Statistics and Probability Commons^™

General Stochastic Integral And Itô Formula With Application To Stochastic Differential Equations And Mathematical Finance, Jiayu Zhai

LSU Doctoral Dissertations

A general stochastic integration theory for adapted and instantly independent stochastic processes arises when we consider anticipative stochastic differential equations. In Part I of this thesis, we conduct a deeper research on the general stochastic integral introduced by W. Ayed and H.-H. Kuo in 2008. We provide a rigorous mathematical framework for the integral in Chapter 2, and prove that the integral is well-defined. Then a general Itô formula is given. In Chapter 3, we present an intrinsic property, near-martingale property, of the general stochastic integral, and Doob-Meyer's decomposition for near-submartigales. We apply the new stochastic integration theory to several …

The Impact Of Changing Requirements, James C. Ellis

Theses and Dissertations

The fundamental purpose of an Engineering Change Proposal (ECP) is to change the requirements of a contract. To build in flexibility, the acquisition practice is to estimate a dollar value to hold in reserve after the contract is awarded. There appears to be no empirical-based method for estimating this ECP withhold in the literature. Using the Cost Assessment Data Enterprise (CADE) database, 533 contracts were randomly selected to build two regression models: one to predict the likelihood of a contract experiencing an ECP, and the other to determine the expected median percent increase in baseline contract cost if an ECP …

Satellite Communications In The V And W Band: Tropospheric Effects, Bertus A. Shelters

Theses and Dissertations

An investigation into the use of Weather Cubes compiled by the atmospheric characterization package, Laser Environmental Effects Definition and Reference (LEEDR), to develop accurate, long-term attenuation statistics for link-budget analysis is presented. A Weather Cube is a three-dimensional mesh of numerical weather prediction (NWP) data plus LEEDR calculations that allows for the quantification of rain, cloud, aerosol, and molecular effects at any UV to RF wavelength on any path contained within the cube. The development of this methodology is motivated by the potential use of V (40-75 GHz) and W (75-110 GHz) band frequencies for the satellite communication application, as …

Analysis Of A Voting Method For Ranking Network Centrality Measures On A Node-Aligned Multiplex Network, Kyle S. Wilkinson

Theses and Dissertations

Identifying relevant actors using information gleaned from multiple networks is a key goal within the context of human aspects of military operations. The application of a voting theory methodology for determining nodes of critical importance—in ranked order of importance—for a node-aligned multiplex network is demonstrated. Both statistical and qualitative analyses on the differences of ranking outcomes under this methodology is provided. As a corollary, a multilayer network reduction algorithm is investigated within the context of the proposed ranking methodology. The application of the methodology detailed in this thesis will allow meaningful rankings of relevant actors to be produced on a …

Characterization Of Ambient Noise, Rachel C. Ramirez

Theses and Dissertations

An Air Force sponsor is interested in improving an acoustic detection model by providing better estimates on how to characterize the background noise of various environments. This would inform decision makers on the probability of acoustic detection of different systems of interest given different levels of noise. Data mining and statistical learning techniques are applied to a National Park Service acoustic summary data set to find overall trends over varying environments. Linear regression, conditional inference trees, and random forest techniques are discussed. Findings indicate only sixteen geospatial variables at different resolutions are necessary to characterize the first ten ⅓ octave …

Modeling Multimodal Failure Effects Of Complex Systems Using Polyweibull Distribution, Daniel A. Timme

Theses and Dissertations

The Department of Defense (DoD) enlists multiple complex systems across each of their departments. Between the aging systems going through an overhaul and emerging new systems, quality assurance to complete the mission and secure the nation‘s objectives is an absolute necessity. The U.S. Air Force‘s increased interest in Remotely Piloted Aircraft (RPA) and the Space Warfighting domain are current examples of complex systems that must maintain high reliability and sustainability in order to complete missions moving forward. DoD systems continue to grow in complexity with an increasing number of components and parts in more complex arrangements. Bathtub-shaped hazard functions arise …

Looking Past The Spark To Find The Fuel Of The Arab Spring Fire, Luke M. Brantley

Theses and Dissertations

The field of statistical conflict prediction addresses region-wide analysis in eras of stable conflict and peace. This study improves upon those prediction rates in times of volatile conflict and peace seen during the Arab Spring of 2011 to 2015. During this time, higher rates of conflict transition in certain Middle Eastern and North African countries occurred than normally observed in previous studies. Due to the fact that previous prediction models decrease in accuracy during times of volatile conflict transition and since the proper strategy for handling the Arab Spring has been highly debated, this study considers alterations to previous studies …

Optimal Latin Hypercube Designs For Computer Experiments Based On Multiple Objectives, Ruizhe Hou

USF Tampa Graduate Theses and Dissertations

Latin hypercube designs (LHDs) have broad applications in constructing computer experiments and sampling for Monte-Carlo integration due to its nice property of having projections evenly distributed on the univariate distribution of each input variable. The LHDs have been combined with some commonly used computer experimental design criteria to achieve enhanced design performance. For example, the Maximin-LHDs were developed to improve its space-filling property in the full dimension of all input variables. The MaxPro-LHDs were proposed in recent years to obtain nicer projections in any subspace of input variables. This thesis integrates both space-filling and projection characteristics for LHDs and develops …

Dietary Inflammatory Index And Type 2 Diabetes Mellitus In Adults: The Diabetes Mellitus Survey Of Mexico City, Edgar Denova-Gutiérrez, Paloma Muñoz-Aguirre, Nitin Shivappa, James R. Hébert, Lizbeth Tolentino-Mayo, Carolina Batis, Simón Barquera

Faculty Publications

Diet and inflammation are both associated with type 2 diabetes mellitus (T2DM). In the present study, we aimed to assess the relation between the dietary inflammatory index (DII) and the presence of T2DM in Mexican adults participating in the Diabetes Mellitus Survey administered in Mexico City (DMS-MC). The study involved 1174 subjects (48.5% men) between 20–69 years of age. A validated semi-quantitative food frequency questionnaire was employed to evaluate dietary intake and to compute DII. The DII is based on scientific evidence about the association between dietary compounds and six established inflammatory biomarkers. Multivariate logistic regression models were used to …

Default Priors For The Intercept Parameter In Logistic Regressions, Philip S. Boonstra, Ryan P. Barbaro, Ananda Sen

The University of Michigan Department of Biostatistics Working Paper Series

In logistic regression, separation refers to the situation in which a linear combination of predictors perfectly discriminates the binary outcome. Because finite-valued maximum likelihood parameter estimates do not exist under separation, Bayesian regressions with informative shrinkage of the regression coefficients offer a suitable alternative. Little focus has been given on whether and how to shrink the intercept parameter. Based upon classical studies of separation, we argue that efficiency in estimating regression coefficients may vary with the intercept prior. We adapt alternative prior distributions for the intercept that downweight implausibly extreme regions of the parameter space rendering less sensitivity to separation. …

Perceived Access And Barriers To Care Among Illicit Drug Users And Hazardous Drinkers: Findings From The Seek, Test, Treat, And Retain Data Harmonization Initiative (Sttr)., Mika Matsuzaki, Quan M Vu, Marya Gwadz, Joseph A C Delaney, Irene Kuo, Maria Esther Perez Trejo, William E Cunningham, Chinazo O Cunningham, Katerina Christopoulos

Epidemiology Faculty Publications

BACKGROUND: Illicit drug use (DU) and hazardous drinking (HD) among marginalized populations may be associated with greater barriers to care.

METHODS: We used baseline data on the participants of the Seek, Test, Treat, and Retain data harmonization initiative. DU includes use of any illicit drugs within the past 6 months. HD was defined as scores ≥8 for men and ≥ 7 for women on Alcohol Use Disorders Identification Test within the past 12 months. Social support scores were assigned by summing scores from individual questions related to social support. Two outcomes for multivariable regression models and mediation analysis were perceived …

Tinnitus And Dysfunctional Interactions Between Distributed Resting State Networks, Sivayini Kandeepan

Western Research Forum

It is known that peripheral lesions in the cochlea or the auditory nerve produce dysfunctional input to central auditory structures and induce changes in the auditory system causing tinnitus. Recently, it has been proposed that the unified percept of tinnitus could be considered as an emergent property of multiple overlapping dynamic brain networks, each encoding a specific tinnitus characteristic.

The aim of our study was to investigate the neuronal activation patterns associated with specific clinical tinnitus characteristics using fMRI. We hypothesize that tinnitus clinical characteristics could be associated with specific resting-state activity and connectivity patterns and that this could be …

Defining Care Patterns And Outcomes Among Persons Living With Hiv In Washington, Dc: Linkage Of Clinical Cohort And Surveillance Data., Amanda D Castel, Arpi Terzian, Jenevieve Opoku, Lindsey Powers Happ, Naji Younes, Michael Kharfen, Alan Greenberg, Dc Cohort Executive Committee

Epidemiology Faculty Publications

BACKGROUND: Triangulation of data from multiple sources such as clinical cohort and surveillance data can help improve our ability to describe care patterns, service utilization, comorbidities, and ultimately measure and monitor clinical outcomes among persons living with HIV infection.

OBJECTIVES: The objective of this study was to determine whether linkage of clinical cohort data and routinely collected HIV surveillance data would enhance the completeness and accuracy of each database and improve the understanding of care patterns and clinical outcomes.

METHODS: We linked data from the District of Columbia (DC) Cohort, a large HIV observational clinical cohort, with Washington, DC, Department …

Biomarker And Clinical Trial Design Support For Disease-Modifying Therapies: Report Of A Survey Of The Eu/Us: Alzheimer's Disease Task Force, Jeffrey Cummings, Nick Fox, Bruno Vellas, Paul Aisen, Guogen Shan

Environmental & Global Health Faculty Research

BACKGROUND: Disease-modifying therapies are urgently needed for the treatment of Alzheimer’s disease (AD). The European Union/United States (EU/US) Task Force represents a broad range of stakeholders including biopharma industry personnel, academicians, and regulatory authorities. OBJECTIVES: The EU/US Task Force represents a community of knowledgeable individuals who can inform views of evidence supporting disease modification and the development of disease-modifying therapies (DMTs). We queried their attitudes toward clinical trial design and biomarkers in support of DMTs. DESIGN/SETTING/PARTICIANTS: A survey of members of the EU/US Alzheimer’s Disease Task Force was conducted. Ninety-three members (87%) responded. The details were analyzed to understand what …

Incorporating Historical Models With Adaptive Bayesian Updates, Philip S. Boonstra, Ryan P. Barbaro

The University of Michigan Department of Biostatistics Working Paper Series

This paper considers Bayesian approaches for incorporating information from a historical model into a current analysis when the historical model includes only a subset of covariates currently of interest. The statistical challenge is two-fold. First, the parameters in the nested historical model are not generally equal to their counterparts in the larger current model, neither in value nor interpretation. Second, because the historical information will not be equally informative for all parameters in the current analysis, additional regularization may be required beyond that provided by the historical information. We propose several novel extensions of the so-called power prior that adaptively …

Essentials Of Structural Equation Modeling, Mustafa Emre Civelek

Zea E-Books Collection

Structural Equation Modeling is a statistical method increasingly used in scientific studies in the fields of Social Sciences. It is currently a preferred analysis method, especially in doctoral dissertations and academic researches. However, since many universities do not include this method in the curriculum of undergraduate and graduate courses, students and scholars try to solve the problems they encounter by using various books and internet resources.

This book aims to guide the researcher who wants to use this method in a way that is free from math expressions. It teaches the steps of a research program using structured equality modeling …

Building A Better Risk Prevention Model, Steven Hornyak

National Youth Advocacy & Resilience Conference

This presentation chronicles the work of Houston County Schools in developing a risk prevention model built on more than ten years of longitudinal student data. In its second year of implementation, Houston At-Risk Profiles (HARP), has proven effective in identifying those students most in need of support and linking them to interventions and supports that lead to improved outcomes and significantly reduces the risk of failure.

A Comparison Of Machine Learning Techniques For Taxonomic Classification Of Teeth From The Family Bovidae, Gregory J. Matthews, Juliet K. Brophy, Maxwell Luetkemeier, Hongie Gu, George K. Thiruvathukal

Mathematics and Statistics: Faculty Publications and Other Works

This study explores the performance of machine learning algorithms on the classification of fossil teeth in the Family Bovidae. Isolated bovid teeth are typically the most common fossils found in southern Africa and they often constitute the basis for paleoenvironmental reconstructions. Taxonomic identification of fossil bovid teeth, however, is often imprecise and subjective. Using modern teeth with known taxons, machine learning algorithms can be trained to classify fossils. Previous work by Brophy et al. [Quantitative morphological analysis of bovid teeth and implications for paleoenvironmental reconstruction of plovers lake, Gauteng Province, South Africa, J. Archaeol. Sci. 41 (2014), pp. …

They're Only Nuclear Weapons: An Exploratory Analysis Of Safety Climate Within The Nuclear Enterprise, Brandon M. Clements

Theses and Dissertations

By possessing nuclear weapons, the United States Air Force is inherently exposed to extreme safety concerns. With multiple setbacks in recent years (e.g., unauthorized transport of nuclear weapons, cheating scandals, and career dissatisfaction), some have begun to wonder how safe the nuclear enterprise truly is. Building upon the concept of safety climate, this study explores safety climate constructs and trends associated with current nuclear maintenance safety climate survey data.

Forecasting Country Conflict Within Modified Combatant Command Regions Using Statistical Learning Methods, Sarah Neumann

Theses and Dissertations

Conflict forecasts are crucial to Combatant Commanders’ understanding of the dynamic environment encompassing countries within their area of responsibility. The current structure of the Combatant Commands (COCOMs) is rooted in geography by grouping nations in geographic proximity to the same regional command. However, leaders today question the effectiveness of the current structure. A novel modified k-means clustering algorithm is developed and implemented that groups countries based on data similarities and geographic proximity resulting in new COCOM groupings that improve conflict forecasts. The data spans various political, military, economic, and social characteristics of countries, and is used to develop conditional logistic …