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Articles 1 - 4 of 4
Full-Text Articles in Statistical Models
Semi-Supervised Regression With Generative Adversarial Networks Using Minimal Labeled Data, Greg Olmschenk
Semi-Supervised Regression With Generative Adversarial Networks Using Minimal Labeled Data, Greg Olmschenk
Dissertations, Theses, and Capstone Projects
This work studies the generalization of semi-supervised generative adversarial networks (GANs) to regression tasks. A novel feature layer contrasting optimization function, in conjunction with a feature matching optimization, allows the adversarial network to learn from unannotated data and thereby reduce the number of labels required to train a predictive network. An analysis of simulated training conditions is performed to explore the capabilities and limitations of the method. In concert with the semi-supervised regression GANs, an improved label topology and upsampling technique for multi-target regression tasks are shown to reduce data requirements. Improvements are demonstrated on a wide variety of vision …
Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir
Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir
Theses and Dissertations
This thesis conducts Value at Risk (VaR) and Expected Shortfall (ES) estimation using GARCH modeling and Bayesian Model Averaging (BMA). BMA considers multiple models weighted by some information criterion. Through BMA, this thesis finds that VaR and ES estimates can be improved through enhanced modeling of the data generation process.
An Overview And Evaluation Of Synthetc: A Statistical Model For Extra-Tropical Cyclones, Rafael Uryayev
An Overview And Evaluation Of Synthetc: A Statistical Model For Extra-Tropical Cyclones, Rafael Uryayev
Dissertations and Theses
Extratropical cyclones (ETCs) are the most common weather phenomena affecting the United States, Canada, and Europe. They can pose serious hazards over large swaths of area. In this thesis, a statistical model of ETCs, called SynthETC, is discussed. The model accounts for the for genesis, track path, termination, and intensity of statistically generated ETCs. Genesis is modeled as a Poisson process, whose mean is determined by climate and historical information. Tracks are modeled as a regression-mean determined by climate and historical information plus a stochastic component. Lysis is modeled using logistic regression, with climate states as covariates. Intensity is modeled …
Hydroclimate Drivers And Atmospheric Dynamics Of Floods, Nasser Najibi
Hydroclimate Drivers And Atmospheric Dynamics Of Floods, Nasser Najibi
Dissertations and Theses
Our preliminary survey showed that most of the recent flood-related studies did not formally explain the physical mechanisms of long-duration and large-peak flood events that can evoke substantial damages to properties and infrastructure systems. These studies also fell short of fully assessing the interactions of coupled ocean-atmosphere and land dynamics which are capable of forcing substantial changes to the flood attributes by governing the exceeding surface flow regimes and moisture source-sink relationships at the spatiotemporal scales important for risk management. This dissertation advances the understanding of the variability in flood duration, peak, volume, and timing at the regional to the …