Statistical Models Commons^™

Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series, Maurice L. Brown

Theses and Dissertations

In the world of finance, appropriately understanding risk is key to success or failure because it is a fundamental driver for institutional behavior. Here we focus on risk as it relates to the operations of financial institutions, namely operational risk. Quantifying operational risk begins with data in the form of a time series of realized losses, which can occur for a number of reasons, can vary over different time intervals, and can pose a challenge that is exacerbated by having to account for both frequency and severity of losses. We introduce a stochastic point process model for the frequency distribution …

A Monte Carlo Simulation Of Rat Choice Behavior With Interdependent Outcomes, Michelle A. Frankot

Graduate Theses, Dissertations, and Problem Reports (ETD)

Preclinical behavioral neuroscience often uses choice paradigms to capture psychiatric symptoms. In particular, the subfield of operant research produces nested datasets with many discrete choices in a session. The standard analytic practice is to aggregate choice into a continuous variable and analyze using ANOVA or linear regression. However, choice data often have multiple interdependent outcomes of interest, violating an assumption of general linear models. The aim of the current study was to quantify the accuracy of linear mixed-effects regression (LMER) for analyzing data from a 4-choice operant task called the Rodent Gambling Task (RGT), which measures decision-making in the context …

Approximate Likelihood Based Estimations For Joint Models With Intractable Likelihoods, Karl Stessy M. Bisselou

Theses & Dissertations

This dissertation focuses on the development of approximation approaches for the joint modeling (JM) of repeated measures data and time-to-event data in the presence of analytically or numerically intractable likelihoods. Current likelihood-based inferences for JMs show several limitations including (i) intractability of integrals during marginal likelihood derivations due to the complexity in computations, and (ii) the large number of nuisance parameters (unobserved) posing a problem with convergence. The h-likelihood (HL) and synthetic likelihood (SL) are two computationally efficient estimation approaches that overcome these challenges.

In the presence of extremely high censoring rates, the HL can produce bias parameter estimates. We …

Identification And Characterization Of Forest Fire Risk Zones Leveraging Machine Learning Methods, Joshua Balson, Matt Chinchilla, Cam Lu, Jeff Washburn, Nibhrat Lohia

SMU Data Science Review

Across the United States, record numbers of wildfires are observed costing billions of dollars in property damage, polluting the environment, and putting lives at risk. The ability of emergency management professionals, city planners, and private entities such as insurance companies to determine if an area is at higher risk of a fire breaking out has never been greater. This paper proposes a novel methodology for identifying and characterizing zones with increased risks of forest fires. Methods involving machine learning techniques use the widely available and recorded data, thus making it possible to implement the tool quickly.

Estimating Average Treatment Effect On The Treated Via Sufficient Dimension Reduction, Lu Li, Wei Luo, Xuerong Meggie Wen, Zhou Yu

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we propose to use sufficient dimension reduction (SDR) in conjunction with nonparametric techniques to estimate the average treatment effect on the treated (ATT), a parameter of common interest in causal inference. The proposed method is applicable under a general low-dimensional structure in the data and avoids both the risk of model misspecification and the "curse of dimensionality," for which it often outperforms the existing parametric and nonparametric methods. We develop the theoretical properties of the proposed method, including its asymptotic normality, its asymptotic super-efficiency, and its equivalent form as an augmented inverse probability weighting estimator. We also …

Comparing Machine Learning Techniques With State-Of-The-Art Parametric Prediction Models For Predicting Soybean Traits, Susweta Ray

Department of Statistics: Dissertations, Theses, and Student Research

Soybean is a significant source of protein and oil, and also widely used as animal feed. Thus, developing lines that are superior in terms of yield, protein and oil content is important to feed the ever-growing population. As opposed to the high-cost phenotyping, genotyping is both cost and time efficient for breeders while evaluating new lines in different environments (location-year combinations) can be costly. Several Genomic prediction (GP) methods have been developed to use the marker and environment data effectively to predict the yield or other relevant phenotypic traits of crops. Our study compares a conventional GP method (GBLUP), a …

Confidence Interval For The Mean Of A Beta Distribution, Sean Rangel

Electronic Theses and Dissertations

Statistical inference for the mean of a beta distribution has become increasingly popular in various fields of academic research. In this study, we developed a novel statistical model from likelihood-based techniques to evaluate various confidence interval techniques for the mean of a beta distribution. Simulation studies will be implemented to compare the performance of the confidence intervals. In addition to the development and study involving confidence intervals, we will also apply the confidence intervals to real biological data that was gathered by the Department of Biology at Stephen F. Austin State University and provide recommendations on the best practice.

Interpolating Missing Data And Comparing Performance Of Common Interpolation Techniques From A 30-Year Water Quality Dataset, Wako Bungula, Danelle M. Larson Dr., Killian Davis, Richard Erickson Dr., Amber Lee, Casey Mckean, Frederick Miller, Alaina Stockdill, Enrika Hlavacek

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Estimation Analysis For The Seir Model With Stochastic Perturbation For The Covid-19 Outbreak In Bogotá, Viswanathan Arunachalam, Andres Rios-Gutierrez

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Statistical Modeling Of Sars-Cov-2 Mutation In The U.S., Yuru Jing, Angela Antonou

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Species Abundance Distributions And The Canon Of Classical Music, Noelle Atkin

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Exploring The Relationship Between Mandatory Helmet Use Regulations And Adult Cyclists’ Behavior In California Using Hybrid Machine Learning Models, Fatemeh Davoudi Kakhki, Maria Chierichetti

Mineta Transportation Institute

In California, bike fatalities increased by 8.1% from 2015 to 2016. Even though the benefits of wearing helmets in protecting cyclists against trauma in cycling crash has been determined, the use of helmets is still limited, and there is opposition against mandatory helmet use, particularly for adults. Therefore, exploring perceptions of adult cyclists regarding mandatory helmet use is a key element in understanding cyclists’ behavior, and determining the impact of mandatory helmet use on their cycling rate. The goal of this research is to identify sociodemographic characteristics and cycling behaviors that are associated with the use and non-use of bicycle …

Science Is For Everybody: A Resource For Understanding Glaciers, Climate, And Modeling, Emma Watson

Independent Study Project (ISP) Collection

Climate change threatens the existence of glaciers worldwide. In order to properly interact with these changing systems, we must first understand them. Glacial models provide an excellent way to do this; however, the language and mathematical concepts used in their creation is generally inaccessible to a common audience. This project presents an online resource for a general audience to interact with climate science, glaciology, and glacial modeling. Long term goals for the project include the incorporation of a glacial model of Drangajökull, Vestfirðir, NW Iceland. As such, focus for the project includes a literature review of glaciers, Drangajökull in particular, …

Determining Malignancy: Can Mammogram Results Help Predict The Diagnosis Of Breast Tumors?, Taylor Behrens

Symposium of Student Scholars

Even with advancements in treatment and preventative care, breast cancer remains an epidemic claiming more than 40,000 American male and female lives each year. The mammogram dataset that I am analyzing was initially complied in the early 1990s by a team from the University of Wisconsin - Madison. Past research diagnoses breast cancer from fine-needle aspirates. My research focuses on predicting whether we can determine breast cancer diagnoses without the use of invasive procedures and, in particular, whether we can predict breast cancer based on mammogram data. Do measures of gray-scale texture, radius, concavity, perimeter, compactness, area, and smoothness of …

Spatial Analysis Of Landscape Characteristics, Anthropogenic Factors, And Seasonality Effects On Water Quality In Portland, Oregon, Katherine Gelsey, Daniel Ramirez

REU Final Reports

Urban areas often struggle with deteriorated water quality as a result of complex interactions between landscape factors such as land cover, use, and management as well as climatic variables such as weather, precipitation, and atmospheric conditions. Green stormwater infrastructure (GSI) has been introduced as a strategy to reintroduce pre-development hydrological conditions in cities, but questions remain as to how GSI interacts with other landscape factors to affect water quality. We conducted a statistical analysis of six relevant water quality indicators in 131 water quality stations in four watersheds around Portland, Oregon using data from 2015 to 2021. Indiscriminate of station …

Modeling Covid-19 Spread In Small Colleges, Riti Bahl, Nicole Eikmeier, Alexandra Fraser, Matthew Junge, Felicia Keesing, Kukai Nakahata, Lily Reeves

Publications and Research

We develop an agent-based model on a network meant to capture features unique to COVID-19 spread through a small residential college. We find that a safe reopening requires strong policy from administrators combined with cautious behavior from students. Strong policy includes weekly screening tests with quick turnaround and halving the campus population. Cautious behavior from students means wearing facemasks, socializing less, and showing up for COVID-19 testing. We also find that comprehensive testing and facemasks are the most effective single interventions, building closures can lead to infection spikes in other areas depending on student behavior, and faster return of test …

Empirical Fitting Of Periodically Repeating Environmental Data, Pavel Bělík, Andrew Hotchkiss, Brandon Perez, John Zobitz

Spora: A Journal of Biomathematics

We extend and generalize an approach to conduct fitting models of periodically repeating data. Our method first detrends the data from a baseline function and then fits the data to a periodic (trigonometric, polynomial, or piecewise linear) function. The polynomial and piecewise linear functions are developed from assumptions of continuity and differentiability across each time period. We apply this approach to different datasets in the environmental sciences in addition to a synthetic dataset. Overall the polynomial and piecewise linear approaches developed here performed as good (or better) compared to the trigonometric approach when evaluated using statistical measures (R^{2 …}

Modeling Reproduction Influencers Of An Endangered Oak, Camila Cortez

DePaul Discoveries

The endemic oak, Quercus brandegeei has been labeled as endangered by the IUCN Red List of Endangered Species due to its limited genetic diversity and lack of regeneration. The oak (Quercus) species is a keystone species in many parts of the world and has been facing various challenges to their survival (Westwood 2017) making efforts to support and protect endemic oaks all the more ecologically and socially imperative. There are challenges to identifying threats as there are many unknown characteristics of Q. brandegeei’s biology that are essential to carrying out conservation efforts. To develop a greater understanding of …

Ensemble Data Fitting For Bathymetric Models Informed By Nominal Data, Samantha Zambo

Dissertations

Due to the difficulty and expense of collecting bathymetric data, modeling is the primary tool to produce detailed maps of the ocean floor. Current modeling practices typically utilize only one interpolator; the industry standard is splines-in-tension.

In this dissertation we introduce a new nominal-informed ensemble interpolator designed to improve modeling accuracy in regions of sparse data. The method is guided by a priori domain knowledge provided by artificially intelligent classifiers. We recast such geomorphological classifications, such as ‘seamount’ or ‘ridge’, as nominal data which we utilize as foundational shapes in an expanded ordinary least squares regression-based algorithm. To our knowledge …

Predictive Modeling Of Clinical Outcomes For Hospitalized Covid-19 Patients Utilizing Cytof And Clinical Data., Onajia Stubblefield

Electronic Theses and Dissertations

In December 2019, an outbreak of a novel coronavirus initiated a global pandemic. Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) is a virus that causes the disease coronavirus disease 2019 (COVID-19). Symptoms of infection with COVID-19 vary widely between individuals. While some infected individuals are asymptomatic, others need more extensive care and require hospitalization. Indeed, the COVID-19 pandemic was characterized by a shortage of hospital beds which presented additional complications in providing adequate care for patients. In this study, we used a combination of T cell population data collected from mass cytometry analysis and clinical markers to form a predictive …