Multivariate Analysis Commons^™

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 …

Next-Generation Democratic Cyber Statecraft - Balancing The Signal: Shutdown Shocks And Democratic Digital Governance, Scott M. Di Panni

School of Public Policy Capstones

This paper develops Next-Generation Democratic Cyber Statecraft (NG-DCS), a unified strategic doctrine for democratic governments to contest the cognitive domain against authoritarian adversaries. Drawing on twenty-six years of cross-national panel data (1999–2024) spanning 213 countries, game-theoretic modeling, and qualitative case analysis, the paper establishes three interconnected empirical and theoretical foundations. First, cross-national OLS regression across 160+ countries demonstrates that regime type is the dominant structural determinant of internet freedom (R²=0.615, β=2.513, p< 0.001), explaining more than twice the variance attributable to per-capita wealth (R²=0.268). Democratic governance, not economic development, produces open digital environments. Second, a two-way fixed effects (TWFE) difference-in-differences study exploiting government-ordered internet shutdowns as discrete policy interventions finds that digital restrictions causally degrade V-Dem governance quality by 0.21–0.38 standard deviations (p< 0.001 across all specifications). Treatment effects are immediate (β=−0.302 at k=0) and persist through five post-treatment years (β=−0.246 at k=+5), indicating structural rather than transitory governance damage. Parallel trends validation (p=0.352) and Callaway–Sant’Anna heterogeneity-robust estimation (ATT=−0.230, SE=0.077) support causal identification. Instrumental variable triangulation (2SLS β=−0.949, p=0.005) confirms that simultaneity was attenuating, not inflating, the primary estimates. Third, formal game-theoretic analysis reveals that the current U.S.–adversary equilibrium is (Restrain, Escalate)—the risk-dominant but Pareto-inferior outcome of a Stag Hunt structure. China, Russia, North Korea, and Venezuela each occupy structurally distinct positions (Stackelberg commitment, asymmetric two-level, autarky, and reactive trigger, respectively), requiring differentiated doctrinal responses rather than a uniform strategic playbook. Generative AI and algorithmic governance are shown to accelerate cognitive vulnerability by collapsing influence operation costs and exploiting engagement-optimized platform architectures that systematically degrade deliberative capacity in democratic populations.

Learning Ordinal Geometry: Semantic–Aware Kernels For Ordered Categorical Data, Ernest Fokoue

Articles

Ordinal data arise ubiquitously in survey research, psychology, medicine, economics, and recommender systems, yet kernel methods for such data typically rely on either nominal encodings or arbitrary numeric codings. The former discards order information; the lat- ter imposes a fictitious metric structure. This paper develops a principled framework for kernel design on ordinal scales and introduces a new class of Semantic–Aware Ordinal Ker- nels (SAOK) that simultaneously capture ordinal order and semantic proximity between categories. We begin by formalizing order–preserving embeddings of finite chains and characterizing a broad family of chain distances that are conditionally negative definite. Through Schoen- berg …

Supplemental Bibliographic Details. From 2001 Mars Odyssey To Earth’S Climate Crisis: Integrating Gamma Spectroscopy, Martian Soil Simulants, And Plant Genomes For Agroecology, Anchored In Sri Lanka’S Mars-Context Serpentinites, Suniti Karunatillake, Maheshi Dassanayake, Carlos Gary Bicas

Planetary Science Lab

Bibliographic details follow to supplement hyperlinked citations in the multinational GANGOTRI-supporting project conceived by Karunatillake, Dassanayake, and Gary-Bicas

Multivariate Mixture Regression Models With Known Group Membership And Informative Priors, Pahalapathirage Dona Kalani Hasanthika

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

We introduced couple different novel approaches to incorporate latent variable information to multivariate mixture regression models with both Gaussian and count data. We also evaluated the performance of these models with existing best approaches with simulated data from various sampling structures and also evaluated one of the models performance with rice metabolite data that provided some novel insights as well as validating existing literature about performance and behavior of these metabolites. We validated the method using extensive simulations and a real-world application. In both quantitative covariate designs and complex treatment design simulations, our method consistently outperformed established tools like limma, …

A Text Mining And Sentiment Analysis Of Valuable Cie Texts Using R, Eric Sugarman, Ethan Turber-Ortiz, Hannah Quinn

Mathematics, Computer Science & Statistics Presentations

The purpose of this project was to perform a sentiment analysis of three texts used in Ursinus College's Common Intellectual Experience (CIE) course: Between the World and Me by Ta-Nehisi Coates, The New Jim Crow by Michelle Alexander and Discourse on Method by Rene Descartes. Word count and word cloud analysis were also performed on the texts as well as term frequency and bigram analysis.

Gradient Wild Bootstrap For Instrumental Variable Quantile Regressions With Weak And Few Clusters, Wenjie Wang, Yichong Zhang

Research Collection School Of Economics

We study the gradient wild bootstrap-based inference for instrumental variable quantile regressions in the framework of a small number of large clusters in which the number of clusters is viewed as fixed, and the number of observations for each cluster diverges to infinity. For the Wald inference, we show that our wild bootstrap Wald test, with or without studentization using the cluster-robust covariance estimator (CRVE), controls size asymptotically up to a small error as long as the parameter of endogenous variable is strongly identified in at least one of the clusters. We further show that the wild bootstrap Wald test …

Mpt And Capm Mismeasure Risk, Gary N. Smith

Pomona Economics

Mean-variance analysis and the capital asset pricing model provide many useful insights for investors who want to measure and manage risk. However, their focus on short-term returns is of limited use and potentially misleading for investors with long horizons. A value investing approach suggests that risk might be better measured by long-run uncertainty about asset income than by short-run uncertainty about asset prices.

Predicting Superconducting Critical Temperature Using Regression Analysis, Roland Fiagbe

Data Science and Data Mining

This project estimates a regression model to predict the superconducting critical temperature based on variables extracted from the superconductor’s chemical formula. The regression model along with the stepwise variable selection gives a reasonable and good predictive model with a lower prediction error (MSE). Variables extracted based on atomic radius, valence, atomic mass and thermal conductivity appeared to have the most contribution to the predictive model.

Cost Estimation Trends For Major Defense Acquisition Programs, Sammantha Jones, Edward D. White, Jonathan D. Ritschel, Shawn M. Valentine

Faculty Publications

The authors use both descriptive and inferential techniques to investigate average and standard deviation trends in cost estimates for major defense acquisition programs (MDAPs) grouped into decades from the 1970s to 2010s. For total program-cost-growth factors (CGFs), the 2010s exhibited lower CGFs compared to the 1990s. For the program-acquisition-unit cost (PAUC) CGFs, the 2010s appear lower than the 1990s and borderline lower than the 1970s. A statistically significant decreasing trend in the standard deviations of total program CGFs throughout the decades was identified. This lowering variability trend also appeared for PAUC CGFs from the 1980s onward. This finding appears to …

The Last Drought Frontier: Building A Drought Index For The State Of Alaska, Olivia Campbell

School of Natural Resources: Dissertations, Theses, and Student Research

Drought is characterized by periods of below average precipitation. There are five major types of drought recognized in the literature: meteorological, hydrological, agricultural, socioeconomic, and ecological. A relatively new concept in the drought literature is “snow drought.” A key part of the definition of drought is that it is not always accompanied by extreme heat. This means drought can occur even in cold climates, cold seasons, and higher latitudes and altitudes, like Alaska. Drought is a natural part of climate variability, but Alaska’s climate is changing faster than any other state in the United States. Alaska is no stranger to …

Modeling And Fitting Two-Way Tables Containing Outliers, David L. Farnsworth

Articles

A model is proposed for two-way tables of measurement data containing outliers. The two independent variables are categorical and error free. Neither missing values nor replication are present. The model consists of the sum of a customary additive part that can be fit using least squares and a part that is composed of outliers. Recommendations are made for methods for identifying cells containing outliers and for fitting the model. A graph of the observations is used to determine the outliers’ locations. For all cells containing an outlier, replacement values are determined simultaneously using a classical missing-data tool. The result is …

The Short-Term Effects Of Fine Airborne Particulate Matter And Climate On Covid-19 Disease Dynamics, El Hussain Shamsa, Kezhong Zhang

Medical Student Research Symposium

Background: Despite more than 60% of the United States population being fully vaccinated, COVID-19 cases continue to spike in a temporal pattern. These patterns in COVID-19 incidence and mortality may be linked to short-term changes in environmental factors.

Methods: Nationwide, county-wise measurements for COVID-19 cases and deaths, fine-airborne particulate matter (PM_2.5), and maximum temperature were obtained from March 20, 2020 to March 20, 2021. Multivariate Linear Regression was used to analyze the association between environmental factors and COVID-19 incidence and mortality rates in each season. Negative Binomial Regression was used to analyze daily fluctuations of COVID-19 cases …

Spatial Analysis Of Landscape Characteristics, Anthropogenic Factors, And Seasonality Effects On Water Quality In Portland, Oregon, Katherine Gelsey, Daniel Ramirez

REU Final Reports

Urban areas often struggle with deteriorated water quality as a result of complex interactions between landscape factors such as land cover, use, and management as well as climatic variables such as weather, precipitation, and atmospheric conditions. Green stormwater infrastructure (GSI) has been introduced as a strategy to reintroduce pre-development hydrological conditions in cities, but questions remain as to how GSI interacts with other landscape factors to affect water quality. We conducted a statistical analysis of six relevant water quality indicators in 131 water quality stations in four watersheds around Portland, Oregon using data from 2015 to 2021. Indiscriminate of station …

On The Use Of Minimum Penalties In Statistical Learning, Ben Sherwood, Bradley S. Price

Faculty & Staff Scholarship

Modern multivariate machine learning and statistical methodologies estimate parameters of interest while leveraging prior knowledge of the association between outcome variables. The methods that do allow for estimation of relationships do so typically through an error covariance matrix in multivariate regression which does not scale to other types of models. In this article we proposed the MinPEN framework to simultaneously estimate regression coefficients associated with the multivariate regression model and the relationships between outcome variables using mild assumptions. The MinPen framework utilizes a novel penalty based on the minimum function to exploit detected relationships between responses. An iterative algorithm that …

Regression Analyses Assessing The Impact Of Environmental Factors On Covid-19 Transmission And Mortality, El Hussain Shamsa, Kezhong Zhang

Medical Student Research Symposium

No abstract provided.

Profile Of Volatile Organic Compounds (Vocs) From Cold-Processed And Heat-Treated Virgin Coconut Oil (Vco) Samples, Ian Ken D. Dimzon, Grace B. Tantengco, Noel A. Oquendo, Fabian M. Dayrit

Chemistry Faculty Publications

Virgin coconut oil (VCO) can be prepared with or without heat. Fermentation and centrifuge processes can be done without the use of heat (cold process), while expelling involves heat due to friction. Volatile organic compounds (VOCs) from VCO samples prepared using these three methods were collected using solid phase microextraction (SPME) and analyzed using gas chromatography–mass spectrometry (GC-MS). Twenty-seven VCO samples from nine VCO producers were analyzed. The VOCs from refined, bleached, and deodorized coconut oil (RBDCO) were also obtained for comparison. Fourteen compounds were found to be common in more than 80% of the VCO samples analyzed. These included: …

Applications Of Portable Libs For Actinide Analysis, Ashwin P. Rao, John D. Auxier Ii, Dung Vu, Michael B. Shattan

Faculty Publications

A portable LIBS device was used for rapid elemental impurity analysis of plutonium alloys. This device demonstrates the potential for fast, accurate in-situ chemical analysis and could significantly reduce the fabrication time of plutonium alloys.

Forecasting Daily Stock Market Return With Multiple Linear Regression, Shengxuan Chen

Mathematics Senior Capstone Papers

The purpose of this project is to use data mining and big data analytic techniques to forecast daily stock market return with multiple linear regression. Using mathematical and statistical models to analyze the stock market is important and challenging. The accuracy of the final results relies on the quality of the input data and the validity of the methodology. In the report, within 5-year period, the data regarding eleven financial and economical features are observed and recorded on each trading day. After preprocessing the raw data with statistical method, we use the multiple linear regression to predict the daily return …

The Expanded View Of Individualism And Collectivism: One, Two, Or Four Dimensions?, Jennifer L. Priestley, Kamal Fatehi, Gita Taasoobshirazi

Faculty Articles

Recent research to analyze and discuss cultural differences has employed a combination of five major dimensions of individualism–collectivism, power distance, uncertainty avoidance, femininity– masculinity (gender role differentiation), and long-term orientation. Among these dimensions, individualism–collectivism has received the most attention. Chronologically, this cultural attribute has been regarded as one, then two, and more recently, four dimensions of horizontal and vertical individualism and collectivism. However, research on this issue has not been conclusive and some have argued against this expansion. The current study attempts to explain and clarify this discussion by using a shortened version of the scale developed by Singelis et …

Interdependence Across Foreign Exchange Rate Markets- A Mixed Copula Approach, Richard Adjei-Boateng

Masters Theses & Specialist Projects

The purpose of this thesis is to study the dependence structure of exchange rate pairs using a mixture of copula as opposed to a single copula approach. Mixed copula models have the ability to generate dependence structures that do not belong to existing copula families. The flexibility in choosing component copulas in this mixture model aids the construction of a system that is simultaneously parsimonious and flexible enough to generate most dependence patterns in exchange rate data. Furthermore, the method of mixture copulas facilitates the separation of both the structure and degree of dependence, concepts that are respectively embodied in …

Generalized Matrix Decomposition Regression: Estimation And Inference For Two-Way Structured Data, Yue Wang, Ali Shojaie, Tim Randolph, Jing Ma

UW Biostatistics Working Paper Series

Analysis of two-way structured data, i.e., data with structures among both variables and samples, is becoming increasingly common in ecology, biology and neuro-science. Classical dimension-reduction tools, such as the singular value decomposition (SVD), may perform poorly for two-way structured data. The generalized matrix decomposition (GMD, Allen et al., 2014) extends the SVD to two-way structured data and thus constructs singular vectors that account for both structures. While the GMD is a useful dimension-reduction tool for exploratory analysis of two-way structured data, it is unsupervised and cannot be used to assess the association between such data and an outcome of interest. …

Statistical Inference For Networks Of High-Dimensional Point Processes, Xu Wang, Mladen Kolar, Ali Shojaie

UW Biostatistics Working Paper Series

Fueled in part by recent applications in neuroscience, high-dimensional Hawkes process have become a popular tool for modeling the network of interactions among multivariate point process data. While evaluating the uncertainty of the network estimates is critical in scientific applications, existing methodological and theoretical work have only focused on estimation. To bridge this gap, this paper proposes a high-dimensional statistical inference procedure with theoretical guarantees for multivariate Hawkes process. Key to this inference procedure is a new concentration inequality on the first- and second-order statistics for integrated stochastic processes, which summarizes the entire history of the process. We apply this …

Optimal Design For A Causal Structure, Zaher Kmail

Department of Statistics: Dissertations, Theses, and Student Research

Linear models and mixed models are important statistical tools. But in many natural phenomena, there is more than one endogenous variable involved and these variables are related in a sophisticated way. Structural Equation Modeling (SEM) is often used to model the complex relationships between the endogenous and exogenous variables. It was first implemented in research to estimate the strength and direction of direct and indirect effects among variables and to measure the relative magnitude of each causal factor.

Historically, traditional optimal design theory focuses on univariate linear, nonlinear, and mixed models. There is no current literature on the subject of …

Unified Methods For Feature Selection In Large-Scale Genomic Studies With Censored Survival Outcomes, Lauren Spirko-Burns, Karthik Devarajan

COBRA Preprint Series

One of the major goals in large-scale genomic studies is to identify genes with a prognostic impact on time-to-event outcomes which provide insight into the disease's process. With rapid developments in high-throughput genomic technologies in the past two decades, the scientific community is able to monitor the expression levels of tens of thousands of genes and proteins resulting in enormous data sets where the number of genomic features is far greater than the number of subjects. Methods based on univariate Cox regression are often used to select genomic features related to survival outcome; however, the Cox model assumes proportional hazards …

Nonparametric Depth And Quantile Regression For Functional Data, Joydeep Chowdhury, Probal Chaudhuri

Journal Articles

We investigate nonparametric regression methods based on spatial depth and quantiles when the response and the covariate are both functions. As in classical quantile regression for finite dimensional data, regression techniques developed here provide insight into the influence of the functional covariate on different parts, like the center as well as the tails, of the conditional distribution of the functional response. Depth and quantile based nonparametric regression methods are useful to detect heteroscedasticity in functional regression. We derive the asymptotic behavior of the nonparametric depth and quantile regression estimates, which depend on the small ball probabilities in the covariate space. …

Estimation Of Multivariate Asset Models With Jumps, Angela Loregian, Laura Ballotta, Gianluca Gianluca Fusai, Marcos Fabricio Perez

Business Faculty Publications

We propose a consistent and computationally efficient two-step methodology for the estimation of multidimensional non-Gaussian asset models built using Levy processes. The proposed framework allows for dependence between assets and different tail behaviors and jump structures for each asset. Our procedure can be applied to portfolios with a large number of assets as it is immune to estimation dimensionality problems. Simulations show good finite sample properties and significant efficiency gains. This method is especially relevant for risk management purposes such as, for example, the computation of portfolio Value at Risk and intra-horizon Value at Risk, as we show in detail …

The Principal Problem With Principal Components Regression, Gary N. Smith, Heidi Margaret Artigue

Pomona Economics

No abstract provided.

Step Away From Stepwise, Gary N. Smith

Pomona Economics

Stepwise regression is a popular data-mining tool that uses statistical significance to select the explanatory variables to be used in a multiple-regression model. A fundamental problem with stepwise regression is that some real explanatory variables that have causal effects on the dependent variable may happen to not be statistically significant, while nuisance variables may be coincidentally significant. As a result, the model may fit the data well in-sample, but do poorly out-of-sample. Many Big-Data researchers believe that, the larger the number of possible explanatory variables, the more useful is stepwise regression for selecting explanatory variables. The reality is that stepwise …

The Dark Sky Character Of Archaeological Landscapes: Cultural Meaning And Conservation Strategies, Frank Prendergast

Book/Book Chapter

This paper presents the first ever study of light pollution at selected Irish prehistoric archaeological landscapes. The concepts of cosmology and landscape are first briefly described and followed by a summary of early human settlement of the island. Building on this, the extant corpus of early prehistoric megalithic burial tombs is illustrated to show their contrasting distribution patterns and typology. Analysis of tomb locations using nearest-neighbour statistical methods reveals evidence of intentional clustering. Further geo-statistical analysis identifies the geographical locations and the density ranking of these nucleated clusters - a feature especially evident in the passage tomb tradition on this …