Statistical Models Commons^™

Impact Of Fiscal Policy On Financial Inclusion And Development In Nigeria, Okwanya Innocent, Taiwo A. Olusegun, Aimua E. Peace

CBN Journal of Applied Statistics (JAS)

This paper examines the effect of fiscal policy on financial inclusion and development in Nigeria. The study employs the Autoregressive Distributed Lag (ARDL) model and impulse response function (IRF) to determine the extent and response of financial inclusion and development to fiscal policy changes in Nigeria. The study derives a financial inclusion index from three core indicators: access, usage and quality of financial services, while financial development is measured as the ratio of money supply to GDP (M2/GDP). The results show that government expenditure has a significant positive effect on financial inclusion and development, while tax revenue exerts a negative …

Reevaluating Texas Energy Market Forecasts In The Wake Of Recent Extreme Weather Events, Robert A. Derner, Richard W. Butler Ii, Alexandria Neff, Adam R. Ruthford

SMU Data Science Review

This paper provides updated forecasts of energy demand in Texas and recognizes the impact of sustainable energy. It is important that the forecasts of the adoption of sustainable energy are reexamined after Winter Storm Uri crippled the Texas power grid and left many without power. This storm highlighted the issues the Texas power grid had and has continued to struggle with in supplying the state with energy. This paper will offer an overview of the relevant literature on the adoption of sustainable energy and relevant events that have occurred in the state of Texas that will give the reader the …

Context Aware Music Recommendation And Playlist Generation, Elias Mann

SMU Journal of Undergraduate Research

There are many reasons people listen to music, and the type of music is largely determined by what the listener may be doing while they listen. For example, one may listen to one type of music while commuting, another while exercising, and yet another while relaxing. Without access to the physiological state of the user, current music recommendation methods rely on collaborative filtering - recommending music based on what other similar users listen to - and content based filtering - recommending songs based on their similarities to songs the user already prefers. With the rise in popularity of smart devices …

A Novel Correction For The Multivariate Ljung-Box Test, Minhao Huang

Computational and Data Sciences (PhD) Dissertations

This research introduces an analytical improvement to the Multivariate Ljung-Box test that addresses significant deviations of the original test from the nominal Type I error rates under almost all scenarios. Prior attempts to mitigate this issue have been directed at modification of the test statistics or correction of the test distribution to achieve precise results in finite samples. In previous studies, focused on designing corrections to the univariate Ljung-Box, a method that specifically adjusts the test rejection region has been the most successful of attaining the best Type I error rates. We adopt the same approach for the more complex, …

Comparing North American Professional Sports League Season Formats Using Monte Carlo Simulation, Lathan Gregg

Industrial Engineering Undergraduate Honors Theses

Each NFL, NBA, and MLB season consists of a regular season, in which teams play a set number of scheduled games and a playoff, in which qualifying teams compete for a championship. At the conclusion of each season, teams are ranked based on their performance throughout the season. This study aims to investigate the ability of each league's season format to accurately rank teams using Monte Carlo simulation. Matches between two teams are simulated by using the team’s assigned strength ranks to calculate a winning probability for each team. The winning probabilities are simulated with different skill values, dictating how …

Automatic Appraisals Of Houses, Sloan Scroggin

Graduate Theses and Dissertations

Multiple hedonic models and an automatic appraiser model were used to create a residential house’s estimated sales price. The goal is to use the limited data available to a REALTOR® to estimate the future sales price of a residential home without the aid of pictures of the property or viewing the physical property. The first model automates some of the actions of an appraiser by finding comparable sales based on proximity, based both on distance between houses and characteristics of the houses, and then calculating a weighted average price for an estimated sales price of future sales. If the model …

Advancement Of Iterative Optimization Technology Algorithms Toward Calibration-Free Process Analytical Technology Applications, Adam Rish

Electronic Theses and Dissertations

The expansion of spectroscopic process analytical technology (PAT) tools within the pharmaceutical industry has the potential to elevate the current state-of-the-art of pharmaceutical manufacturing by offering opportunities for reduced quality testing times, enhanced process control, and greater production flexibility. Spectroscopic PAT tools are dependent on multivariate models to extract the relevant information from the spectral outputs. However, there is a substantial calibration burden for developing and maintaining these multivariate models that discourages the application of PAT, despite the encouragement from regulators. This has led to an interest in calibration-free methods such as iterative optimization technology (IOT) for spectroscopic PAT that …

Examining Award Compliance To Inform Resource Allocation, Jacob Haarala

Data Science Undergraduate Honors Theses

This project focuses on JB Hunt Transport Inc's intermodal business unit (JBI) by focusing on the challenges associated with Published Pricing and Contractual Pricing. The primary issue revolves around the variance between the awarded freight volumes in Requests for Pricing (RFPs) and the actual volumes realized when the freight is shipped. This discrepancy poses challenges for effective sales planning, revenue goals, and optimal freight network management within JBI. Reporting tools, such as PowerBI, are currently used by JBI to provide insights into award compliance on a weekly basis. However, our goal with this project was to provide a deeper understanding …

Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger

Master's Theses

In this work, we study the use of modern portfolio theory in a cost-risk analysis of the Electric Reliability Council of Texas (ERCOT). Based upon the risk-return concepts of modern portfolio theory, we develop an n-asset minimization problem to create a risk-cost frontier of portfolios of technologies within the ERCOT electricity region. The levelized cost of electricity for each technology in the region is a step in evaluating the expected cost of the portfolio, and the historical data of cost factors estimate the variance of cost for each technology. In addition, there are several constraints in our minimization problem to …

Statistical Methodologies For Sequential Online Controlled Experiments, Yangyi Li

All Dissertations

Online controlled experiments, primarily used on digital platforms like websites or apps, involve varying certain variables while keeping others constant to determine their effects on specific outcomes. This method allows researchers to compare results with a control group, gaining reliable insights. These experiments have grown popular among companies for assessing product impacts and guiding decision-making.

This dissertation presents a group Sequential Probability Ratio Testing (group SPRT) algorithm optimized for online experiments to balance sample number and accuracy by minimizing expected costs. It contrasts group SPRT with traditional SPRT under normal distributions, revealing differences in test power, sample size, and cost …

Landslide Susceptibility And Tree Ring Eccentricity Analysis Along Unstable Slopes Of The New River Watershed, Anderson And Morgan Counties, Tn, Megan Palmer

Electronic Theses and Dissertations

Landslides are mass movements that affect infrastructure across East Tennessee, causing problems for the Tennessee Department of Transportation (TDOT). An assessment of conditions and locations of unstable slopes can aid TDOT in infrastructure management. Landslide susceptibility was evaluated for Anderson and Morgan counties, TN, off State Route 116 in the New River watershed. Susceptibility maps used a landslide inventory and six factors: elevation, slope, geology, distance from stream, rainfall, and curvature, input in forest-based classification and logistic regression models. Additionally, affected trees along these unstable slopes in Anderson and Morgan counties were cored to analyze mass movement impacts on tree …

Using The History Of Statistics To Teach Introductory Statistics, Melissa Hansen

All Graduate Reports and Creative Projects, Fall 2023 to Present

While often taught in high school and required as part of a college degree, statistics classes are sometimes viewed by students as an obstacle rather than a support for their overall goals. One way to increase student engagement in a statistics course is to use the history of statistics. Within the literature review, the advantages to using the history of statistics are discussed as well as the more extensive research on using the history of mathematics in mathematics courses. Included are instructional strategies for using the context around the development of mathematical ideas in math classrooms which can be extended …

Representation Learning For Generative Models With Applications To Healthcare, Astronautics, And Aviation, Van Minh Nguyen

Theses and Dissertations

This dissertation explores applications of representation learning and generative models to challenges in healthcare, astronautics, and aviation.

The first part investigates the use of Generative Adversarial Networks (GANs) to synthesize realistic electronic health record (EHR) data. An initial attempt at training a GAN on the MIMIC-IV dataset encountered stability and convergence issues, motivating a deeper study of 1-Lipschitz regularization techniques for Auxiliary Classifier GANs (AC-GANs). An extensive ablation study on the CIFAR-10 dataset found that Spectral Normalization is key for AC-GAN stability and performance, while Weight Clipping fails to converge without Spectral Normalization. Analysis of the training dynamics provided further …

A Manufacturing-To-Response Pathway For Manufacturing Optimization Of Carbon Fiber Reinforced Polymer Composite Structures, Madhura Limaye

All Dissertations

Over the past decade, there has been an increased adoption of thermoplastic and thermoset based continuous carbon fiber reinforced polymer (CFRP) composites for structural applications in several industries. Among the different manufacturing methods, thermoforming process for thermoplastic based continuous CFRP’s offer a major advantage in reducing cycle times for large scale productions. Similarly, out-of-autoclave curing process for thermoset based continuous CFRP’s using heated tooling enables production of large composite structures. However, these manufacturing processes can have a significant impact on the structural performance of parts by inducing undesirable effects. These effects include inhomogeneous fiber orientations, thickness variations, and residual stresses …

Efficient Fully Bayesian Approaches To Brain Activity Mapping With Complex-Valued Fmri Data: Analysis Of Real And Imaginary Components In A Cartesian Model And Extension To Magnitude And Phase In A Polar Model, Zhengxin Wang

All Dissertations

Functional magnetic resonance imaging (fMRI) plays a crucial role in neuroimaging, enabling the exploration of brain activity through complex-valued signals. Traditional fMRI analyses have largely focused on magnitude information, often overlooking the potential insights offered by phase data, and therefore, lead to underutilization of available data and flawed statistical assumptions. This dissertation proposes two efficient, fully Bayesian approaches for the analysis of complex-valued functional magnetic resonance imaging (cv-fMRI) time series.

Chapter 2 introduces the model, referred to as CV-sSGLMM, using the real and imaginary components of cv-fMRI data and sparse spatial generalized linear mixed model prior. This model extends the …

Deterministic Global 3d Fractal Cloud Model For Synthetic Scene Generation, Aaron M. Schinder, Shannon R. Young, Bryan J. Steward, Michael L. Dexter, Andrew Kondrath, Stephen Hinton, Ricardo Davila

Faculty Publications

This paper describes the creation of a fast, deterministic, 3D fractal cloud renderer for the AFIT Sensor and Scene Emulation Tool (ASSET). The renderer generates 3D clouds by ray marching through a volume and sampling the level-set of a fractal function. The fractal function is distorted by a displacement map, which is generated using horizontal wind data from a Global Forecast System (GFS) weather file. The vertical windspeed and relative humidity are used to mask the creation of clouds to match realistic large-scale weather patterns over the Earth. Small-scale detail is provided by the fractal functions which are tuned to …

Code For Care: Hypertension Prediction In Women Aged 18-39 Years, Kruti Sheth

Electronic Theses, Projects, and Dissertations

The longstanding prevalence of hypertension, often undiagnosed, poses significant risks of severe chronic and cardiovascular complications if left untreated. This study investigated the causes and underlying risks of hypertension in females aged between 18-39 years. The research questions were: (Q1.) What factors affect the occurrence of hypertension in females aged 18-39 years? (Q2.) What machine learning algorithms are suited for effectively predicting hypertension? (Q3.) How can SHAP values be leveraged to analyze the factors from model outputs? The findings are: (Q1.) Performing Feature selection using binary classification Logistic regression algorithm reveals an array of 30 most influential factors at an …

Uconn Baseball Reliever Lane Optimization Tool, Jason Bartholomew

Honors Scholar Theses

The building of a tool to be utilized by UConn’s Division I baseball team that will generate a game plan for when different relievers should be used against different parts of the opponent’s lineup to achieve the lowest total expected value of runs allowed for the remainder of the game based on game situations and matchup probabilities. The tool will also examine and determine situations that may be vital enough to the outcome of the game to bring in a better reliever normally saved for later in the game.

Evaluating The Effect Of Skipping Ticagrelor Doses And Need For Bolus Doses Upon Treatment Resumption Through Population Pk/Pd Simulation, Hiroyoshi Matsui, Le Thien Truc Pham, Eyob D. Adane

ONU Student Research Colloquium

Ticagrelor (Brilinta (R)) is the first reversibly binding oral P2Y12 receptor antagonist. It is used, mostly in combination with aspirin, in patients with acute coronary syndromes to reduce thrombosis. The manufacturer of ticagrelor recommends discontinuing it at least 5 days before any surgery when possible. While the effect of dose interruptions on the risk of thrombosis is not directly studied, it is important to understand the impact of skipping doses on ticagrelor's PK/PD profile for clinical-decision making. The objectives of the current study were to simulate the impact of therapy interruption on the PK/PD of ticagrelor and examine the need …

Mathematically Rigorous Deep Learning Paradigms For Data-Driven Scientific Modeling, Owen Nicholas Davis

Mathematics & Statistics ETDs

This dissertation explores the crucial role of data-driven modeling in science and engineering, with a focus on developing surrogate models to accelerate large-scale computational tasks, aiding in both outer-loop functions like uncertainty quantification and expensive inner-loop tasks within broader computational frameworks. Challenges arise with increased problem dimension and sparse, noisy training data, particularly significant when constructing surrogates for very expensive computational models where acquiring sufficient high-fidelity training data is unfeasible. In such scenarios, training surrogates from an ensemble of multifidelity information sources of varying accuracy and cost becomes essential. We emphasize neural network-based modeling paradigms, which are flexible in integrating …

Research On Chinese Data Sovereignty Policy Based On Lda Model And Policy Instruments, Han Qiao, Junru Xu

Bulletin of Chinese Academy of Sciences (Chinese Version)

Data sovereignty has become an important component of national sovereignty in the dual context of the digital economy development and the overall national security concept. Major countries and regions are actively carrying out data sovereignty strategic deployment and engaging in fierce competition in data resources, data technology, and data rules. This work adopts the policy text analysis method to study China’s data sovereignty policy, and employs the LDA model and policy instruments to quantitatively analyze the process evolution and thematic characteristics of China’s data sovereignty policy. Drawing on these findings, this study comprehensively considers the global data sovereignty policy and …

Assessment Of Method Effects Of Keying And Wording In Instruments: A Mixed-Methods Explanatory Sequential Study, Lin Ma

Electronic Theses and Dissertations

This dissertation presents an innovative approach to examining the keying method, wording method, and construct validity on psychometric instruments. By employing a mixed methods explanatory sequential design, the effects of keying and wording in two psychometric assessments were examined and validated. Those two self-report psychometric assessments were the Effortful Control assessment (Ellis & Rothbart, 2001) and the Grit assessment (Duckworth & Quinn, 2009). Moreover, the quantitative phase utilized structural equation modeling to analyze 2,104 students’ responses and assess the construct of keying and wording. Various hypothetical models were investigated and evaluated. The reliability of each construct in each method was …

An Analysis Of China’S Perceived Geographic Locations Of Interest By Use Of Value Informed Facility Location Models, Layton C. Hedge

Theses and Dissertations

This research examines China and derives insights specific to it and the First Island Chain and the Second Island Chain. In doing so, this research demonstrates a methodology to examine other competitors and their geostrategic interests. In the first phase of analysis, it develops a value hierarchy to depict objectives within subregions of the area of interest and considers four alternative weightings of the value hierarchy. In the second phase of analysis, it applies four location-covering models to assess how the competitor would emplace a range of limited resources to deter and/or control points of interest. Results indicate that land-based …

Predicting Crop Yield Using Remote Sensing Data, Mary Row, Jung-Han Kimn, Hossein Moradi

SDSU Data Science Symposium

Accurate crop yield predictions can help farmers make adjustments or changes in their farming practices to optimize their harvest. Remote sensing data is an inexpensive approach to collecting massive amounts of data that could be utilized for predicting crop yield. This study employed linear regression and spatial linear models were used to predict soybean yield with data from Landsat 8 OLI. Each model was built using only spectral bands of the satellite, only vegetation indices, and both spectral bands and vegetation indices. All analysis was based on data collected from two fields in South Dakota from the 2019 and 2021 …

Session 6: The Size-Biased Lognormal Mixture With The Entropy Regularized Algorithm, Tatjana Miljkovic, Taehan Bae

SDSU Data Science Symposium

A size-biased left-truncated Lognormal (SB-ltLN) mixture is proposed as a robust alternative to the Erlang mixture for modeling left-truncated insurance losses with a heavy tail. The weak denseness property of the weighted Lognormal mixture is studied along with the tail behavior. Explicit analytical solutions are derived for moments and Tail Value at Risk based on the proposed model. An extension of the regularized expectation–maximization (REM) algorithm with Shannon's entropy weights (ewREM) is introduced for parameter estimation and variability assessment. The left-truncated internal fraud data set from the Operational Riskdata eXchange is used to illustrate applications of the proposed model. Finally, …

Modeling Of Covid-19 Clinical Outcomes In Mexico: An Analysis Of Demographic, Clinical, And Chronic Disease Factors, Livia Clarete

Dissertations, Theses, and Capstone Projects

This study explores COVID-19 clinical outcomes in Mexico, focusing on demographic, clinical, and chronic disease variables to develop predictive models. In the binary classification task, the Ada Boost Classifier distinguishes survivors from non-survivors, with age, sex, ethnicity, and chronic medical conditions influencing outcomes. In multiclass classification, the Gradient Boosting Classifier categorizes patients into outcome groups.

Demographic variables, especially age, are crucial for predicting COVID-19 outcomes for both the binary and multiclass classification tasks. Clinical information about previous conditions, including chronic diseases, also holds relevance, especially diabetes, immunocompromise, and cardiovascular diseases. These insights inform public health measures and healthcare strategies, emphasizing …

Making Sense Of Making Parole In New York, Alexandra Mcglinchy

Dissertations, Theses, and Capstone Projects

For many individuals incarcerated in New York, the initial step toward freedom begins with an interview with the Board of Parole. This process, however, is frequently a complex and challenging one, characterized by repeated denials and extended incarcerations. The disparity in outcomes – where one individual may receive over 20 denials and another is granted parole on their first attempt – highlights the ambiguity and inconsistency in the parole decision-making process. This project aims to clarify the factors that influence parole decisions by concentrating on measurable variables. These include age, race, duration of sentence served, proportion of sentence served, type …

Sparse Bayesian Variable Selection In High‐Dimensional Logistic Regression Models With Correlated Priors, Zhuanzhuan Ma, Zifei Han, Souparno Ghosh, Liucang Wu, Min Wang

School of Mathematical & Statistical Sciences Faculty Publications

In this paper, we propose a sparse Bayesian procedure with global and local(GL) shrinkage priors for the problems of variable selection and classification in high-dimensional logistic regression models. In particular, we consider two types of GL shrinkage priors for the regression coefficients, the horseshoe (HS)prior and the normal-gamma (NG) prior, and then specify a correlated prior for the binary vector to distinguish models with the same size. The GL priors are then combined with mixture representations of logistic distribution to construct a hierarchical Bayes model that allows efficient implementation of a Markov chain Monte Carlo (MCMC) to generate samples from …

Model Selection Through Cross-Validation For Supervised Learning Tasks With Manifold Data, Derek Brown

The Journal of Purdue Undergraduate Research

No abstract provided.

Sensitivity Analysis Of Prior Distributions In Regression Model Estimation, Ayoade I Adewole, Oluwatoyin K. Bodunwa

Al-Bahir

Bayesian inferences depend solely on specification and accuracy of likelihoods and prior distributions of the observed data. The research delved into Bayesian estimation method of regression models to reduce the impact of some of the problems, posed by convectional method of estimating regression models, such as handling complex models, availability of small sample sizes and inclusion of background information in the estimation procedure. Posterior distributions are based on prior distributions and the data accuracy, which is the fundamental principles of Bayesian statistics to produce accurate final model estimates. Sensitivity analysis is an essential part of mathematical model validation in obtaining …