Other Statistics and Probability 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 …

Random Variable Spaces: Mathematical Properties And An Extension To Programming Computable Functions, Mohammed Kurd-Misto

Computational and Data Sciences (PhD) Dissertations

This dissertation aims to extend the boundaries of Programming Computable Functions (PCF) by introducing a novel collection of categories referred to as Random Variable Spaces. Originating as a generalization of Quasi-Borel Spaces, Random Variable Spaces are rigorously defined as categories where objects are sets paired with a collection of random variables from an underlying measurable space. These spaces offer a theoretical foundation for extending PCF to natively handle stochastic elements.

The dissertation is structured into seven chapters that provide a multi-disciplinary background, from PCF and Measure Theory to Category Theory with special attention to Monads and the Giry Monad. The …

White Noise Space Analysis And Multiplicative Change Of Measures, Daniel Alpay, Palle Jorgensen, Motke Porat

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper, we display a family of Gaussian processes, with explicit formulas and transforms. This is presented with the use of duality tools in such a way that the corresponding path-space measures are mutually singular. We make use of a corresponding family of representations of the canonical commutation relations (CCR) in an infinite number of degrees of freedom. A key feature of our construction is explicit formulas for associated transforms; these are infinite-dimensional analogs of Fourier transforms. Our framework is that of Gaussian Hilbert spaces, reproducing kernel Hilbert spaces and Fock spaces. The latter forms the setting for our …

Gilmore Girls And Instagram: A Statistical Look At The Popularity Of The Television Show Through The Lens Of An Instagram Page, Brittany Simmons

Student Scholar Symposium Abstracts and Posters

After going on the Warner Brothers Tour in December of 2015, I created a Gilmore Girls Instagram account. This account, which started off as a way for me to create edits of the show and post my photos from the tour turned into something bigger than I ever could have imagined. In just over a year I have over 55,000 followers. I post content including revival news, merchandise, and edits of the show that have been featured in Entertainment Weekly, Bustle, E! News, People Magazine, Yahoo News, & GilmoreNews.

I created a dataset of qualitative and quantitative outcomes from my …