Statistics and Probability Commons^™

Three Essays On Energy Related To State Policies And Low Carbon Transitions, Pinky Thomas

Graduate Theses, Dissertations, and Problem Reports (ETD)

This dissertation consists of three essays on energy-related state policies and energy transition. Each paragraph below refers to the three abstracts for the three chapters in this dissertation, respectively.

The first essay is entitled: “Impacts of State Tax and Resource Ownership Policies on Extraction: Evidence from U.S. Natural Gas Production”. The innovation of combined use of horizontal drilling and hydraulic fracturing technologies during the 2000s has allowed natural gas producers in the United States to extract natural gas and liquids from deep shale formations in a cost-efficient manner. This essay evaluates whether unconventional gas production responds to tax changes, and …

Multi-Omics Integrative Analysis For Incomplete Data Using Weighted P-Value Adjustment Approaches, Wenda Zhang, Zichen Ma, Yen Yi Ho, Shuyi Yang, Joshua Habiger, Hsin Hsiung Huang, Yufei Huang

Faculty Publications

The advancements in high-throughput technologies provide exciting opportunities to obtain multi-omics data from the same individuals in a biomedical study, and joint analyses of data from multiple sources offer many benefits. However, the occurrence of missing values is an inevitable issue in multi-omics data because measurements such as mRNA gene expression levels often require invasive tissue sampling from patients. Common approaches for addressing missing measurements include analyses based on observations with complete data or multiple imputation methods. In this paper, we propose a novel integrative multi-omics analytical framework based on p-value weight adjustment in order to incorporate observations with incomplete …

Reinforcement Learning: Applying Low Discrepancy Action Selection To Deep Deterministic Policy Gradient, Aleksandr Svishchev

College of Graduate Studies: Theses & Dissertations

Reinforcement learning (RL) is a subfield of machine learning concerned with agents learning to behave optimally by interacting with an environment. One of the most important topics in RL is how the agent should explore, that is, how to choose actions in order to rate their impact on long-term reward. For example, a simple baseline strategy might be uniformly random action selection. This thesis investigates the heuristic idea that agents will learn faster if they explore by factoring the environment’s state into their decision and intentionally choose actions which are as different as possible from what they have previously observed. …

A Comparative Analysis Of A Family Of Advanced Iterative Optimization Methods In Nonlinear Regression, Tanmoy Kumar Debnath

College of Graduate Studies: Theses & Dissertations

Classical statistical supervised learning optimization techniques like the Gauss-Newton Iterative Method (GNIM), Weighted Gauss-Newton Iterative Method (WGNIM), Reweighted Gauss-Newton Iterative Method (RGNIM), and Levenberg-Marquart (LM) algorithm extend the nonlinear least squares method. The WGNIM improves model fitting by controlling heteroscedasticity in the linear and nonlinear models. A comparative analysis of the GNIM, WGNIM, RGNIM, and LM methods for fitting nonlinear models is presented. A step-wise diagnosis for structural multicollinearity in the reweighted linearized model is investigated via the Variance Inflation Factor (VIF) to determine variance inflation in the sequence of estimators for the model parameters. Under restricted multicollinearity levels in …

Redesign, Evaluation, And Validation Of A Commercially Viable High-Resolution Melt Based Mixture Screening Tool, Chastyn Smith

Theses and Dissertations

Analysis of evidentiary samples containing DNA from multiple contributors (“mixtures”) is a time intensive process for a forensic analyst and one where the contributor nature of a sample is not revealed until the end of the traditional forensic workflow. Often, at this stage, retesting or additional testing of mixture samples may not be possible, particularly if the DNA collection device did not preserve the DNA well enough; consequently leaving only trace amounts of a contributor’s DNA present. Thus, a new collection device that would allow for the increased preservation/integrity of evidentiary samples as well as a method that would allow …

Formulating An Efficient Statistical Test Using The Goodness Of Fit Approach With Applications To Real-Life Data, S. A. Qaid, S. E. Abo Youssef Prof., Mahmoud Mansour

Basic Science Engineering

Statistical tests are very important for researchers to make decisions. In particular, when the tests are non-parametric, they are of greater importance because they can be applied to a wide range of data sets regardless of knowing the distribution of these data. Researchers are therefore racing to obtain efficient tests for making good decisions based on the results of these tests. In this study, NBU (2)L was used based on the goodness of fit approach to present an efficient statistical test. The efficiency of the proposed test was computed, and the results were compared to those of other tests. Critical …

Title: I: L1-Norm Matrix Completion For Recommender Systems Ii: Conjecturing-Based Classification, Fatemeh Valizadeh Gamchi

Theses and Dissertations

Recommendation systems are essential for providing personalized user experiences, but their performance can be affected by outliers especially in traditional collaborative filtering methods that use the L2-norm. To address this challenge, we developed two new algorithms, SharpEl1rs and SharpEl1rs-Impute, based on the L1-norm to improve resistance against extreme values and effectively handle missing data. Our experimental setting was designed to compare these proposed methods with existing techniques. Then our algorithms are applied to real datasets to assess their performance, with findings indicating that our proposed models offer improved accuracy in some cases and solid performance in others for industrial-scale recommendation …

The Genetic Architecture Of Cervical Change During Pregnancy: From Modeling To Mechanism — Does The Cervix Mediate Maternal Risk For Spontaneous Preterm Birth?, Hope M. Wolf

Theses and Dissertations

This project leverages clinical data and biospecimens from a prospective longitudinal cohort of pregnant women to study the genetic and phenotypic relationships between cervical shortening and the duration of pregnancy. Sonographic cervical length (CL) was measured throughout pregnancy in a cohort of 5,160 Black/African American women in Detroit, Michigan. Maternal DNA samples were sequenced with a next-generation low-pass whole genome platform. The heritability of cervical change during pregnancy and its genetic correlation with gestational age at delivery (GAD) were estimated using Genome-Wide Complex Trait Analysis. These estimates suggest that cervical change is heritable (h²CL = 51%) and highly polygenic trait. …

Applications Of Shape Analysis, Yang Zhang

Graduate Research Theses & Dissertations

Shape analysis is a field of Statistics focused on analyzing and understanding the shape or the geometric properties of objects. We utilize the Bayesian circular cubic smoothing splines to estimate the shapes and introduce a rotation-based alignment method. A simulation study investigates the effect of shape alignment. As an application, we estimate the shapes of hourly crime rates in urban centers across the United States and compare the aligned shapes for different types and locations of crimes. In addition, we apply the proposed shape estimation with alignment to the survival analysis for the length of hospitalization of COVID-19 patients in …

Forecasting The One Month Ahead Joint Distribution Of The Carhart Four Factor Model Using A Copula Method, Michael Nebor

Graduate Research Theses & Dissertations

The Fama and French created factors of Market minus Risk Free (Mkt-RF), Small minusBig (SMB), High minus Low (HML), and the Carhart developed factor of Momentum (MOM) are frequently used together as a four factor model to explain the variation in returns of financial equities. This paper analyzes the joint distribution of these factors by forecasting the one month ahead joint distribution using various copula based methods. The VaR quantiles are calculated throughout the forecasted distribution at the .01, .05, .25, .50, .75, .95, and .99 quantiles. The forecasted distributions are compared against each other by analyzing the exceedances of …

Univariate Extreme Value Analysis Of Quantitative Investment Management, George Agbenyega Zumanu

Graduate Research Theses & Dissertations

The evolution of product development within the variable annuity (VA) business have sparked interest in quantitative investment management, particularly as most VA issuers have integrated volatility-controlled funds into their annuity portfolios. Despite the existence of empirical research on statistical analysis of extreme values in conventional investments, there has been a notable gap in research focus towards risk modeling in volatility-controlled funds.

This study contributes by analyzing and modeling the extreme values of investments in volatility-controlled funds, comparing them to conventional equity funds. The financial returns of S&P Dow Jones Indices (SPDJI) indices - SPXTR, risk control SPXT18UT, and managed risk …

Gmm And Asset Pricing Model, Yuzhou Liu

Graduate Research Theses & Dissertations

The traditional two-pass regression to estimate risk premium has shortcomings. To get the correct asymptotic standard errors, we need to estimate both time-series regressions and cross-sectional regressions simultaneously. The Generalized Method of Moments (GMM) effectively addresses this issue by its nature fit of asset pricing model. In this paper, I re-examine the risk premium of Carhart’s four-factor model by integrating time-series and cross-sectional regressions within the GMM framework, which enhances the accuracy and reliability of the risk premium estimates.

Influence Of Attack Performance On The Ovc Volleyball Regular Seasons 2022 & 2023, Ignacio Valdemoros

Masters Theses

Understanding the outcome of volleyball games is necessary for coaches before, after, and during a season. There are several ways to gain this understanding, but statistical analysis is fundamental to see the minimum patterns of behavior that influence wins and losses in Volleyball. Furthermore, this analysis helps identify the optimal approach to achieving a goal and determining the most effective alternative to success. Scoring points in Volleyball involves three key skills: serving, blocking, and attacking. Among these skills, attacking plays the most relevant role in determining the outcome of a match. The position on the court (e.g. Outside Hitter, Middle …

The Impact Of Thunderstorms On Take-Off Data In South Africa, Quinton Jacobs Mr.

International Journal of Aviation, Aeronautics, and Aerospace

Aviation and meteorology are entwined disciplines, as aviation occurs in the atmosphere. Prevailing weather conditions at take-off are of utmost importance to aviation. This determines the payload of the aircraft and runway in use. Forecast verification is essential to aviation as it determines the quality of the forecasting products. The tolerances for take-off data are stringent and slightly relaxed tolerances are used in South Africa by mutual agreement.

There are six aerodromes in South Africa where Take-off Data are produced, in varying climatic conditions as South Africa is in both the tropics and midlatitudes. Thunderstorms are a common occurrence over …

A Bayesian Inversion For Emissions And Export Productivity Across The End-Cretaceous Boundary, Alexander A. Cox

Dartmouth College Master’s Theses

The end-Cretaceous mass extinction was marked by both the Chicxulub impact and the ongoing emplacement of the Deccan Traps flood basalt province. Both of these events perturbed the environment by the emission of climate-active volatiles, primarily CO2 and SO2. To understand the mechanism of extinction, we must disentangle the timing, duration, and intensity of volcanic and meteoritic environmental forcings. In this thesis, we used a parallel Markov chain Monte Carlo approach to invert for the aforementioned volatile emissions, export productivity, and remineralization from 67 to 65 million years ago using the LOSCAR (Long-term Ocean-atmosphere-Sediment CArbon cycle Reservoir) model. The parallel …

Fact Sheet, Yale University Office Of Institutional Research

Fact Sheets

No abstract provided.

Sparse Representation Learning For Temporal Networks, Maxwell Mcneil

Electronic Theses & Dissertations (2024 - present)

Temporal networks arise in many domains including activity of social network users, sensor network readings over time, and time course gene expression within the interaction network of a model organism. Data of this type contains a wealth of prior information such as the connectivity among nodes (e.g., a friendship graph), and prior knowledge of expected temporal patterns (e.g., periodicity). Modeling these temporal and network patterns jointly is essential for state-of-the-art performance in temporal network data analysis and mining. Sparse dictionary encoding is one modeling approach for such underlying patterns. However, most classical approaches consider only one dimension of the data …

Innovative Solutions In Medical Diagnostics, Seafood Industry, Environmental, And Forensic Applications Through Integrating Raman Spectroscopy And Machine Learning, Luis Perez Almodovar

Electronic Theses & Dissertations (2024 - present)

There is an urgent need for rapid and on-site analytical methods to address various environmental and forensic challenges. This dissertation explores the application of Raman spectroscopy combined with machine learning for three critical areas: evaluating perfluoroalkyl or polyfluoroalkyl substances (PFAS) exposure in wildlife, authenticating tuna species in the seafood industry, identifying body fluids at crime scenes, and medical diagnostics.

First, Raman spectroscopy and support vector machine discriminant analysis (SVMDA) were employed to detect PFAS levels in the blood plasma of smallmouth bass from two different tributaries, rivers, or streams that flow into larger bodies of water. The method achieved 100% …

Disentangling Cyclic Causality: An Instance-Based Framework For Causal Discovery, Chase A. Yakaboski

Dartmouth College Ph.D Dissertations

Correlation does not imply causation" is one of the fundamental principles taught in science, emphasizing that associations between variables do not necessarily indicate causality. Yet, over the past three decades, extensive research has begun to challenge this perspective by developing sophisticated methods to differentiate causal from correlative relationships. This research suggests that correlations often involve a blend of confounded and causal interactions, which, given certain assumptions, can be disentangled to uncover actionable insights and deepen our understanding of physical, biological, and societal systems.

Accurately discovering causal relationships from data amidst cyclic dynamics remains a challenging open problem in causality research. …

Gwid: An R Package And Shiny Application For Genome-Wide Analysis Of Ibd Data, Soroush Mahmoudiandehkordi, Mehdi Maadooliat, Steven J. Schrodi

Mathematical and Statistical Science Faculty Research and Publications

Summary

Genome-wide identity by descent (gwid) is an R package developed for the analysis of identity-by-descent (IBD) data pertaining to dichotomous traits. This package offers a set of tools to assess differential IBD levels for the two states of a binary trait, yielding informative and meaningful results. Furthermore, it provides convenient functions to visualize the outcomes of these analyses, enhancing the interpretability and accessibility of the results. To assess the performance of the package, we conducted an evaluation using real genotype data derived from the SNPs to investigate rheumatoid arthritis susceptibility from the Marshfield Clinic Personalized Medicine Research Project.

Availability …