Browsing Statistics by Title
Now showing items 1837 of 37

Latent models for crosscovariance
(2001)Crosscovariance problems arise in the analysis of multivariate data that can be divided naturally into two blocks of variables, X and Y, observed on the same units. In a crosscovariance problem we are interested, not in ... 
Learning and Manifolds: Leveraging the Intrinsic Geometry
(20130723)In this work, we explore and exploit the use of differential operators on manifolds  the LaplaceBeltrami operator in particular  in learning tasks. In particular, we are interested in uncovering the geometric structure ... 
The Likelihood Pivot: Performing Inference with Confidence
Maximum likelihood estimation is a popular statistical method. To account for possible model misspecification, the sandwich estimate of variance can be used to generate asymptotically correct confidence intervals. Several ... 
Lord's Paradox and Targeted Interventions: The Case of Special Education
Lord (1967) describes a hypothetical “paradox” in which two statisticians, analyzing the same dataset using different but defensible methods, come to very different conclusions about the effects of an intervention on student ... 
Maximum likelihood estimation in Gaussian AMP chain graph models and Gaussian ancestral graph models
(2004)Graphical Markov models use graphs to represent dependencies between stochastic variables. Via Markov properties, missing edges in the graph are translated into conditional independence statements, which, in conjunction ... 
Modeling Heterogeneity within and between Matrices and Arrays
(20131114)Datasets in the form of matrices and arrays arise frequently in the social and biological sciences and are characterized by measurements indexed by two or more factors. In this dissertation we address two problems relating ... 
Monte Carlo estimation of identity by descent in populations
Genetic similarity between organisms arises from segments of shared genome, which are said to be identical by descent (IBD). Modeling IBD in pedigrees forms the basis of classical linkage analysis and has been a fruitful ... 
Monte Carlo likelihood calculation for identity by descent data
(1999)Two individuals are identical by descent at a genetic locus if they share the same gene copy at that locus due to inheritance from a recent common ancestor. Identity by descent can be thought of as a continuous process ... 
Portfolio Optimization with Tail Risk Measures and NonNormal Returns
(20100820)The traditional Markowitz meanvariance portfolio optimization theory uses volatility as the sole measure of risk. However, volatility is flawed both intuitively and theoretically: being symmetric it does not differentiate ... 
Predictive Modeling of Cholera Outbreaks in Bangladesh
Despite seasonal cholera outbreaks in Bangladesh, little is known about the relationship between environmental conditions and cholera cases. We seek to develop a predictive model for cholera outbreaks in Bangladesh based ... 
Probabilistic Population Projection for Countries with Generalized HIV/AIDS Epidemics
Population projection has long been an issue for researchers, governments and international organizations so that they can monitor and plan development and resources. The United Nation Population Division (UNPD) publishes ... 
Rsquared inference under nonnormal error
Assessment of the relationship between diet and health status, especially association between diet and chronic disease risk, has attracted lot of research interest in statistical and epidemiologic studies. However, due to ... 
Rsquared inference under nonnormal error
Assessment of the relationship between diet and health status, especially association between diet and chronic disease risk, has attracted lot of research interest in statistical and epidemiologic studies. However, due to ... 
A resampling approach to clustering with confidence
(20120913)We propose a method for estimating the number of groups in a data set. Our method is an extension of Generalized Single Linkage clustering (GSL) (Stuetzle and Nugent 2010), a nonparametric clustering method based on the ... 
Robust estimation of factor models in finance
(2005)Standard assetpricing models entail expressions for expected returns in terms of coefficients relative to risk factors. Methods to estimate premiums of risk factors have, at its core, a single or multiple linear regression ... 
ShapeConstrained Inference for ConcaveTransformed Densities and their Modes
(20131114)We consider inference about functions estimated via shape constraints based on concavity. We consider logconcave densities and other “concavetransformed” densities on the real line, where a concavetransformed class is ... 
Statistical inference using Kronecker structured covariance
(20131114)We present results for testing and estimation in the context of separable covariance models. We concentrate on two types of data: relational data and crossclassified data. Relational data is frequently represented by a ... 
Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics
(20130417)At the present time there is no well accepted test for comparing least squares and robust linear regression coefficient estimates. To fill this gap we propose and demonstrate the efficacy of two Waldlike statistical tests ... 
Theory and Methods for Tensor Data
We present novel methods and new theory in the statistical analysis of tensorvalued data. A tensor is a multidimensional array. When data come in the form of a tensor, special methods and models are required to capture ... 
The weighted likelihood bootstrap and an algorithm for prepivoting
(1991)The method of bootstrapping, which has transformed the theory and practice of frequentist statistical inference, is applicable within the Bayesian paradigm. Rather than simulating data that might have been observed, this ...