active-duty and veteran soldiers. These patients can sustain penetrative forces in fields of combat or in training, which result in focal lesions that trigger inflammatory and degenerative processes in the brain. Both primary and secondary injuries are associated with changes to cognition, behavior and affective state. This disease poses increased risk of epileptogenesis, as well. Given these outcomes, prior research has evaluated levetiracetam (LEV) as a prophylactic treatment for seizures, cognitive deficits and negative emotionality. LEV acts as a presynaptic …

Crab: A Novel Clustering Score Using Clustering With Rivals And Buddies For Unsupervised Learning, Allen Choi

Master's Theses

Unsupervised clustering algorithms today are used across a wide variety of fields such as biology, engineering, and industry in order to classify observations into groups where labels are not provided. This can provide important latent information regarding the observations within groups, as well as insight regarding the groups themselves. In order to judge the optimal number of clusters for an unsupervised clustering algorithm, many methods exist such as the Elbow Method and Silhouette Score; however, these methods come with drawbacks and are not necessarily flexible across many unsupervised methods. We present a novel clustering score framework relying on a resampling-based …

A Copula-Based Framework For Multivariate Count Time Series With Mixed Marginal Distributions, Dimuthu Fernando, Yuxin Wen, Wimarsha Jayanetti

Engineering Faculty Articles and Research

We developed a class of multivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and negative binomial marginals. Cross-sectional dependence is modeled via a trivariate Gaussian or a “t-copula”, allowing for both positive and negative correlations and providing a flexible dependence structure. Model parameters are estimated using likelihood-based inference, where the trivariate Gaussian or t-copula integrals are evaluated through standard randomized Monte Carlo methods. Simulation results, along with an analysis of annual counts of major hurricanes (Category 3+) across the North …

Parkinson’S Disease Phenotype Stratification Using Multiple Correspondence Analysis, Kelly Astudillo

Dissertations, Theses, and Capstone Projects

Parkinson’s disease (PD) is the second most common neurodegenerative disorder, with over 12 million people projected to be affected by 2040 (Dorsey et al., 2018). Deep phenotyping and stratification can provide useful information regarding PD pathogenesis and can aid in the  development of disease modifying therapies that aim to delay the progression or prevent the onset of neurodegeneration (Blandini et al., 2019; Smith & Schapira, 2022). Utilizing multivariate methods such as multiple correspondence analysis (MCA) permits for the simultaneous analysis of distinct data modalities. To the best of our knowledge, MCA has not been previously used to explore phenotype patterns …

On M-Estimation: From Theory To Examples, Alexander Yuan

Master's Theses

M-estimation provides a unified framework for statistical procedures defined as optimizers of data-dependent criterion functions. This thesis gives an expository account of M-estimation in classical and high-dimensional settings. The classical part develops weak convergence, empirical process tools, and the argmax framework for studying consistency, rates of convergence, and weak limits. Examples including least squares, maximum likelihood, robust location estimation, change-point estimation, and empirical risk minimization illustrate regular and non-regular asymptotic behavior.

The high-dimensional part studies regularized M-estimators, where the focus shifts to finite-sample error bounds and model selection guarantees. Topics include decomposable regularizers, restricted strong convexity, non-convex penalties, and sparsistency. …

Hot Hands Or Chance Happenings? A Simulation-Based Approach For Wnba Teams, Ruben Jimenez

Master's Theses

The hot hand is a polarizing topic in basketball analytics: fans, stakeholders, and even players themselves assert confidently their belief or disbelief in the idea that players who perform well will continue to do so over an extended period of time. Statistical research has been conducted since as early as 1985 to attempt to disprove or prove the existence of this phenomenon. More recent works have refuted the earliest objections to the hot hand’s existence, with conclusions aided by robust simulation techniques. In this work, we compare hypothesis tests using multiple simulation techniques to explore the hot hand at the …

Is The Hot Hand Real? Evidence From A Permutation And Hierarchical-Based Analysis, Cameron Z. An

Master's Theses

The hot-hand phenomenon, often described as the tendency for individuals to experience prolonged streaks of success that exceed what would be expected under random performance, has been widely studied across many disciplines, particularly basketball. Early studies attempted to evaluate this effect through various techniques, often concluding that the hot-hand phenomenon was largely a myth. However, recent studies have begun to revisit previous analyses using improved statistical techniques, with some claiming evidence of a discernible hot-hand effect. This study examines the presence of the hot-hand effect in the modern NBA by testing whether observed shooting patterns deviate from those simulated under …

Structured Dynamic Factor Analysis Of Environmental Time Series With Application To Morro Bay Estuary, Jose Garcia

Master's Theses

This thesis develops a structured dynamic factor analysis (sDFA) framework for decomposing multivariate environmental time series into latent biological and physical components. The methodology is applied to five years of high-resolution passive monitoring data collected from two sites in Morro Bay, California from 2020 through 2024. Relative contribution indices are developed based on the structured DFA that measure how much each latent process contributes to each observed variable at any given time. Structured DFA models fit to the application data suggest site-specific patterns in how biological and physical processes affect water quality variables. At the bay mouth location, physical processes …

A2s Uplink Latency Minimization For Wildfire Monitoring Systems Using Mbse And Stochastic Modeling, Luis Giovanni Wang

Master's Theses

Wildfire response depends on how quickly a detection reaches the people who act on it, and the slowest remaining step is often the link that carries an alert from a remote sensing platform to a satellite. This thesis models the latency of that link, the Air-to-Space uplink, for a wildfire-monitoring UAV that carries a Starlink terminal and sends an ALERT packet to a serving Low Earth Orbit satellite. The uplink is difficult to predict because both the UAV and the satellite move, and because the wildfire environment degrades the channel at the moment the data matters most.

The thesis uses …

Multimodal Machine Learning For Soil Burn Severity Mapping Across California Wildfires, Sanjana Checker

Master's Theses

Accurate mapping of soil burn severity (SBS) is critical for post-fire watershed management, erosion risk assessment, and ecological recovery planning, yet traditional field-based approaches remain costly, time-intensive, and spatially limited. This thesis presents a machine learning pipeline for wall-to-wall SBS classification across California wildfires using multi-sensor satellite imagery, terrain derivatives, and bioclimatic covariates. Field-collected SBS observations (n = 2,180) from 52 wildfires occur- ring between 2013 and 2025, sourced from the U.S. Forest Service and CAL FIRE, were used to train and evaluate multiple classification architectures within a Google Earth Engine and Google Cloud-based prediction framework. After upsampling the unburned …

Intervention Levers For Stunting Reduction In Indonesia: Evidence From The 2023 Indonesian Health Survey Data, Iwan Ariawan, Hafizah Jusril, Zahra Izza Afifa, Azka Fitri, Elmarizha Sekar Utami, Mikail Hasan, Dwi Puspasari

Kesmas

Stunting remains the largest public health challenge among macro-nutrition problems in Indonesia, affecting almost a quarter of children under five in 2023. The prevalence is considered high according to the World Health Organization standard. This study analyzed 15 aggregated provincial variables from the 2023 Indonesian Health Survey using Structural Equation Modeling (SEM), focusing on determinants of stunting among children under two to identify primary intervention levers. Findings indicated that intervention urgency should focus on the first 1,000 days, particularly the steep increase in stunting prevalence observed in the 12–24-month age range. While the highest prevalence is in Eastern provinces (e.g., …

Transportation Deserts And Structural Mobility Access In New York City, John Cruz

Student Theses

This study examines structural mobility access across New York City census tracts by constructing a tract-level Mobility Access Index (MAI) that integrates employment accessibility, hospital accessibility, and first-mile subway walking burden using MTA GTFS transit data, NYC Taxi and Limousine Commission trip records, and US Census American Community Survey demographic estimates. Three OLS regression models, supplemented by Lasso, Elastic Net, and Random Forest specifications, test whether structural access gaps are associated with short-distance connector trip intensity and per-worker connector cost burden. Results show that MAI varies substantially across tracts, with high access concentrated in Manhattan and along major subway corridors. …

Measuring Stock Market Inefficiency Using A Multilayer Composite Efficiency Index: A Case Of The Egyptian Exchange, Patrick K. Owido, Hiroki Sayama

Northeast Journal of Complex Systems (NEJCS)

Financial markets play a critical role in resource allocation. Their performance depends on the decisions of millions of independent investors constantly reacting to one another. Their informational efficiency remains a subject of debate across economic systems. When informational efficiency is present at the weak form, historical price information should not consistently predict future returns. Several empirical tests of this hypothesis often focus on the behavior of aggregate market indices, and use individual efficiency proxies such as autocorrelation, GARCH-type volatility, or entropy-based measures to measure efficiency. This has often yielded mixed results, particularly in emerging markets. Here we show that testing …