Statistical Models Commons^™

A Bayesian Programming Approach To Car-Following Model Calibration And Validation Using Limited Data, Franklin Abodo

FIU Electronic Theses and Dissertations

Traffic simulation software is used by transportation researchers and engineers to design and evaluate changes to roadway networks. Underlying these simulators are mathematical models of microscopic driver behavior from which macroscopic measures of flow and congestion can be recovered. Many models are intended to apply to only a subset of possible traffic scenarios and roadway configurations, while others do not have any explicit constraint on their applicability. Work zones on highways are one scenario for which no model invented to date has been shown to accurately reproduce realistic driving behavior. This makes it difficult to optimize for safety and other …

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.

New Approaches To Model Simulated Spatio-Temporal Moran's Index, Nhan Bu, Jennifer Lorio, Norou Diawara, Kumar Das, Lance Waller

Mathematics & Statistics Faculty Publications

The Moran's index is a statistic that measures spatial autocorrelation; it quantifies the degree of dispersion (or clustering) of objects in space. However, when investigating data over a general area, a single global Moran statistic may not give a sufficient summary of the spread, behavior, features or latent surfaces shared by neighboring areas; rather, by partitioning the area and taking the Moran statistic of each divided subareas, we can discover patterns of the local neighbors not otherwise apparent. In this paper, we present a simulation experiment where the local Moran values are computed and a time variable is added to …

Burden Of Atopic Dermatitis In The United States: Analysis Of Healthcare Claims Data In The Commercial, Medicare, And Medi-Cal Databases, Sulena Shrestha, Raymond Miao, Li Wang, Jingdong Chao, Huseyin Yuce, Wenhui Wei

Publications and Research

Comparative data on the burden of atopic dermatitis (AD) in adults relative to the general population are limited. We performed a large-scale evaluation of the burden of disease among US adults with AD relative to matched non-AD controls, encompassing comorbidities, healthcare resource utilization (HCRU), and costs, using healthcare claims data. The impact of AD disease severity on these outcomes was also evaluated.

On The Three Dimensional Interaction Between Flexible Fibers And Fluid Flow, Bogdan Nita, Ryan Allaire

Department of Mathematics Facuty Scholarship and Creative Works

In this paper we discuss the deformation of a flexible fiber clamped to a spherical body and immersed in a flow of fluid moving with a speed ranging between 0 and 50 cm/s by means of three dimensional numerical simulation developed in COMSOL . The effects of flow speed and initial configuration angle of the fiber relative to the flow are analyzed. A rigorous analysis of the numerical procedure is performed and our code is benchmarked against well established cases. The flow velocity and pressure are used to compute drag forces upon the fiber. Of particular interest is the behavior …

Models For Hsv Shedding Must Account For Two Levels Of Overdispersion, Amalia Magaret

UW Biostatistics Working Paper Series

We have frequently implemented crossover studies to evaluate new therapeutic interventions for genital herpes simplex virus infection. The outcome measured to assess the efficacy of interventions on herpes disease severity is the viral shedding rate, defined as the frequency of detection of HSV on the genital skin and mucosa. We performed a simulation study to ascertain whether our standard model, which we have used previously, was appropriately considering all the necessary features of the shedding data to provide correct inference. We simulated shedding data under our standard, validated assumptions and assessed the ability of 5 different models to reproduce the …

Preparedness Of Hospitals In The Republic Of Ireland For An Influenza Pandemic, An Infection Control Perspective, Mary Reidy, Fiona Ryan, Dervla Hogan, Seán Lacey, Claire Buckley

Department of Mathematics Publications

When an influenza pandemic occurs most of the population is susceptible and attack rates can range as high as 40–50 %. The most important failure in pandemic planning is the lack of standards or guidelines regarding what it means to be ‘prepared’. The aim of this study was to assess the preparedness of acute hospitals in the Republic of Ireland for an influenza pandemic from an infection control perspective.

Time Series Analysis For Psychological Research: Examining And Forecasting Change, Andrew T. Jebb, Louis Tay, Wei Wang, Qiming Huang

Publications and Research

Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that …

Modelling And Analysis On Noisy Financial Time Series, Jinsong Leng

Research outputs 2014 to 2021

Building the prediction model(s) from the historical time series has attracted many researchers in last few decades. For example, the traders of hedge funds and experts in agriculture are demanding the precise models to make the prediction of the possible trends and cycles. Even though many statistical or machine learning (ML) models have been proposed, however, there are no universal solutions available to resolve such particular prob-lem. In this paper, the powerful forward-backward non-linear filter and wavelet-based denoising method are introduced to remove the high level of noise embedded in financial time series. With the filtered time series, the statistical …

Targeted Maximum Likelihood Estimation For Dynamic And Static Longitudinal Marginal Structural Working Models, Maya L. Petersen, Joshua Schwab, Susan Gruber, Nello Blaser, Michael Schomaker, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

This paper describes a targeted maximum likelihood estimator (TMLE) for the parameters of longitudinal static and dynamic marginal structural models. We consider a longitudinal data structure consisting of baseline covariates, time-dependent intervention nodes, intermediate time-dependent covariates, and a possibly time dependent outcome. The intervention nodes at each time point can include a binary treatment as well as a right-censoring indicator. Given a class of dynamic or static interventions, a marginal structural model is used to model the mean of the intervention specific counterfactual outcome as a function of the intervention, time point, and possibly a subset of baseline covariates. Because …

A Unified Approach To Modeling Multivariate Binary Data Using Copulas Over Partitions, Bruce J. Swihart, Brian Caffo, Ciprian Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate …

Dynamic Model Pooling Methodology For Improving Aberration Detection Algorithms, Brenton J. Sellati

Masters Theses 1911 - February 2014

Syndromic surveillance is defined generally as the collection and statistical analysis of data which are believed to be leading indicators for the presence of deleterious activities developing within a system. Conceptually, syndromic surveillance can be applied to any discipline in which it is important to know when external influences manifest themselves in a system by forcing it to depart from its baseline. Comparing syndromic surveillance systems have led to mixed results, where models that dominate in one performance metric are often sorely deficient in another. This results in a zero-sum trade off where one performance metric must be afforded greater …

Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang

Department of Statistics: Dissertations, Theses, and Student Work

This dissertation presents two statistical methodologies developed on multi-order Markov models. First, we introduce an alignment-free sequence comparison method, which represents a sequence using a multi-order transition matrix (MTM). The MTM contains information of multi-order dependencies and provides a comprehensive representation of the heterogeneous composition within a sequence. Based on the MTM, a distance measure is developed for pair-wise comparison of sequences. The new method is compared with the traditional maximum likelihood (ML) method, the complete composition vector (CCV) method and the improved version of the complete composition vector (ICCV) method using simulated sequences. We further illustrate the application of …

Spatial Misalignment In Time Series Studies Of Air Pollution And Health Data, Roger D. Peng, Michelle L. Bell

Johns Hopkins University, Dept. of Biostatistics Working Papers

Time series studies of environmental exposures often involve comparing daily changes in a toxicant measured at a point in space with daily changes in an aggregate measure of health. Spatial misalignment of the exposure and response variables can bias the estimation of health risk and the magnitude of this bias depends on the spatial variation of the exposure of interest. In air pollution epidemiology, there is an increasing focus on estimating the health effects of the chemical components of particulate matter. One issue that is raised by this new focus is the spatial misalignment error introduced by the lack of …

Space-Time Regression Modeling Of Tree Growth Using The Skew-T Distribution, Farouk S. Nathoo

COBRA Preprint Series

In this article we present new statistical methodology for the analysis of repeated measures of spatially correlated growth data. Our motivating application, a ten year study of height growth in a plantation of even-aged white spruce, presents several challenges for statistical analysis. Here, the growth measurements arise from an asymmetric distribution, with heavy tails, and thus standard longitudinal regression models based on a Gaussian error structure are not appropriate. We seek more flexibility for modeling both skewness and fat tails, and achieve this within the class of skew-elliptical distributions. Within this framework, robust space-time regression models are formulated using random …

Joint Spatial Modeling Of Recurrent Infection And Growth With Processes Under Intermittent Observation, Farouk S. Nathoo

COBRA Preprint Series

In this article we present new statistical methodology for longitudinal studies in forestry where trees are subject to recurrent infection and the hazard of infection depends on tree growth over time. Understanding the nature of this dependence has important implications for reforestation and breeding programs. Challenges arise for statistical analysis in this setting with sampling schemes leading to panel data, exhibiting dynamic spatial variability, and incomplete covariate histories for hazard regression. In addition, data are collected at a large number of locations which poses computational difficulties for spatiotemporal modeling. A joint model for infection and growth is developed; wherein, a …

The Time Invariance Principle, Ecological (Non)Chaos, And A Fundamental Pitfall Of Discrete Modeling, Bo Deng

Department of Mathematics: Faculty Publications

This paper is to show that most discrete models used for population dynamics in ecology are inherently pathological that their predications cannot be independently verified by experiments because they violate a fundamental principle of physics. The result is used to tackle an on-going controversy regarding ecological chaos. Another implication of the result is that all continuous dynamical systems must be modeled by differential equations. As a result it suggests that researches based on discrete modeling must be closely scrutinized and the teaching of calculus and differential equations must be emphasized for students of biology.

Statistical Analysis Of Air Pollution Panel Studies: An Illustration, Holly Janes, Lianne Sheppard, Kristen Shepherd

UW Biostatistics Working Paper Series

The panel study design is commonly used to evaluate the short-term health effects of air pollution. Standard statistical methods for analyzing longitudinal data are available, but the literature reveals that the techniques are not well understood by practitioners. We illustrate these methods using data from the 1999 to 2002 Seattle panel study. Marginal, conditional, and transitional approaches for modeling longitudinal data are reviewed and contrasted with respect to their parameter interpretation and methods for accounting for correlation and dealing with missing data. We also discuss and illustrate techniques for controlling for time-dependent and time-independent confounding, and for exploring and summarizing …

Semiparametric Latent Variable Regression Models For Spatio-Temporal Modeling Of Mobile Source Particles In The Greater Boston Area, Alexandros Gryparis, Brent A. Coull, Joel Schwartz, Helen H. Suh

Harvard University Biostatistics Working Paper Series

Traffic particle concentrations show considerable spatial variability within a metropolitan area. We consider latent variable semiparametric regression models for modeling the spatial and temporal variability of black carbon and elemental carbon concentrations in the greater Boston area. Measurements of these pollutants, which are markers of traffic particles, were obtained from several individual exposure studies conducted at specific household locations as well as 15 ambient monitoring sites in the city. The models allow for both flexible, nonlinear effects of covariates and for unexplained spatial and temporal variability in exposure. In addition, the different individual exposure studies recorded different surrogates of traffic …

A Nonstationary Negative Binomial Time Series With Time-Dependent Covariates: Enterococcus Counts In Boston Harbor, E. Andres Houseman, Brent Coull, James P. Shine

Harvard University Biostatistics Working Paper Series

Boston Harbor has had a history of poor water quality, including contamination by enteric pathogens. We conduct a statistical analysis of data collected by the Massachusetts Water Resources Authority (MWRA) between 1996 and 2002 to evaluate the effects of court-mandated improvements in sewage treatment. Motivated by the ineffectiveness of standard Poisson mixture models and their zero-inflated counterparts, we propose a new negative binomial model for time series of Enterococcus counts in Boston Harbor, where nonstationarity and autocorrelation are modeled using a nonparametric smooth function of time in the predictor. Without further restrictions, this function is not identifiable in the presence …

Direct Effect Models, Mark J. Van Der Laan, Maya L. Petersen

U.C. Berkeley Division of Biostatistics Working Paper Series

The causal effect of a treatment on an outcome is generally mediated by several intermediate variables. Estimation of the component of the causal effect of a treatment that is mediated by a given intermediate variable (the indirect effect of the treatment), and the component that is not mediated by that intermediate variable (the direct effect of the treatment) is often relevant to mechanistic understanding and to the design of clinical and public health interventions. Under the assumption of no-unmeasured confounders for treatment and the intermediate variable, Robins & Greenland (1992) define an individual direct effect as the counterfactual effect of …

Causal Inference In Longitudinal Studies With History-Restricted Marginal Structural Models, Romain Neugebauer, Mark J. Van Der Laan, Ira B. Tager

U.C. Berkeley Division of Biostatistics Working Paper Series

Causal Inference based on Marginal Structural Models (MSMs) is particularly attractive to subject-matter investigators because MSM parameters provide explicit representations of causal effects. We introduce History-Restricted Marginal Structural Models (HRMSMs) for longitudinal data for the purpose of defining causal parameters which may often be better suited for Public Health research. This new class of MSMs allows investigators to analyze the causal effect of a treatment on an outcome based on a fixed, shorter and user-specified history of exposure compared to MSMs. By default, the latter represents the treatment causal effect of interest based on a treatment history defined by the …

A Bayesian Mixture Model Relating Dose To Critical Organs And Functional Complication In 3d Conformal Radiation Therapy, Tim Johnson, Jeremy Taylor, Randall K. Ten Haken, Avraham Eisbruch

The University of Michigan Department of Biostatistics Working Paper Series

A goal of radiation therapy is to deliver maximum dose to the target tumor while minimizing complications due to irradiation of critical organs. Technological advances in 3D conformal radiation therapy has allowed great strides in realizing this goal, however complications may still arise. Critical organs may be adjacent to tumors or in the path of the radiation beam. Several mathematical models have been proposed that describe a relationship between dose and observed functional complication, however only a few published studies have successfully fit these models to data using modern statistical methods which make efficient use of the data. One complication …

Bayesian Hierarchical Distributed Lag Models For Summer Ozone Exposure And Cardio-Respiratory Mortality, Yi Huang, Francesca Dominici, Michelle L. Bell

Johns Hopkins University, Dept. of Biostatistics Working Papers

In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994.

At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP associated with short-term exposure to summer ozone. At the second stage, we specify a class of distributions for the true city-specific relative rates to estimate an overall effect by …

Cholesky Residuals For Assessing Normal Errors In A Linear Model With Correlated Outcomes: Technical Report, E. Andres Houseman, Louise Ryan, Brent Coull

Harvard University Biostatistics Working Paper Series

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed models and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated margional residual vector by the Cholesky decomposition of the inverse of the estimated margional variance matrix. The resulting "rotated" residuals are used to construct an empirical cumulative distribution function and pointwise standard errors. The theoretical framework, including conditions and asymptotic properties, involves technical details that are motivated by Lange and …

Mean Response Models Of Repeated Measurements In Presence Of Varying Effectiveness Onset, Ying Qing Chen, Su-Chun Cheng

U.C. Berkeley Division of Biostatistics Working Paper Series

Repeated measurements are often collected over time to evaluate treatment efficacy in clinical trials. Most of the statistical models of the repeated measurements have been focusing on their mean response as function of time. These models usually assume that the treatment has persistent effect of constant additivity or multiplicity on the mean response functions throughout the observation period of time. In reality, however, such assumption may be confounded by the potential existence of the so-called effectiveness action onset, although they are often unobserved or difficult to obtain. Instead of including nonparametric time-varying coefficients in the mean response models, we propose …

Seasonal Analyses Of Air Pollution And Mortality In 100 U.S. Cities, Roger D. Peng, Francesca Dominici, Roberto Pastor-Barriuso, Scott L. Zeger, Jonathan M. Samet

Johns Hopkins University, Dept. of Biostatistics Working Papers

Time series models relating short-term changes in air pollution levels to daily mortality counts typically assume that the effects of air pollution on the log relative rate of mortality do not vary with time. However, these short-term effects might plausibly vary by season. Changes in the sources of air pollution and meteorology can result in changes in characteristics of the air pollution mixture across seasons. The authors develop Bayesian semi-parametric hierarchical models for estimating time-varying effects of pollution on mortality in multi-site time series studies. The methods are applied to the updated National Morbidity and Mortality Air Pollution Study database …

Individual Prediction In Prostate Cancer Studies Using A Joint Longitudinal-Survival-Cure Model, Menggang Yu, Jeremy Taylor, Howard M. Sandler

The University of Michigan Department of Biostatistics Working Paper Series

For monitoring patients treated for prostate cancer, Prostate Specific Antigen (PSA) is measured periodically after they receive treatment. Increases in PSA are suggestive of recurrence of the cancer and are used in making decisions about possible new treatments. The data from studies of such patients typically consist of longitudinal PSA measurements, censored event times and baseline covariates. Methods for the combined analysis of both longitudinal and survival data have been developed in recent years, with the main emphasis being on modeling and estimation. We analyze data from a prostate cancer study that has been extended by adding a mixture structure …

Marginalized Transition Models For Longitudinal Binary Data With Ignorable And Nonignorable Dropout, Brenda F. Kurland, Patrick J. Heagerty

UW Biostatistics Working Paper Series

We extend the marginalized transition model of Heagerty (2002) to accommodate nonignorable monotone dropout. Using a selection model, weakly identified dropout parameters are held constant and their effects evaluated through sensitivity analysis. For data missing at random (MAR), efficiency of inverse probability of censoring weighted generalized estimating equations (IPCW-GEE) is as low as 40% compared to a likelihood-based marginalized transition model (MTM) with comparable modeling burden. MTM and IPCW-GEE regression parameters both display misspecification bias for MAR and nonignorable missing data, and both reduce bias noticeably by improving model fit

Marginal Modeling Of Multilevel Binary Data With Time-Varying Covariates, Diana Miglioretti, Patrick Heagerty

UW Biostatistics Working Paper Series

We propose and compare two approaches for regression analysis of multilevel binary data when clusters are not necessarily nested: a GEE method that relies on a working independence assumption coupled with a three-step method for obtaining empirical standard errors; and a likelihood-based method implemented using Bayesian computational techniques. Implications of time-varying endogenous covariates are addressed. The methods are illustrated using data from the Breast Cancer Surveillance Consortium to estimate mammography accuracy from a repeatedly screened population.