Statistics and Probability Commons^™

(R2142) Queueing System With Batched Services, Server-Controlled Re-Service, Set-Up Time And Multiple Vacation, S. Karpagam, N. Aarthy, B. Somasundaram

Applications and Applied Mathematics: An International Journal (AAM)

To analyze a bulk queueing system with server-controlled admission for reservice, low-batch service, multiple vacation and set-up time. The study explores how the server dynamically adjusts between low-batch and bulk services based on the queue size. After completing a bulk service, the departing batch may request reservice with a certain probability. However, accepting the request is not mandatory, and the server admits it with some probability. Whenever the queue becomes empty, whether after reservicing, completing service with no reservice request, or ending the low-batch service, the server enters a random-length vacation. If the queue still has less than ‘a’ customers …

(R2072) A Method To Sample From Transition Densities Of Diffusion Processes With Unknown Densities, Yasin Kikabi, Juma Kasozi

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we present a reliable method that can be used to sample paths of a diffusion process described by a system of stochastic differential equations. These are types of processes whose transition density is not known in closed form. This reliable method involves solving a partial differential equation of the Fokker-Planck type by rejection sampling techniques applied to the associated densities. We then use the novel method to sample from the Ornstein-Uhlenbeck (OU) process whose transition density is known and has unbounded drift. The results obtained compare excellently with the analytical results, thus rendering the method reliable and …

(R2174) A Stationary First-Order Autoregressive Process With New Discrete Lindley Marginal Distribution, Tégawendé Martin Kabore, Jean-Etienne Ouindllassida Ouédraogo

Applications and Applied Mathematics: An International Journal (AAM)

This paper introduces a new stationary first-order autoregressive integer-valued process with a marginal distribution following the New Discrete Lindley distribution, referred to as NDLINAR( 1). The process is developed to model over-dispersed count time series exhibiting a mixed behavior arising from the combination of multiple distributions. Its statistical properties are thoroughly investigated, and the parameters are estimated using conditional maximum likelihood. The asymptotic properties of the estimators are also analyzed. The performance of the proposed model is evaluated by comparing it with other existing INAR(1) processes through applications to real datasets. Results demonstrate that the NDL-INAR(1) process effectively captures the …

(R2161) Robust Optimization Of Industrial Hazardous Waste Location-Routing Problem Considering Response Actions To Environmental Risk, Sharareh Teimoori, Farhad Hosseinzadeh Lotfi, Seyyed Esmaeil Najafi, Navid Rafiei

Applications and Applied Mathematics: An International Journal (AAM)

The management of hazardous industrial waste has emerged as a significant global challenge due to rapid technological advancements. Industrial hazardous waste management systems must be designed not only to be cost-effective but also to minimize environmental risks. This study proposes a mixed-integer programming model for the location-routing of industrial hazardous waste that incorporates both primary and secondary environmental risks, along with suitable response actions. Furthermore, a scenario-based robust optimization model is developed to address uncertainties in the quantities of industrial hazardous waste. A case study is conducted to demonstrate the applicability and comparative performance of the nominal and robust models. …

Statistical Methods For Mendelian Randomization Under Nonlinearity And Non-Normality, Mary Appah

ETDs from 2020-2029

Instrumental variable (IV) methods are widely used for estimating causal effects in observational studies where unmeasured confounding may bias traditional regression estimates. The core idea is to use a variable referred to as an instrument that is associated with the exposure of interest, independent of unmeasured confounders, and influences the outcome only through the exposure. While originally developed in econometrics, IV methods have been increasingly adopted in epidemiology and genetic research under the framework of Mendelian Randomization (MR), where genetic variants, most commonly single nucleotide polymorphisms (SNPs), serve as instruments. MR provides a powerful tool for investigating causal relationships between …

The Interplay Between Deficit Spending And Financial Instability: An Examination Of Fiscal And Monetary Policy Interactions, Heidie Jean George

Doctoral Dissertations and Projects

This study investigates the impact of fiscal and monetary policy on financial stability and fragility, focusing on how government spending and deficits contribute to the economic and financial system. Drawing on Minsky’s Financial Instability Hypothesis (FIH) and Financial Fragility Hypothesis (FFH), the research examines the dynamic relationship between fiscal policy, financial stability, and economic stability. The study focuses on understanding how government spending and deficits affect the economic and financial system in context of private and public debt and policy interactions and the role of system risk factors. The study uses Principal Component Analysis (PCA), Vector Autoregression (VAR), Impulse Response …

Mycelial Modeling: Teaching Biology Students Statistical Modeling With Mushrooms, Colette Wolf

University Honors Theses

This paper summarizes and describes the development of a set of learning materials that were created to educate students and professionals from other fields in statistical modeling techniques. These materials are primarily aimed at biology students, but are still intended to be useful for anyone who is interested in incorporating decision trees and random forest models into their personal research in the future. By directing the reader towards the JMP software, these materials navigate around the statistical knowledge base and coding implementation practices that otherwise would serve as a barrier to learning statistical modeling techniques, and instead focus on the …

Bias, Structure, And Inference In Applied Network Analysis, Anna Vasenina

Dartmouth College Ph.D Dissertations

This dissertation develops mathematical and statistical methods for extracting reliable information from network data across biological applications, with an emphasis on understanding what observed network structure can and cannot resolve. The first study leverages protein–protein interaction network topology in the c-di-GMP signaling system of Pseudomonas fluorescens, showing that node centrality measures accurately classify protein domain types and that physical interaction structure contributes statistically significant predictive power for biofilm formation phenotypes across nearly 200 environments, while gene expression does not. The second study examines sampling bias in lemur-plant trophic interaction networks in Madagascar, demonstrating that differential detection of diurnal versus …

Statistical Methods In Research, Horahenage Dixon Vimalajeewa

UNL Faculty Course Portfolios

This course portfolio documents the design, delivery, assessment, student-learning evidence, and reflective evaluation of STAT 801A-700: Statistical Methods in Research, an online asynchronous service course designed to introduce students from diverse disciplinary backgrounds to foundational statistical reasoning and applied data analysis. The course is a non-calculus-based introduction to statistical methods used to answer research questions, with emphasis on collecting, organizing, describing, analyzing, and drawing conclusions from data. The course also emphasizes applications relevant to biology, agriculture, and other research-oriented fields. This is an online distance course aimed to develop students’ understanding of basic probability and statistical concepts, recognize the importance …

A Copula-Based Framework For Multivariate Count Time Series With Mixed Marginal Distributions, Dimuthu Fernando, Yuxin Wen, Wimarsha Jayanetti

Engineering Faculty Articles and Research

We developed a class of multivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and negative binomial marginals. Cross-sectional dependence is modeled via a trivariate Gaussian or a “t-copula”, allowing for both positive and negative correlations and providing a flexible dependence structure. Model parameters are estimated using likelihood-based inference, where the trivariate Gaussian or t-copula integrals are evaluated through standard randomized Monte Carlo methods. Simulation results, along with an analysis of annual counts of major hurricanes (Category 3+) across the North …

Muon Lifetime: Theory, Experiment, And Simulation, Soren Agustin Munoz

Physics

This senior project investigates the muon lifetime through three complementary approaches: theoretical calculation, laboratory measurement, and computational simulation. The theoretical component develops the necessary background from relativistic field theory to the effective weak interaction, culminating in the leading-order Fermi-theory prediction of τ ≈ 2.2 μs, which explains why the muon lifetime lies on the microsecond scale.

The experimental component measures the lifetime of stopped cosmic-ray muons using a plastic scintillator, photomultiplier tube, and analog timing electronics. A binned Poisson likelihood fit to the primary 15-day acquisition run τ = 2.17^+0.03_-0.09 μs, consistent with the accepted value within the …

A Predictive Coding Account Of Spatial Working Memory Following Prophylactic Levetiracetam Administration Prior To Traumatic Brain Injury, Omeima Mutwali

Dissertations, Theses, and Capstone Projects

Traumatic brain injury (TBI) symptom prevention and remediation is an important area of research that would benefit vulnerable groups, including active-duty and veteran soldiers. These patients can sustain penetrative forces in fields of combat or in training, which result in focal lesions that trigger inflammatory and degenerative processes in the brain. Both primary and secondary injuries are associated with changes to cognition, behavior and affective state. This disease poses increased risk of epileptogenesis, as well. Given these outcomes, prior research has evaluated levetiracetam (LEV) as a prophylactic treatment for seizures, cognitive deficits and negative emotionality. LEV acts as a presynaptic …

(R2133) Analysis Of A Bulk Queue With Balking, Adaptive Overloading Service, Multiple Vacation, Inspection And Rework, S. Karpagam, R. Lokesh

Applications and Applied Mathematics: An International Journal (AAM)

We consider a queueing system that utilizes a single server to manage product flow through bulk and overload service modes, depending on queue length. Balking occurs when the queue length reaches ‘N’. After completion of service, products undergo quality inspection, with defective products sent for rework based on specific probabilities. If the product is non-defective, the server continues processing until the queue length exceeds a certain threshold; beyond this point, the server is either routed back to bulk service or directed to an overload service. Also, the server goes into a vacation mode when the queue size is below a …

Developing A Humpback Whale Vocalization Detector Using Machine Learning Models, Lucas Kantorowski

Master's Theses

Humpback whale songs are notoriously complex. Identification of humpback whale song units requires bioacousticians to tediously listen, analyze, and annotate collected sound data. Even sparse data requires listening to the entirety of the collected acoustic data. In this study, three hours of audio containing over one-thousand humpback whale song units was collected in Monterey Bay, California.

Prior studies have seen success using convolutional neural networks by performing image classification on hundreds of hours worth of spectrograms. Our study uses traditional machine learning models, as they are less computationally demanding, and require less data.

We use time splitting and Mel-frequency cepstrum …

A2s Uplink Latency Minimization For Wildfire Monitoring Systems Using Mbse And Stochastic Modeling, Luis Giovanni Wang

Master's Theses

Wildfire response depends on how quickly a detection reaches the people who act on it, and the slowest remaining step is often the link that carries an alert from a remote sensing platform to a satellite. This thesis models the latency of that link, the Air-to-Space uplink, for a wildfire-monitoring UAV that carries a Starlink terminal and sends an ALERT packet to a serving Low Earth Orbit satellite. The uplink is difficult to predict because both the UAV and the satellite move, and because the wildfire environment degrades the channel at the moment the data matters most.

The thesis uses …

Computational Insights Into Nucleosome Dynamics In Epigenetics Using Molecular Dynamics Simulations, Rutika Patel

Dissertations, Theses, and Capstone Projects

Nucleosome core particles (NCP) are the building blocks that form a highly organized and compact chromatin structure. Nucleosomes package DNA in the nucleus of eukaryotic cells. The NCP consists of about 147 base pairs of DNA wrapped around the histone octamer, with 1.65 superhelical turns in a left-handed manner. The histone octamer is composed of two copies of H3, H4, H2A, and H2B. Together with histone H1 and linker DNA, they further assemble into a higher-order chromatin structure. The nucleosome complex is stabilized by electrostatic interactions between positively charged histone residues and the negatively charged DNA backbone. To effectively access …

Scaling Limits Of Critical Observables Through The High Dimensional Incipient Infinite Cluster, Pranav Chinmay

Dissertations, Theses, and Capstone Projects

We give a general construction of the incipient infinite cluster in high dimensional percolation, and use it as a decoupling tool to rigorize geometric heuristics for analyzing the asymptotics of observables at criticality. Examples include demonstrating the limiting distribution of the chemical distance and full-strength asymptotics for k-point functions, which constitute foundational inputs for scaling limit results associated to critical clusters.

Parkinson’S Disease Phenotype Stratification Using Multiple Correspondence Analysis, Kelly Astudillo

Dissertations, Theses, and Capstone Projects

Parkinson’s disease (PD) is the second most common neurodegenerative disorder, with over 12 million people projected to be affected by 2040 (Dorsey et al., 2018). Deep phenotyping and stratification can provide useful information regarding PD pathogenesis and can aid in the  development of disease modifying therapies that aim to delay the progression or prevent the onset of neurodegeneration (Blandini et al., 2019; Smith & Schapira, 2022). Utilizing multivariate methods such as multiple correspondence analysis (MCA) permits for the simultaneous analysis of distinct data modalities. To the best of our knowledge, MCA has not been previously used to explore phenotype patterns …

Reexamining The Croton Aqueduct: A Ward-Level Microhistorical Analysis Of Infrastructure And Cholera Mortality In 1849 New York City, Alexandria R. Toothman

Dissertations, Theses, and Capstone Projects

This work reexamines the Croton Aqueduct’s role in public health by shifting analysis from the citywide level to the ward level, revealing that infrastructure expansion did not produce uniform benefits across New York City. When the Croton Aqueduct opened in 1842, it was celebrated as an achievement that would deliver pure water and eliminate disease. However, only seven years after its opening, in 1849, cholera returned with greater force in the Sixth Ward. This work shows that the uneven distribution of Croton infrastructure corresponded with uneven cholera mortality rates, challenging narratives that present Croton as a singular triumph of urban …

Crab: A Novel Clustering Score Using Clustering With Rivals And Buddies For Unsupervised Learning, Allen Choi

Master's Theses

Unsupervised clustering algorithms today are used across a wide variety of fields such as biology, engineering, and industry in order to classify observations into groups where labels are not provided. This can provide important latent information regarding the observations within groups, as well as insight regarding the groups themselves. In order to judge the optimal number of clusters for an unsupervised clustering algorithm, many methods exist such as the Elbow Method and Silhouette Score; however, these methods come with drawbacks and are not necessarily flexible across many unsupervised methods. We present a novel clustering score framework relying on a resampling-based …