Statistics and Probability Commons^™

Interpretable Sample Uncertainty Measures For Ranked-Choice Election Polls, Jason Liang

CMC Senior Theses

Polling results from traditional single-choice plurality elections are readily interpretable. Simple frequentist population parameters are estimated, including each candidate’s total support and the size of the front runner's lead. If the point estimate for the size of the front runner's lead exceeds the margin of error of the lead, we can conclude that the poll shows a statistically significant front runner. However, the interpretability of these population statistics disappears when applied to ranked-choice voting elections. Because ballots rank multiple candidates and candidates are eliminated in rounds, simple population-wide parameters are not well-defined. In RCV elections, a candidate’s ability to win …

Enhancing Team Science By Training Collaborative Biostatisticians To Have A Strong Statistical Voice, Gina-Maria Pomann, Steven C. Grambow, Marissa C. Ashner, Bibhas Chakraborty, Nan Liu, Megan L. Neely, Sarah Peskoe, Lacey Rende, Emily Slade, Tracy Truong, Lexie Zidanyue Yang, Greg P. Samsa, Jesse D. Troy

Biostatistics Faculty Publications

Strong statistical voice is defined as the ability to advocate and negotiate for good and ethical statistical practices, including integrating and resolving differing scientific approaches. This skill is crucial for biostatisticians who work on biomedical research teams, as it ensures the integrity and accuracy of statistical analyses and fosters productive collaborations with non-statisticians. Despite its importance, new graduates often lack targeted training opportunities. This manuscript presents a scalable training approach through the development of online videos. Preliminary didactic materials focused on two key applications: providing written comments on manuscripts and engaging in study design discussions. To evaluate this training approach, …

An Ensemble Classifier For Ordinal Outcomes In High-Dimensional Genomics Data, Heranga K. Rathnasekara, Sinjini Sikdar

Mathematics & Statistics Faculty Publications

Analysis of genomics data for predicting disease outcomes is a fast-growing field in medical research. There often exist categorical, specifically, ordinal outcomes that need to be predicted based on genomic profiles. This has led to recent development of some high-dimensional ordinal classification methods that can address the large dimensionality of the genomic covariate set. These high-dimensional ordinal models tend to vary widely in their performance depending on the data they are applied to and the evaluation criteria used. In this article, we outline an ensemble ordinal classifier that integrates different ordinal modeling approaches through bootstrap-based model evaluation, multi-metric performance assessment, …

Investigating The Connection Between Als Through The Mutation R522s In The Rna Binding Protein, Dennia Estrella-Vargas, Lydia Uptain

Mathematics

Amyotrophic lateral sclerosis (ALS) is a fatal disease that causes the deterioration of motor neurons , death is usually due to respiratory paralysis. The variant R522S was chosen because it is near a hot spot of pathogenic variants. It is an arginine-to-serine swap, this swap is present in pathogenic variants near the 522 position, such as R514S, R521S, R524S. Recent evidence suggests that arginine-deficiency can influence disease progression.

Using Camera-Based Unmarked Spatial Capture-Recapture Modeling To Estimate Reintroduced Elk (Cervus Canadensis) Population Parameters And Distribution In Southeastern Kentucky, Claire Marie Muia

Theses and Dissertations--Forestry and Natural Resources

Estimation of population parameters is important for wildlife management decisions. Elk reintroduced to southeastern Kentucky experienced early irruptive population growth and are currently monitored using a statewide harvest-based statistical population reconstruction model (SPR) across the Kentucky Elk Restoration Zone (KERZ). Because the SPR model is spatially coarse and difficult to scale to the smaller management units comprising the KERZ, we conducted a spatially explicit capture-recapture study using a clustered camera-trapping array deployed for 10 weeks from June–August 2024 to estimate elk population parameters within Management Unit 4. Due to a lack of resights of GPS-marked elk, population parameters were estimated …

Volatility Modeling With An Application To Risk Parity Portfolios, Kenneth Hou

CMC Senior Theses

This thesis studies volatility modeling in the context of risk parity portfolio construction. I compare three risk parity portfolios that differ only in their underlying volatility model: a historical covariance baseline, a Bayesian stochastic volatility model, and a GRU–GARCH hybrid neural network. Using daily returns on Kenneth French’s five industry portfolios from January 2016 through December 2025, I construct monthly rebalanced portfolios under each model, with the SV and GRU forecasts embedded in hybrid covariance matrices that combine forecasted volatilities with rolling historical correlations. The results document a divergence between forecast accuracy and portfolio performance: the SV model is the …

Rank Rebalancing In Commodity And Foreign Exchange Markets, Prateek D. Vyas

CMC Senior Theses

This thesis empirically tests the rank-rebalancing mechanism of Stochastic Portfolio Theory (SPT) across commodity futures, foreign exchange futures, and equity ETFs. The Reverse Price-Weighted strategy (RPW) assigns, to each asset, the market weight of the asset at the opposite price rank, and generates an annualized excess return of 2.90% over the price-weighted (MKT) commodity benchmark, during the period of November 1977 to October 2025 (HAC t = 2.058, p = 0.040). The differential Sharpe ratio (dSharpe) of 0.245 is confirmed by a stationary block bootstrap, with a 𝑝-value of 0.015, and factor regressions controlling for carry, momentum, and value yield …

Body Mass Index Has No Impact On Complications And Mortality For Patients With Stage Iv Pancreatic Ductal Adenocarcinoma, Ren Bryant, Hannah Darnell, Megan Hall, Kelsey N. Karnik, Kristen J. Mcquerry, Ruben R. Plentz

Biostatistics Faculty Publications

Background: Pancreatic ductal adenocarcinoma (PDAC) is one of the leading causes of United States (USA) cancer death. Overweight and obesity developing into a growing global medical and socio-economic problem, affecting approximately 42% of adults in the USA population. The aim of our analysis was to evaluate the influence of overweight and obesity on complications and clinical outcome in patients with stage IV PDAC.

Methods: We retrospectively reviewed electronic health records of patients diagnosed with stage IV PDAC (n=162) who followed with the University of Kentucky from January 2017–October 2024. Comparisons were based on the body mass index (BMI): low BMI …

The Excess Path Length Distribution: A Stochastic Model For Sample-Based Path Planners, Chaz B. Cornwall

Dissertations, Master's Theses and Master's Reports

Through random sampling, sample-based path planners enable autonomous agents to quickly find paths without human intervention. However, due to the paths' randomness, sample-based path planners currently require additional verification, partially nullifying agents' ability to act autonomously. I set out to characterize this uncertainty so humans know what to expect from these path planners and know how to alter the path planner to desired specifications. To ensure the results are theoretical as well as practical, I first create a stochastic model of path length uncertainty using the trade-off between sampling time and optimality. By leveraging this model, my proposed algorithm reduces …

Computational And Ai Frameworks For Identifying Key Regulatory Genes And Their Target Genes In Plants And Humans, Md Khairul Islam

Dissertations, Master's Theses and Master's Reports

This dissertation presents computational and AI-driven frameworks for identifying key regulatory genes and their downstream targets across plant and human biological systems. Three studies address distinct challenges in genomic regulation using advanced machine learning and bioinformatics approaches.

The first study introduces DyGAF (Dynamic Gene Attention Focus), a dual-attention transformer framework that identifies and ranks disease-relevant biomarker genes by simultaneously modeling independent molecular responses and interdependent regulatory network behavior. Two attention models provide complementary perspectives on gene importance and are fused through a novel combination metric. Applied to COVID-19 nasopharyngeal swab profiles, the attention-weighted representations achieved 94.23% classification accuracy, high sensitivity, …

Bayesian Analysis Of Nominal Outcomes With Missing Values Using Multinomial And Multivariate Multinomial Probit Models, Suwash Silwal

Dissertations, Master's Theses and Master's Reports

Nominal outcomes frequently arise in health sciences, transportation, economics, market research, and related fields. These data often contain missing values, while longitudinal and panel studies generate multiple correlated nominal responses. Bayesian estimation of multinomial probit (MNP) and multivariate multinomial probit (MMNP) models provides a flexible framework for analyzing such data but remains computationally challenging due to high-dimensional likelihood integration, restrictive covariance identification constraints, and poor mixing of Markov chain Monte Carlo (MCMC) algorithms, particularly in the presence of missing data. This dissertation develops parameter-expanded data augmentation (PX-DA) methods for MNP and MMNP models with missing nominal outcomes by incorporating parameter …

Using Automotive Lidar To Reduce The Energy Consumption Of An Ego Autonomous Vehicle, Logan P. Schexnaydre

Dissertations, Master's Theses and Master's Reports

There is significant potential to reduce the energy consumption of the transportation sector through autonomous vehicles. Prior work on autonomous vehicle energy efficiency focuses on the whole system or the control subsystem. Yet, the sensing and processing components, which have direct and indirect effects on net energy use, are less explored. This dissertation fills this gap by modeling and evaluating these effects for lidar sensors, which provide high-resolution spatial data at the cost of high power and processing demands. I apply lidar to the energy-saving tasks of automated vehicle following and road surface profiling. For automated vehicle following, I model …

Beyond The Lace Index: Benchmarking Machine Learning Architectures And Explaining 30-Day Hospital Readmission Risk With Shap Analysis, Carl E. Hughes Iii

Williams Honors College, Honors Research Projects

Unplanned 30-day hospital readmission remains a fundamental challenge in US healthcare, associated with increased risk to patient recovery and representing an estimated $52.4 billion in annual expenses (Beauvais et al., 2022). While the rigorously validated LACE index serves as the clinical standard for readmission modeling, its linear structure and four explanatory variables lack the complexity to capture the high-dimensional and interactive nature of patient risk. This study utilizes an admission granularity level cohort of the MIMIC-IV database to develop and compare machine learning architectures against the baseline LACE index. Due to the imbalanced prevalence of readmission, the penalized logistic regression, …

Modeling Housing Prices: Which Features Matter Most?, Alex Ruvolo

Williams Honors College, Honors Research Projects

This paper attempts to find the biggest factors and traits that influence the cost of housing. This will include the lot size, type of street, utilities, neighborhood, year built, heating, electrical, yard size, number of different rooms, age, condition, and others. I will attempt to answer the question of whether the prices of houses have changed within the last 5 to 10 years, and obviously this is an easy question to answer. However, the bigger question beyond this is are the main factors affecting housing prices all important in explaining this relationship? Is one factor more important than the rest …

Multivariate Quantile Autoregression-Mixed Data Sampling (Mvqar-Midas) Modeling Of Cost Of Living And Supply Chain Dynamics In Canada., Patrick Gbolonyo

Theses and Dissertations (Comprehensive)

In recent years, the rising cost of living as a result of persistent inflationary pressures, disruptions in the global supply chains, and changes in the macroeconomic landscape has become a critical topic of discussion. To address this, we move beyond a mean-based framework and employ a quantile regression approach. This allows the persistence of each series and the transmis- sion of shocks between the Consumer Price Index (CPI) (the total CPI which is a percentage change over the past 12 months), the Interest Rate (IR)(the target for the overnight rate), the New Housing Price Index (NHPI), and high-frequency supply chain …

Modeling Rank Distribution And The Relative Importance Factor Index In Discrete Power-Law Models: Application To Social Resilience Using The Scopus Database, Brian Llinas, Jose Padilla, Humberto Llinas, Erika Frydenlund, Katherine Palacio

VMASC Publications

Prior research on power-law distributions has primarily focused on modeling frequency patterns, with less attention given to rank distributions and how ranked positions reflect relative importance among elements. In discrete power-law distributions, frequency-based metrics often provide limited discrimination in the tail, where elements may exhibit similar counts but differ in relative dominance. These patterns are especially evident, for instance, in academic publishing, where keywords, affiliations, and citations commonly exhibit power-law behavior. To address this limitation, we introduce the Relative Importance Factor (RIF) Index, a statistical measure derived from the estimated discrete power-law rank distribution rather than an additional independent parameter. …

Equilibrium Stability Under Nuclear Confrontation, Martin Bohner, A. A. Martynyuk

Mathematics and Statistics Faculty Research & Creative Works

This article proposes and analyzes mathematical models of confrontation between two and n countries, including countries with nuclear weapons. The proposed models are based on a generalization of Richardson's well-known mathematical model of the arms race. Namely, the factor of hostility is filled with expanded content, including public opinion and the armed forces of the opposing countries. Qualitative analysis of confrontation models is carried out by the method of Lyapunov functions and by applying nonlinear integral inequalities. As a result of the analysis, the conditions for the stability of the equilibrium state of the opposing countries are established, and the …

Threshold Asymmetric Conditional Autoregressive Range (Tacarr) Model, Isuru Ratnayake, V. A. Samaranayake

Mathematics and Statistics Faculty Research & Creative Works

This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed to vary across regimes. A self-adjusting threshold component, determined by past values of the series, is used to identify the prevailing market regime. In this way, the model is able to capture asymmetric and heteroscedastic volatility behavior in financial markets. The TACARR model is designed to address several limitations of existing price range models, including …

A Variance Decomposition Approach To Inconclusives In Forensic Black Box Studies, Amanda Luby, Joseph B. Kadane

Mathematics and Statistics Faculty Work

In the USA, ‘black box’ studies are increasingly being used to estimate the error rate of forensic disciplines. A sample of forensic examiner participants is asked to evaluate a set of items whose source is known to the researchers but not to the participants. Participants are asked to make a source determination (typically an identification, exclusion, or some kind of inconclusive). We study inconclusives in two black box studies, one on fingerprints and one on bullets. Rather than treating all inconclusive responses as functionally correct (as is the practice in reported error rates in the two studies we address), irrelevant …

Performance Of Numerical Methods Applied To The Black–Scholes Model, Scott Cameron Williams

UNF Graduate Theses and Dissertations

We compare five numerical approaches for approximating solutions to the Black–Scholes partial differential equation for pricing European call options: FTCS, BTCS, Crank– Nicolson, Monte Carlo simulation, and a physics–informed neural network (PINN). These methods span finite difference techniques, probabilistic simulation, and machine learning. Performance is evaluated based on computational efficiency and accuracy relative to the analytical Black–Scholes solution.

Among the methods, Crank–Nicolson and the PINN demonstrated the strongest overall performance. Crank–Nicolson achieved the highest accuracy but exhibited increased runtime as the number of underlying stock price grid points grew. In contrast, the PINN produced slightly less accurate results but with …