Probability Commons^™

Statistical Quality Control: A Bayesian Framework, Jakia Jaber Tunal

College of Graduate Studies: Theses & Dissertations

In many industries, it is important to assess whether a machine or system is operating within acceptable limits or has gone out of control. This project applies Bayesian statistics to monitor a process over time and detect changes in its behavior. First, initial data are collected to understand the system’s typical performance and to form a starting prior distribution. As new observations arrive over time, the prior is updated through Bayesian inference, combining past information with incoming data. This iterative updating creates a continuous monitoring framework that adapts as more evidence becomes available. When the updated results suggest that the …

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 …

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 …

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 …

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, …

Gender Differences In The Association Between Adverse Childhood Experiences And Drug Use: Findings From A Community-Based Survey In China, Hongyun Fu, Elizabeth Monk-Turner, Xiushi Yang

Department of Pediatrics Faculty Publications

Background

While adverse childhood experiences (ACEs) are widely recognized risk factors for behavioral health problems, including drug use, prior research has largely been conducted in Western countries, focused primarily on males, and relied on convenience samples without comparison groups of nonusers. Limited work has examined the impact of ACEs on drug use in non-Western contexts. This study examines gender differences in the relationship between ACEs and drug use in China, using data from a population-based probability sample survey.

Methods:

Cross-sectional data were collected in 2019 from one city in Yunnan Province in Southwest China and one city in Guangdong Province …

All Games Have Equilibria, M. Ali Khan, Arthur Paul Pedersen, Maxwell B. Stinchcombe

Publications and Research

Research on Nash equilibrium existence for infinite games has grown into a patchwork of technical preconditions and counterexamples. This paper presents a unified program in equilibrium theory by revising the predominant model of mixed strategies based on countable additivity. A game is specified by a nonempty set of players and, for each player, a nonempty action set and a bounded von Neumann-Morgenstern utility function. Every such game is shown to admit a Nash equilibrium in finitely additive mixed strategies. In addition, the equilibrium correspondence for any such game is shown to be nonempty, compact-valued, and upper hemicontinuous, and the same …

All Games Have Equilibria, Arthur Paul Pedersen, M. Ali Khan, Maxwell B. Stinchcombe

Publications and Research

Research on Nash equilibrium existence for infinite games has grown into a patchwork of technical preconditions and counterexamples. This paper presents a unified program in equilibrium theory by revising the predominant model of mixed strategies based on countable additivity. A game is specified by a nonempty set of players and, for each player, a nonempty action set and a bounded von Neumann-Morgenstern utility function. Every such game is shown to admit a Nash equilibrium in finitely additive mixed strategies. In addition, the equilibrium correspondence for any such game is shown to be nonempty, compact-valued, and upper hemicontinuous, and the same …

Entropic Dynamics Approach To The Classical Limit Of Quantum Mechanics: Decoupling Of The Center Of Mass Motion For A Mesoscopic Particle, Fatimah Judayba

Electronic Theses & Dissertations (2024 - present)

In the Entropic Dynamics (ED) approach, quantum mechanics is derived from the principles of entropic inference and information geometry. The ED approach differs from other interpretations by making a clear commitment to distinguishing which variables are ontic (real) and which are epistemic. The classical limit for the center of mass (CM) coordinate is achieved for a large number of particles, M →∞, while Planck’s constant ℏ remains finite. Typically, the emergence of the classical limit requires decoherence through interactions with the external environment. In this work, we investigate whether the classical behavior of the CM coordinate in a mesoscopic system …

(R2152) New Bivariate Type-2 Gumbel Distribution Based On The Farlie-Gumbel-Morgenstern Copula: Properties And Its Application In Survival Analysis, Muneeb Javed, Said Farooq Shah, Muhammad Osama, Muhammad Atif, Muhammad Farooq

Applications and Applied Mathematics: An International Journal (AAM)

We introduce a new bivariate probability distribution, termed the Bivariate FGM Type-2 Gumbel Distribution, constructed by combining the Farlie–Gumbel–Morgenstern (FGM) copula with the Type-2 Gumbel marginal distributions. This proposed distribution provides a flexible framework for modeling bivariate data and offers a viable alternative to several existing bivariate distributions, especially in scenarios where capturing dependence between variables is crucial. The theoretical properties of the distribution are thoroughly explored. We derive the marginal and conditional distributions, conditional expectations, moment generating function, and product moments. Procedures for random number generation from the distribution are discussed. Reliability-based characteristics, such as the survival function and …

(R2131) Analysis Of Map/Ph/1 Retrial Inventory Queueing System With Constant Retrial Rate, Bernoulli Vacation, Breakdown, Delayed Repair, Balking, (S, S) Policy And Emergency Replenishment, G. Ayyappan, M. Thilakavathy

Applications and Applied Mathematics: An International Journal (AAM)

A single server retrial queueing-inventory model is investigated in this study. In Bernoulli vacation, after providing service to the customer, the server may opt to avail vacation or start the service to subsequent customer. During the busy period, breakdown and balking may occur. The inventory is replenished to an (s, S) policy and the replenishing time is assumed to adopt an exponential distribution. Furthermore, assume that an emergency replenishment of one item with zero lead time takes place when the on-hand inventory level decreases to zero. We integrate the emergency replenishment into the system to ensure customer satisfaction. For our …

(R2120) Flexible Group Service Map/Ph/1 Queueing Model With Working Vacation And Optional Service, G. Ayyappan, S. Kalaiarasi

Applications and Applied Mathematics: An International Journal (AAM)

There are many uses of queues, where services are provided in groups; these types of queues are widely studied in the literature. In this paper we examine a particular queueing model wherein the services are provided in groups and the group size may be less than or equal to the size initially fixed. The arrival follows a Markovian arrival process. The service time of each individual customer follows phase type distribution. The maximum of each customer’s individual service time within a group is defined as the group’s service time. At the service completion moment if there are fewer customers than …

(R2115) Analysis Of Single Server Queueing System With Differentiated Vacations And Differentiated Breakdowns, V. Karthick, V. Suvitha

Applications and Applied Mathematics: An International Journal (AAM)

This research work considers a single server queueing model with differentiated vacations. In addition there is a possibility of two types of failures when the server is in a busy period; namely hard failure and soft failure. In the time of soft failure server may work with a slow service rate. We analyzed as a Quasi-Birth-and-Death (QBD) process, using the matrix geometric method, the steady state probability vector of the number of customers in the queue and the stability conditions are produced. Busy period analysis of the proposed model in given. The effects of various parameters on the system performance …

(R2132) A Multi Server Markovian Working Vacation Queue With Randomly Varying Environment, A. Sundaramoorthy, R. Kalyanaraman

Applications and Applied Mathematics: An International Journal (AAM)

In this article, we consider a multi server Markovian queueing system with working vacation. During busy period, the arrival and service completion are generated by K distinct randomly varying environments. At a service completion epoch, if no customer in the system, the servers take vacation, the vacation policy is multiple vacation policy and the vacation period follows negative exponential distribution. In addition, during vacation period the servers serve customers if they arrive. Based on the vacation termination point we define two Models. For the two models, the steady state probability vector of number of customers in the queue, the stability …

A Leslie System For A Demographic Simulation: From An Actuarial Point Of View, David Kings

Electronic Theses and Dissertations

This thesis develops a discrete stochastic linear systems interpretation of age–stage demographic evolution grounded in Leslie operators and realized in a discrete-event simulation implemented with salabim. The central claim is that one annual cycle of the simulation constitutes a cone-preserving, stochastic affine transformation on a high- dimensional population state vector indexed by age, sex, marital status, household type, employment, and education, and that the composition of yearly operators yields a random matrix product whose top Lyapunov exponent is the stochastic counterpart of the Perron–Frobenius growth rate (Caswell, 2001; Tuljapurkar, 1997)[1, 2]. The actuarial bridge is constructed by mapping simulated survival …

The Odds Don’T Lie: Mathematical Reasoning And Societal Ignorance In Don’T Look Up, Nysa Vedwan, Shane Carey

LASER Journal

In Adam McKay’s 2021 satirical sci-fi movie Don’t Look Up, two astronomers discover a comet heading directly toward Earth. Despite overwhelming evidence and near-certainty of global extinction, their warnings are ignored and ridiculed. This paper discusses the mathematical and scientific foundations of the movie’s social and political reception, and specifically focuses on orbital prediction and probabilistic modeling as they relate to public understanding of risk. This paper shows how data is often undermined by political and social dynamics, by connecting the fictional events of the movie with real-world crises like the COVID-19 pandemic and the climate emergency. In Don’t Look …

Latent Classification Of Time-Dependent Transition Rates In Longitudinal Binary Outcome Data, Joonha Chang, Wenyaw Chan

School of Public Health Faculty Publications

Continuous-time Markov chain (CTMC) models and latent classification methods are commonly used to analyze longitudinal categorical outcomes in medical research. While CTMC models are popular for their simplicity and effectiveness, their assumption of constant transition rates presents limitations in capturing dynamic behaviors. To address this, non-homogeneous continuous-time Markov chains (NH-CTMCs) have been developed, incorporating time-varying transition rates to enhance model flexibility. In this study, we leverage closed-form transition probabilities for a fully ergodic two-state NH-CTMC model and propose a latent class clustering approach to identify heterogeneous transition rate patterns within the population. We emphasize the potential advantages of these models …

Reduced Order Approach For Peening Stress Field Variability, Langdon Feltner, Paul Mort

15th International Conference on Shot Peening

A common goal in shot peening research is to connect operational parameters to resultant residual stress fields, providing a means to control and optimize the effectiveness of surface treatment. In practice, experimental measurements of residual stresses are often averaged values over regions that are large in comparison to an impact dimple. In fact, the stochastic nature of impact locations leads to residual stress fields that are distributed. Finite element peening simulations confirm this observation. The goal of this report is to connect operational parameters to localized fluctuations in residual stress through probabilistic reasoning (Figure 1). In particular, the development of …

Long-Term Behavior Of Subordinated Branching Processes With Prevailing Emigration, George Yanev

School of Mathematical & Statistical Sciences Faculty Publications

This paper deals into the long-term behavior of subordinated critical branching processes with migration. We focus on scenarios where emi­gration is the dominant factor and introduce additional randomness in timing through a subordination mechanism, involving renewal processes. The key findings highlight how the initial population size and the interar­rival mean time influence both asymptotic behavior of the non-extinction probability and corresponding Yaglom type limit theorems. We also study an alternating regenerative process, when the population cycles between zero and positive states. This research complements previous studies for processes when immigration prevails over emigration.

The Bandages Problem, James E. Marengo, Joseph G. Voelkel, David L. Farnsworth

Articles

A new probability problem, named the Bandages Problem, is described and solved. The problem involves repeatedly selecting and removing an item at random from a finite population that initially consists of a known configuration of single and paired items. For each selection, the probability that the chosen item is single is found. Generalizations are suggested.