subject:(Mathematical statistics)

Nelson Mandela Metropolitan University

1. Mnci, Mihlali. Statistical modelling applied to perceptions of fraud.

Degree: Faculty of Science, 2017, Nelson Mandela Metropolitan University

► This study aims to investigate and identify attitudes, behaviours and perceptions harboured by bank cardholders and merchants, which are associated with a higher susceptibility towards… (more)

Subjects/Keywords: Mathematical statistics; Statistics

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APA (6^th Edition):

Mnci, M. (2017). Statistical modelling applied to perceptions of fraud. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/41064

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Mnci, Mihlali. “Statistical modelling applied to perceptions of fraud.” 2017. Thesis, Nelson Mandela Metropolitan University. Accessed February 27, 2021. http://hdl.handle.net/10948/41064.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Mnci, Mihlali. “Statistical modelling applied to perceptions of fraud.” 2017. Web. 27 Feb 2021.

Vancouver:

Mnci M. Statistical modelling applied to perceptions of fraud. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2017. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10948/41064.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mnci M. Statistical modelling applied to perceptions of fraud. [Thesis]. Nelson Mandela Metropolitan University; 2017. Available from: http://hdl.handle.net/10948/41064

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Zhang, Xiaonan. Statistical Methods for Stable Distribution Using The Empirical Characteristic Function.

Degree: 2018, American University

URL: http://hdl.handle.net/1961/auislandora:84064

►

Stable distributions are a class of distributions allowing heavy tail and skewness. Most of stable distributions lack closed-form expression for their densities, so that estimating… (more)

Subjects/Keywords: Mathematical statistics; Statistics

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APA (6^th Edition):

Zhang, X. (2018). Statistical Methods for Stable Distribution Using The Empirical Characteristic Function. (Thesis). American University. Retrieved from http://hdl.handle.net/1961/auislandora:84064

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zhang, Xiaonan. “Statistical Methods for Stable Distribution Using The Empirical Characteristic Function.” 2018. Thesis, American University. Accessed February 27, 2021. http://hdl.handle.net/1961/auislandora:84064.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zhang, Xiaonan. “Statistical Methods for Stable Distribution Using The Empirical Characteristic Function.” 2018. Web. 27 Feb 2021.

Vancouver:

Zhang X. Statistical Methods for Stable Distribution Using The Empirical Characteristic Function. [Internet] [Thesis]. American University; 2018. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/1961/auislandora:84064.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang X. Statistical Methods for Stable Distribution Using The Empirical Characteristic Function. [Thesis]. American University; 2018. Available from: http://hdl.handle.net/1961/auislandora:84064

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Nelson Mandela Metropolitan University

3. [No author]. Statistical methods for the detection of non-technical losses: a case study for the Nelson Mandela Bay Municipality.

Degree: Faculty of Science, 2017, Nelson Mandela Metropolitan University

URL: http://hdl.handle.net/10948/19706

► Electricity is one of the most stolen commodities in the world. Electricity theft can be defined as the criminal act of stealing electrical power. Several… (more)

Subjects/Keywords: Nonparametric statistics; Mathematical statistics; Statistics

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APA (6^th Edition):

author], [. (2017). Statistical methods for the detection of non-technical losses: a case study for the Nelson Mandela Bay Municipality. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/19706

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

author], [No. “Statistical methods for the detection of non-technical losses: a case study for the Nelson Mandela Bay Municipality.” 2017. Thesis, Nelson Mandela Metropolitan University. Accessed February 27, 2021. http://hdl.handle.net/10948/19706.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

author], [No. “Statistical methods for the detection of non-technical losses: a case study for the Nelson Mandela Bay Municipality.” 2017. Web. 27 Feb 2021.

Vancouver:

author] [. Statistical methods for the detection of non-technical losses: a case study for the Nelson Mandela Bay Municipality. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2017. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10948/19706.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. Statistical methods for the detection of non-technical losses: a case study for the Nelson Mandela Bay Municipality. [Thesis]. Nelson Mandela Metropolitan University; 2017. Available from: http://hdl.handle.net/10948/19706

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Nelson Mandela Metropolitan University

4. Eastwood, Kirstie. A Statistical assessment of available solar resource across multiple sites in South Africa.

Degree: 2019, Nelson Mandela Metropolitan University

URL: http://hdl.handle.net/10948/39907

► Around the globe, fossil fuels remain the primary source of energy at around 78% of the world’s total energy consumption. However, the associated carbon emissions,… (more)

Subjects/Keywords: Mathematical statistics

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APA (6^th Edition):

Eastwood, K. (2019). A Statistical assessment of available solar resource across multiple sites in South Africa. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/39907

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Eastwood, Kirstie. “A Statistical assessment of available solar resource across multiple sites in South Africa.” 2019. Thesis, Nelson Mandela Metropolitan University. Accessed February 27, 2021. http://hdl.handle.net/10948/39907.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Eastwood, Kirstie. “A Statistical assessment of available solar resource across multiple sites in South Africa.” 2019. Web. 27 Feb 2021.

Vancouver:

Eastwood K. A Statistical assessment of available solar resource across multiple sites in South Africa. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2019. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10948/39907.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Eastwood K. A Statistical assessment of available solar resource across multiple sites in South Africa. [Thesis]. Nelson Mandela Metropolitan University; 2019. Available from: http://hdl.handle.net/10948/39907

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Cape Town

5. Familusi, Mary Ajibola. Analysis of clustered competing risks with application to a multicentre clinical trial.

Degree: Image, Statistical Sciences, 2016, University of Cape Town

URL: http://hdl.handle.net/11427/23763

► The usefulness of time-to-event (survival) analysis has made it gain a wide applicability in statistically modelling research. The methodological developments of time-to-event analysis that have… (more)

▼ The usefulness of time-to-event (survival) analysis has made it gain a wide applicability in statistically modelling research. The methodological developments of time-to-event analysis that have been widely adopted are: (i) The Kaplan-Meier method, for estimating the survival function; (ii) The log-rank test, for comparing the equality of two or more survival distributions; (m) The Cox proportional hazards model, for examining the covariate effects on the hazard function; and (iv) The accelerated failure time model, for examining the covariate effects on the survival function. Nonetheless, in time-to-event endpoints assessment, if subjects can fail from multiple mutually-exclusive causes, data are said to have competing risks. For competing risks data, the Fine and Gray proportional hazards model for sub-distributions has gained popularity due to its convenience in directly assessing the effect of covariates on the cumulative incidence function. Furthermore, sometimes competing risks data cannot be considered as independent because of a clustered design; for instance, in registry cohorts or multi-centre clinical trials. The Fine and Gray model has been extended to the analysis of clustered time-to-event data, by including random-centre effects or frailties in the sub-distribution hazard. This research focuses on the analysis of clustered competing risks with an application to the investigation of the management of pericarditis clinical trial (IMPI) dataset. IMPI is a multi- centre clinical trial that was carried out from 19 centres in 8 African countries with the principal objective of assessing the effectiveness and safety of adjunctive prednisolone and Mycobacterium indicus pranii immunotherapy, in reducing the composite outcome of death, constriction or cardiac tamponade, requiring pericardial drainage in patients with probable or definite tuberculous pericarditis. The clinical objective in this thesis is therefore to analyse time to these outcomes. In addition, the risk factors associated with these outcomes were determined, and the effect of the prednisolone and M. indcus pranii was examined, while adjusting for these risk factors and considering centres as a random effect. Using Cox proportional hazards model, it was found that age, weight, New York Heart Association (NYHA) class, hypotension, creatinine, and peripheral oedema show a statistically significant association with the composite outcome. Furthermore, weight, NYHA class, hypotension, creatinine and peripherial oedema show a statistically significant association with death. In addition, NYHA class and hypotension show a statistically significant association with cardiac tamponade. Lastly, prednisolone, gender, NYHA class, tachycardia, haemoglobin level, peripheral oedema, pulmonary infiltrate and HIV status show a statistically significant association with constriction. A value of 0.1 significance level was used to identify variables as significant in the univariate model using forward stepwise regression method. The random effect was found to be… Advisors/Committee Members: Gumedze, Freedom N (advisor).

Subjects/Keywords: Mathematical Statistics

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APA (6^th Edition):

Familusi, M. A. (2016). Analysis of clustered competing risks with application to a multicentre clinical trial. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/23763

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Familusi, Mary Ajibola. “Analysis of clustered competing risks with application to a multicentre clinical trial.” 2016. Thesis, University of Cape Town. Accessed February 27, 2021. http://hdl.handle.net/11427/23763.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Familusi, Mary Ajibola. “Analysis of clustered competing risks with application to a multicentre clinical trial.” 2016. Web. 27 Feb 2021.

Vancouver:

Familusi MA. Analysis of clustered competing risks with application to a multicentre clinical trial. [Internet] [Thesis]. University of Cape Town; 2016. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/11427/23763.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Familusi MA. Analysis of clustered competing risks with application to a multicentre clinical trial. [Thesis]. University of Cape Town; 2016. Available from: http://hdl.handle.net/11427/23763

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Adeyemi, Rasheed Alani. Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches.

Degree: Image, Statistical Sciences, 2015, University of Cape Town

URL: http://hdl.handle.net/11427/15533

► This thesis explores uncertainty statistics to model agricultural crop yields, in a situation where there are neither sampling observations nor historical record. The Bayesian approach… (more)

▼ This thesis explores uncertainty statistics to model agricultural crop yields, in a situation where there are neither sampling observations nor historical record. The Bayesian approach to a linear regression model is useful for predict ion of crop yield when there are quantity data issue s and the model structure uncertainty and the regression model involves a large number of explanatory variables. Data quantity issues might occur when a farmer is cultivating a new crop variety, moving to a new farming location or when introducing a new farming technology, where the situation may warrant a change in the current farming practice. The first part of this thesis involved the collection of data from experts' domain and the elicitation of the probability distributions. Uncertainty statistics, the foundation of uncertainty theory and the data gathering procedures were discussed in detail. We proposed an estimation procedure for the estimation of uncertainty distributions. The procedure was then implemented on agricultural data to fit some uncertainty distributions to five cereal crop yields. A Delphi method was introduced and used to fit uncertainty distributions for multiple experts' data of sesame seed yield. The thesis defined an uncertainty distance and derived a distance for a difference between two uncertainty distributions. We lastly estimated the distance between a hypothesized distribution and an uncertainty normal distribution. Although, the applicability of uncertainty statistics is limited to one sample model, the approach provides a fast approach to establish a standard for process parameters. Where no sampling observation exists or it is very expensive to acquire, the approach provides an opportunity to engage experts and come up with a model for guiding decision making. In the second part, we fitted a full dataset obtained from an agricultural survey of small-scale farmers to a linear regression model using direct Markov Chain Monte Carlo (MCMC), Bayesian estimation (with uniform prior) and maximum likelihood estimation (MLE) method. The results obtained from the three procedures yielded similar mean estimates, but the credible intervals were found to be narrower in Bayesian estimates than confidence intervals in MLE method. The predictive outcome of the estimated model was then assessed using simulated data for a set of covariates. Furthermore, the dataset was then randomly split into two data sets. The informative prior was later estimated from one-half called the "old data" using Ordinary Least Squares (OLS) method. Three models were then fitted onto the second half called the "new data": General Linear Model (GLM) (M1), Bayesian model with a non-informative prior (M2) and Bayesian model with informative prior (M3). A leave-one-outcross validation (LOOCV) method was used to compare the predictive performance of these models. It was found that the Bayesian models showed better predictive performance than M1. M3 (with a prior) had moderate average Cross Validation (CV) error and Cross Validation (CV)… Advisors/Committee Members: Guo, Renkuan (advisor), Dunne, Tim (advisor).

Subjects/Keywords: Mathematical Statistics

11 more images…

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APA (6^th Edition):

Adeyemi, R. A. (2015). Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/15533

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Adeyemi, Rasheed Alani. “Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches.” 2015. Thesis, University of Cape Town. Accessed February 27, 2021. http://hdl.handle.net/11427/15533.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Adeyemi, Rasheed Alani. “Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches.” 2015. Web. 27 Feb 2021.

Vancouver:

Adeyemi RA. Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches. [Internet] [Thesis]. University of Cape Town; 2015. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/11427/15533.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Adeyemi RA. Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches. [Thesis]. University of Cape Town; 2015. Available from: http://hdl.handle.net/11427/15533

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Cape Town

7. Holloway, Jennifer Patricia. Time series analysis of count data with an application to the incidence of cholera.

Degree: Image, Statistical Sciences, 2011, University of Cape Town

URL: http://hdl.handle.net/11427/11088

► This dissertation comprises a study into the application of count data time series models to weekly counts of cholera cases that have been recorded in… (more)

Subjects/Keywords: Mathematical Statistics

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APA (6^th Edition):

Holloway, J. P. (2011). Time series analysis of count data with an application to the incidence of cholera. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/11088

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Holloway, Jennifer Patricia. “Time series analysis of count data with an application to the incidence of cholera.” 2011. Thesis, University of Cape Town. Accessed February 27, 2021. http://hdl.handle.net/11427/11088.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Holloway, Jennifer Patricia. “Time series analysis of count data with an application to the incidence of cholera.” 2011. Web. 27 Feb 2021.

Vancouver:

Holloway JP. Time series analysis of count data with an application to the incidence of cholera. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/11427/11088.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Holloway JP. Time series analysis of count data with an application to the incidence of cholera. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/11088

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Cape Town

8. Smit, Steven. The Impact of the Carry Trade on Global Currency Markets.

Degree: MSc, Statistical Sciences, 2019, University of Cape Town

URL: http://hdl.handle.net/11427/30991

► This work analyses the effect of the carry trade factor, statistically derived from a comprehensive basket of currencies, on currencies in various heuristically defined global… (more)

Subjects/Keywords: Mathematical Statistics

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APA (6^th Edition):

Smit, S. (2019). The Impact of the Carry Trade on Global Currency Markets. (Masters Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/30991

Chicago Manual of Style (16^th Edition):

Smit, Steven. “The Impact of the Carry Trade on Global Currency Markets.” 2019. Masters Thesis, University of Cape Town. Accessed February 27, 2021. http://hdl.handle.net/11427/30991.

MLA Handbook (7^th Edition):

Smit, Steven. “The Impact of the Carry Trade on Global Currency Markets.” 2019. Web. 27 Feb 2021.

Vancouver:

Smit S. The Impact of the Carry Trade on Global Currency Markets. [Internet] [Masters thesis]. University of Cape Town; 2019. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/11427/30991.

Council of Science Editors:

Smit S. The Impact of the Carry Trade on Global Currency Markets. [Masters Thesis]. University of Cape Town; 2019. Available from: http://hdl.handle.net/11427/30991

University of Cape Town

9. Ngwenya, Mzabalazo Z. Investigating 'optimal' kriging variance estimation :analytic and bootstrap estimators.

Degree: Image, Statistical Sciences, 2011, University of Cape Town

URL: http://hdl.handle.net/11427/11265

► Kriging is a widely used group of techniques for predicting unobserved responses at specified locations using a set of observations obtained from known locations. Kriging… (more)

Subjects/Keywords: Mathematical Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ngwenya, M. Z. (2011). Investigating 'optimal' kriging variance estimation :analytic and bootstrap estimators. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/11265

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Ngwenya, Mzabalazo Z. “Investigating 'optimal' kriging variance estimation :analytic and bootstrap estimators.” 2011. Thesis, University of Cape Town. Accessed February 27, 2021. http://hdl.handle.net/11427/11265.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Ngwenya, Mzabalazo Z. “Investigating 'optimal' kriging variance estimation :analytic and bootstrap estimators.” 2011. Web. 27 Feb 2021.

Vancouver:

Ngwenya MZ. Investigating 'optimal' kriging variance estimation :analytic and bootstrap estimators. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/11427/11265.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ngwenya MZ. Investigating 'optimal' kriging variance estimation :analytic and bootstrap estimators. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/11265

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Oxford

10. Rubinacci, Simone. Genotype imputation methods for next generation datasets.

Degree: PhD, 2020, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:04c9363c-dd91-44df-9306-1932a69fedce ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808350

► The advent of genome-wide association studies (GWAS) revolutionized the field of complex disease genetics. The primary goal of these studies is to achieve a better… (more)

▼ The advent of genome-wide association studies (GWAS) revolutionized the field of complex disease genetics. The primary goal of these studies is to achieve a better understanding of the biology of a complex disease and use this knowledge for prevention or better treatment of diseases. Genotype imputation is one of the key steps in such studies. The contribution of genotype imputation is to increase the power of study by boosting the coverage of genetic variation and to provide a natural framework for combining results across association studies that rely on different genotyping platforms. Genotype imputation is the process of statistical inference of unobserved genotypes in a sample of individuals. In the typical scenario, a reference panel of haplotypes is used to infer ungenotyped variants in a set of study samples. Increasing the sample size in the reference panel improves imputation accuracy, especially for variants with low minor allele frequencies, but big reference panels are also a computational challenge for imputation methods. The goal of this dissertation is to develop methods and protocols that scale genotype imputation to very large next generation reference panels. The main contribution of this dissertation is a genotype imputation method named IMPUTE5. It achieves fast, accurate, and memory-efficient imputation by selecting a small number of reference panel haplotypes using the Positional Burrows-Wheeler Transform. Imputation is performed only using the selected haplotypes, leading to a dramatic speed-up with no loss in accuracy compared to other methods. In order to facilitate other researchers to perform GWAS, a protocol to impute from a reference panel of phased haplotypes into a genome-wide association dataset is also described. We also present an efficient C++ implementation of the Positional Burrows-Wheeler Transform which allows fast string matching in a set of haplotypes. An evaluation of previous state selection algorithms is provided together with a qualitative measure of the accuracy of chromosome painting performed by IMPUTE5. A major application is the imputation of the UK Biobank dataset using the 100,000 Genomes Project reference panel. We show how the reference panel has been created and how imputation will be performed. Imputation of the UK Biobank represents an extremely valuable resource for researches, potentially providing new highlights for genome-wide association studies.

Subjects/Keywords: Missing observations (Statistics); Mathematical statistics

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APA (6^th Edition):

Rubinacci, S. (2020). Genotype imputation methods for next generation datasets. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:04c9363c-dd91-44df-9306-1932a69fedce ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808350

Chicago Manual of Style (16^th Edition):

Rubinacci, Simone. “Genotype imputation methods for next generation datasets.” 2020. Doctoral Dissertation, University of Oxford. Accessed February 27, 2021. http://ora.ox.ac.uk/objects/uuid:04c9363c-dd91-44df-9306-1932a69fedce ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808350.

MLA Handbook (7^th Edition):

Rubinacci, Simone. “Genotype imputation methods for next generation datasets.” 2020. Web. 27 Feb 2021.

Vancouver:

Rubinacci S. Genotype imputation methods for next generation datasets. [Internet] [Doctoral dissertation]. University of Oxford; 2020. [cited 2021 Feb 27]. Available from: http://ora.ox.ac.uk/objects/uuid:04c9363c-dd91-44df-9306-1932a69fedce ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808350.

Council of Science Editors:

Rubinacci S. Genotype imputation methods for next generation datasets. [Doctoral Dissertation]. University of Oxford; 2020. Available from: http://ora.ox.ac.uk/objects/uuid:04c9363c-dd91-44df-9306-1932a69fedce ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808350

Columbia University

11. Hirshberg, David Abraham. Minimax-inspired Semiparametric Estimation and Causal Inference.

Degree: 2018, Columbia University

URL: https://doi.org/10.7916/D86Q3F30

► This thesis focuses on estimation and inference for a large class of semiparametric estimands: the class of continuous functionals of regression functions. This class includes… (more)

▼ This thesis focuses on estimation and inference for a large class of semiparametric estimands: the class of continuous functionals of regression functions. This class includes a number of estimands derived from causal inference problems, among then the average treatment effect for a binary treatment when treatment assignment is unconfounded and many of its generalizations for non-binary treatments and individualized treatment policies. Chapter 2, based on work with Stefan Wager, introduces the augmented minimax linear es- timator (AMLE), a general approach to the problem of estimating a continuous linear functional of a regression function. In this approach, we estimate the regression function, then subtract from a simple plug-in estimator of the functional a weighted combination of the estimated regression function’s residuals. For this, we use weights chosen to minimize the maximum of the mean squared error of the resulting estimator over regression functions in a chosen neighborhood of our estimated regression function. These weights are shown to be a universally consistent estimator our linear functional’s Riesz representer, the use of which would result in an exact bias correction for our plug- in estimator. While this convergence can be slow, especially when the Riesz representer is highly nonsmooth, the action of these weights on functions in the aforementioned neighborhood imitates that of the Riesz representer accurately even when they are slow to converge in other respects. As a result, we show that under no regularity conditions on the Riesz representer and minimal regularity conditions on the regression function, the proposed estimator is semiparametrically efficient. In simulation, it is shown to perform very well in the context of estimating the average partial effect in the conditional linear model, a simultaneous generalization of the average treatment effect to address continuous-valued treatments and of the partial linear model to address treatment effect heterogeneity. Chapter 3, based on work with Arian Maleki and José Zubizarreta, studies the minimax linear estimator, a simplified version of the AMLE in which the estimated regression function is taken to be zero, for a class of estimands generalizing the mean with outcomes missing at random. We show semiparametric efficiency under conditions that are only slightly stronger than those required for the AMLE. In addition, we bound the deviation of our estimator’s error from the averaged efficient influence function, characterizing the degree to which the first order asymptotic characterization of semiparametric efficiency is meaningful in finite samples. In simulation, this estimator is shown to perform well relative to alternatives in high-noise, small-sample settings with limited overlap between the covariate distribution of missing and nonmissing units, a setting that is challenging for approaches reliant on accurate estimation of either or both of the regression function and the propensity score. Chapter 4 discusses an approach…

Subjects/Keywords: Statistics; Parameter estimation; Mathematical statistics

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APA (6^th Edition):

Hirshberg, D. A. (2018). Minimax-inspired Semiparametric Estimation and Causal Inference. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D86Q3F30

Chicago Manual of Style (16^th Edition):

Hirshberg, David Abraham. “Minimax-inspired Semiparametric Estimation and Causal Inference.” 2018. Doctoral Dissertation, Columbia University. Accessed February 27, 2021. https://doi.org/10.7916/D86Q3F30.

MLA Handbook (7^th Edition):

Hirshberg, David Abraham. “Minimax-inspired Semiparametric Estimation and Causal Inference.” 2018. Web. 27 Feb 2021.

Vancouver:

Hirshberg DA. Minimax-inspired Semiparametric Estimation and Causal Inference. [Internet] [Doctoral dissertation]. Columbia University; 2018. [cited 2021 Feb 27]. Available from: https://doi.org/10.7916/D86Q3F30.

Council of Science Editors:

Hirshberg DA. Minimax-inspired Semiparametric Estimation and Causal Inference. [Doctoral Dissertation]. Columbia University; 2018. Available from: https://doi.org/10.7916/D86Q3F30

Nelson Mandela Metropolitan University

12. Nasila, Mark Wopicho. Statistical modelling for detection of fraudulent activity on banking cards.

Degree: Faculty of Science, 2014, Nelson Mandela Metropolitan University

URL: http://hdl.handle.net/10948/45887

► The current global recession has highlighted the fragile banking and related systems exposure to risks and acts of fraud. As a result of the ever… (more)

▼ The current global recession has highlighted the fragile banking and related systems exposure to risks and acts of fraud. As a result of the ever changing information technology environment, where the internet has become an important retail sector channel, new fraud challenges are being encountered. The rapid growth in credit and cheque card transactions as a payment mechanism has led to an increase in card fraud. Approximately 70% of consumers utilising credit and cheque cards, as payment mechanisms, are significantly concerned about fraud (McAlearney, 2008). Additionally, credit card fraud has broader negative implications, such as funding organised crime, international narcotics trafficking and even the financing of terrorist activities. The first section of this study develops classification models that will improve on existing methods used to detect fraud and, as a result thereof, reduce the number of fraudulent transactions. Using confidential data obtained from a South African Bank, logistic regression and scoring techniques have been combined to develop a classification model that improves on the existing fraudulent identification methods. Using the methods developed in this study, a higher percentage of fraudulent transactions are classified correctly when compared to discriminant analysis, a method often used to identify fraudulent transactions. These models enable the banking business to identify demographic, socio-economic and banking-specific determinants which contribute significantly towards fraudulent transactions. The early detection methods will allow banks to put in place measures that will reduce the occurrence of fraudulent transactions on customer’s cards. The second section involves understanding how card holders and merchants contribute towards the occurrence of fraudulent incidents. This was achieved through two surveys which were carried out in the Johannesburg metropolitan area. These surveys aimed at understanding the perceptions of card holders and merchants with regard to aspects pertaining to card fraud contributed towards the occurrence of card fraud. Multinomial logistic regression (MLR) is used to classify card holders and merchants according to their likelihood of experiencing card fraud incidents. These results are based on their perceptions of certain aspects related to card fraud as obtained from the survey instruments.

Subjects/Keywords: Mathematical statistics; Mathematical models; Statistics; Bank fraud

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Nasila, M. W. (2014). Statistical modelling for detection of fraudulent activity on banking cards. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/45887

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Nasila, Mark Wopicho. “Statistical modelling for detection of fraudulent activity on banking cards.” 2014. Thesis, Nelson Mandela Metropolitan University. Accessed February 27, 2021. http://hdl.handle.net/10948/45887.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Nasila, Mark Wopicho. “Statistical modelling for detection of fraudulent activity on banking cards.” 2014. Web. 27 Feb 2021.

Vancouver:

Nasila MW. Statistical modelling for detection of fraudulent activity on banking cards. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2014. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10948/45887.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nasila MW. Statistical modelling for detection of fraudulent activity on banking cards. [Thesis]. Nelson Mandela Metropolitan University; 2014. Available from: http://hdl.handle.net/10948/45887

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Nottingham

13. Cassidy, Rosanna. Inference of transmission trees for epidemics using whole-genome sequence data.

Degree: PhD, 2019, University of Nottingham

URL: http://eprints.nottingham.ac.uk/57708/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.799793

► Recently, collection of sequence data has become increasingly rapid and cost-efficient, prompting much research into using this kind of data in the analysis of infectious… (more)

▼ Recently, collection of sequence data has become increasingly rapid and cost-efficient, prompting much research into using this kind of data in the analysis of infectious diseases. There is currently substantial interest in developing epidemic model frameworks which can incorporate this new abundance of data. Whole-genome sequence (WGS) data reveal to us the unique construction- the 'fingerprint'- of the DNA of a sample pathogen. These high resolution data introduce the possibility that we may be able to discover who infected whom in an epidemic outbreak, allowing us to better understand transmission dynamics and therefore design improved preventative and intervention measures. WGS data may prove useful in understanding how levels of infectiousness and susceptibility vary between individuals in a population, or patients on a hospital ward. Genetic data are becoming increasingly widely available, and it is now possible to sequence isolates of some pathogens in real-time in the field with mobile sequencing technologies. Therefore, developing the models and methods to best exploit this is of considerable importance. The first focus of the research presented here is on antibiotic-resistant nosocomial infections, or 'hospital superbugs', as these still pose a significant problem in hospitals, especially in developing countries. Antibiotic resistance is estimated to kill 700 thousand people globally every year. Current public focus on the threat of an 'antibiotic apocalypse' focuses on the need to reduce the overuse of antibiotics, but another important strategy is to better understand the transmission of such pathogens in order that better prevention and intervention strategies can be designed. Hospital wards present a unique environment, data from which require their own models and methods to analyse outbreaks of infectious disease. Initial research in this thesis has concentrated on outbreaks of methicillin-resistant Staphylococcus aureus (MRSA), as it is the most widespread and most common antibiotic-resistant nosocomial infection. In this thesis, discrete-time stochastic epidemic models are developed which can be used to analyse both epidemiological and genetic data from an outbreak of MRSA on a hospital ward. These new models can be used to estimate routes of transmission through the hospital ward on the level of individual transmission events by harnessing the information available in the genetic distances between isolate sequences taken from colonised patients. The unobserved transmission dynamics in the models can be inferred using Bayesian inference in a data-augmented MCMC algorithm. Although techniques have been developed to assess the goodness-of-fit of epidemic models in Bayesian settings, they do not assess how well a model fits the genetic data. Methods for doing so are developed in this thesis. An outbreak of MRSA is analysed using the presented models, and the new goodness-of-fit techniques are used to suggest ways to improve the fit of models. The ideas behind the models for genetic data from MRSA…

Subjects/Keywords: QA276 Mathematical statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Cassidy, R. (2019). Inference of transmission trees for epidemics using whole-genome sequence data. (Doctoral Dissertation). University of Nottingham. Retrieved from http://eprints.nottingham.ac.uk/57708/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.799793

Chicago Manual of Style (16^th Edition):

Cassidy, Rosanna. “Inference of transmission trees for epidemics using whole-genome sequence data.” 2019. Doctoral Dissertation, University of Nottingham. Accessed February 27, 2021. http://eprints.nottingham.ac.uk/57708/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.799793.

MLA Handbook (7^th Edition):

Cassidy, Rosanna. “Inference of transmission trees for epidemics using whole-genome sequence data.” 2019. Web. 27 Feb 2021.

Vancouver:

Cassidy R. Inference of transmission trees for epidemics using whole-genome sequence data. [Internet] [Doctoral dissertation]. University of Nottingham; 2019. [cited 2021 Feb 27]. Available from: http://eprints.nottingham.ac.uk/57708/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.799793.

Council of Science Editors:

Cassidy R. Inference of transmission trees for epidemics using whole-genome sequence data. [Doctoral Dissertation]. University of Nottingham; 2019. Available from: http://eprints.nottingham.ac.uk/57708/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.799793

Columbia University

14. Patra, Rohit Kumar. Semiparametric inference with shape constraints.

Degree: 2016, Columbia University

URL: https://doi.org/10.7916/D88C9WGR

► This thesis deals with estimation and inference in two semiparametric problems: a two-component mixture model and a single index regression model. For the two-component mixture… (more)

▼ This thesis deals with estimation and inference in two semiparametric problems: a two-component mixture model and a single index regression model. For the two-component mixture model, we assume that the distribution of one component is known and develop methods for estimating the mixing proportion and the unknown distribution using ideas from shape restricted function estimation. We establish the consistency of our estimators. We find the rate of convergence and the asymptotic limit of our estimator for the mixing proportion. Furthermore, we develop a completely automated distribution-free honest finite sample lower confidence bound for the mixing proportion. We compare the proposed estimators, which are easily implementable, with some of the existing procedures through simulation studies and analyse two data sets, one arising from an application in astronomy and the other from a microarray experiment. For the single index model, we consider estimation of the unknown link function and the finite dimensional index parameter. We study the problem when the true link function is assumed to be: (1) smooth or (2) convex. When the link function is just assumed to be smooth, in contrast to standard kernel based methods, we use smoothing splines to estimate the link function. We prove the consistency and find the rates of convergence of the proposed estimators. We establish root-n-rate of convergence and the semiparametric efficiency of the parametric component under mild assumptions. When the link function is assumed to be convex, we propose a shape constrained penalized least squares estimator and a Lipschitz constrained least squares estimator for the unknown quantities. We prove the consistency and find the rates of convergence for both estimators. For the shape constrained penalized least squares estimator, we establish root-n-rate of convergence and the semiparametric efficiency of the parametric component under mild assumptions and conjecture that the parametric component of the Lipschitz constrained least squares estimator is semiparametrically efficient. We develop the R package "simest'' that can be used (to compute the proposed estimators) even for moderately large dimensions.

Subjects/Keywords: Regression analysis; Mathematical statistics; Probabilities; Statistics; Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Patra, R. K. (2016). Semiparametric inference with shape constraints. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D88C9WGR

Chicago Manual of Style (16^th Edition):

Patra, Rohit Kumar. “Semiparametric inference with shape constraints.” 2016. Doctoral Dissertation, Columbia University. Accessed February 27, 2021. https://doi.org/10.7916/D88C9WGR.

MLA Handbook (7^th Edition):

Patra, Rohit Kumar. “Semiparametric inference with shape constraints.” 2016. Web. 27 Feb 2021.

Vancouver:

Patra RK. Semiparametric inference with shape constraints. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2021 Feb 27]. Available from: https://doi.org/10.7916/D88C9WGR.

Council of Science Editors:

Patra RK. Semiparametric inference with shape constraints. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D88C9WGR

15. Zhao, Yanchun. Comparison of Proposed K Sample Tests with Dietz's Test for Nondecreasing Ordered Alternatives for Bivariate Normal Data.

Degree: 2011, North Dakota State University

URL: http://hdl.handle.net/10365/28836

► There are many situations in which researchers want to consider a set of response variables simultaneously rather than just one response variable. For instance, a… (more)

Subjects/Keywords: Order statistics.; Mathematical statistics.; Nonparametric statistics.

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APA (6^th Edition):

Zhao, Y. (2011). Comparison of Proposed K Sample Tests with Dietz's Test for Nondecreasing Ordered Alternatives for Bivariate Normal Data. (Thesis). North Dakota State University. Retrieved from http://hdl.handle.net/10365/28836

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zhao, Yanchun. “Comparison of Proposed K Sample Tests with Dietz's Test for Nondecreasing Ordered Alternatives for Bivariate Normal Data.” 2011. Thesis, North Dakota State University. Accessed February 27, 2021. http://hdl.handle.net/10365/28836.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zhao, Yanchun. “Comparison of Proposed K Sample Tests with Dietz's Test for Nondecreasing Ordered Alternatives for Bivariate Normal Data.” 2011. Web. 27 Feb 2021.

Vancouver:

Zhao Y. Comparison of Proposed K Sample Tests with Dietz's Test for Nondecreasing Ordered Alternatives for Bivariate Normal Data. [Internet] [Thesis]. North Dakota State University; 2011. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10365/28836.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhao Y. Comparison of Proposed K Sample Tests with Dietz's Test for Nondecreasing Ordered Alternatives for Bivariate Normal Data. [Thesis]. North Dakota State University; 2011. Available from: http://hdl.handle.net/10365/28836

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

16. Chawla, Akshita. Inferences in mixed-effects models with missing covariates and application to meta-analysis.

Degree: 2015, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:3712

►

Thesis Ph. D. Michigan State University. Statistics 2015

This dissertation consists of four chapters. The first chapter motivates problems of interest and gives a brief… (more)

▼

Thesis Ph. D. Michigan State University. Statistics 2015

This dissertation consists of four chapters. The first chapter motivates problems of interest and gives a brief literature review.The second chapter investigates popular methods of testing in linear mixed models. The linear mixed model is prominently used in research involving human and animal subjects. Drawing inferences on model parameters is primarily important for explaining the biological outcomes. Unlike the standard linear regression models, the linear mixed model inference is based on asymptotic theory. Thus a study of finite sample performance of the existing procedure could be of practical interest. This chapter reviews the following popular approaches of testing fixed effects in a linear mixed model: (1) likelihood ratio test, (2) restricted maximum likelihood ratio test (3) Bartlett corrected profile likelihood ratio test (4) Bartlett corrected Cox-Reid likelihood ratio test and (5) Kenward-Roger approximate F-test. The performance of these methods are compared based on Type-I error rate via an extensive simulation study. We conclude that the Kenward-Roger test is the best in preserving Type-I error rate.The third chapter develops a test for fixed effects in small sample linear mixed model with missing covariates. Partially observed variables are common in scientific research. Ignoring the subjects with partial information may lead to biased and or inefficient estimators, and consequently any test based only on the completely observed subjects may inflate the error probabilities. Missing data issue has been extensively considered in the regression model, especially in the independently identically (IID) data setup. Relatively less attention has been paid for handling missing covariate data in the linear mixed effects model – a dependent data scenario. In case of complete data, Kenward-Roger's F test is a well established method for testing of fixed effects in a linear mixed model. In this chapter, we present a modified Kenward-Roger type test for testing fixed effects in a linear mixed model when the covariates are missing at random. In the proposed method, we attempt to reduce bias from three sources, the small sample bias, the bias due to missing values, and the bias due to estimation of variance components. The operating characteristics of the method is judged and compared with two existing approaches, listwise deletion and mean imputation, via simulation studies.The fourth chapter applies the random effects model to meta-analysis of rare event data. In clinical trials and many other applications, meta-analysis is mainly conducted to summarize the effect size on primary endpoints or on key secondary endpoints. However, there are times when safety endpoints such as risk of complications in pancreatic surgery or the risk of myocardial infarction (MI) is the main point of interest in a drug study. As these types of safety endpoints are rare in nature, most studies report zero such incidences; the general statistical framework of meta-analysis…

Advisors/Committee Members: Maiti, Tapabrata, Lim, Chae Young, Zhong, Ping- Shou, Tempelman, Robert.

Subjects/Keywords: Multilevel models (Statistics) – Evaluation; Mathematical statistics; Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chawla, A. (2015). Inferences in mixed-effects models with missing covariates and application to meta-analysis. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:3712

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chawla, Akshita. “Inferences in mixed-effects models with missing covariates and application to meta-analysis.” 2015. Thesis, Michigan State University. Accessed February 27, 2021. http://etd.lib.msu.edu/islandora/object/etd:3712.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chawla, Akshita. “Inferences in mixed-effects models with missing covariates and application to meta-analysis.” 2015. Web. 27 Feb 2021.

Vancouver:

Chawla A. Inferences in mixed-effects models with missing covariates and application to meta-analysis. [Internet] [Thesis]. Michigan State University; 2015. [cited 2021 Feb 27]. Available from: http://etd.lib.msu.edu/islandora/object/etd:3712.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chawla A. Inferences in mixed-effects models with missing covariates and application to meta-analysis. [Thesis]. Michigan State University; 2015. Available from: http://etd.lib.msu.edu/islandora/object/etd:3712

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

17. Cai, Liqian. High-dimensional inference for spatial error models.

Degree: 2016, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:4077

►

Thesis Ph. D. Michigan State University. Statistics 2016

In the literature of econometric theory and application, issues relating to urban, real estate, agricultural, and environmental… (more)

▼

Thesis Ph. D. Michigan State University. Statistics 2016

In the literature of econometric theory and application, issues relating to urban, real estate, agricultural, and environmental economics, etc., where the data are collected spatially from cross-sectional units, are common and in these circumstances, the spatial relation among the sampling sites can not be ignored. Spatial autocorrelation is thus introduced to model the correlation among values of a single variable strictly attributable to their relatively close locational positions on a two-dimensional surface, which extends autocorrelation in time series to spatial dimensions.With the growth of computer capabilities, databases are becoming progressively larger and more complex, making traditional statistical methods less effective or sometimes even unsuitable. Data from high-frequency economic transactions, detailed macroeconomic data collected by a multitude of sources with varying data quality and varying sampling frequencies, and data on large economic and social networks are just a few examples of the content of enormous databases that are now subject to thorough examination.This dissertation discusses applicable (high-dimensional) variable selection and estimation methods and corresponding theories focusing on a spatial error model where the spatial autocorrelation comes from the disturbances across cross-sectional units, in a regression context.In the first part, we propose a generalized Lasso-type of estimator for the spatial error model, where the disturbance terms are autocorrelated across cross-sectional units. We further prove the estimation consistency and selection sign consistency of the parameter estimator under both the low dimensional setting when the dimension of the parameter p is fixed and smaller than the sample size n, as well as the high dimensional setting when p is greater than and can be growing with n. The number of non-zero components of the parameter in both settings are considered relatively smaller than the number of observations (sparsity).In the second part, we continue to investigate post-model selection estimators that apply estimation to the model selected by first-step variable selection. We show that by separating the model selection and estimation process, the post-model selection estimator can perform at least as well as the simultaneous variable selection and estimation method in terms of the rate of convergence. The convergence rate of the estimation error in both the l2 and sup norms are studied. Moreover, under perfect model selection, that is, when the selection process is able to correctly identify the significant covariates of the true model with probability goes to 1, the oracle convergence rate can be reached.In the last part, a sketch of the future work on high-dimensional analysis on mixed regressive, spatial autoregressive model, where the response unit depends not only on the explanatory variables but also on the response from its neighboring units, is described.

Description based on online…

Advisors/Committee Members: Maiti, Tapabrata, Calantone, Roger J, Lim, Chae Young, Zhong, Pingshou.

Subjects/Keywords: Autocorrelation (Statistics); Regression analysis; Mathematical statistics; Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Cai, L. (2016). High-dimensional inference for spatial error models. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:4077

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Cai, Liqian. “High-dimensional inference for spatial error models.” 2016. Thesis, Michigan State University. Accessed February 27, 2021. http://etd.lib.msu.edu/islandora/object/etd:4077.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Cai, Liqian. “High-dimensional inference for spatial error models.” 2016. Web. 27 Feb 2021.

Vancouver:

Cai L. High-dimensional inference for spatial error models. [Internet] [Thesis]. Michigan State University; 2016. [cited 2021 Feb 27]. Available from: http://etd.lib.msu.edu/islandora/object/etd:4077.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cai L. High-dimensional inference for spatial error models. [Thesis]. Michigan State University; 2016. Available from: http://etd.lib.msu.edu/islandora/object/etd:4077

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

18. Huang, Wenmei. Semi-parametric estimation of bivariate dependence under mixed marginals.

Degree: 2011, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:267

►

Thesis Ph. D. Michigan State University. Department of Statistics and Probability 2011.

Copulas are a flexible way of modeling dependence in a set of variables… (more)

Subjects/Keywords: Copulas (Mathematical statistics); Statistics – Research; Probabilities – Mathematical models; Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Huang, W. (2011). Semi-parametric estimation of bivariate dependence under mixed marginals. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:267

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Huang, Wenmei. “Semi-parametric estimation of bivariate dependence under mixed marginals.” 2011. Thesis, Michigan State University. Accessed February 27, 2021. http://etd.lib.msu.edu/islandora/object/etd:267.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Huang, Wenmei. “Semi-parametric estimation of bivariate dependence under mixed marginals.” 2011. Web. 27 Feb 2021.

Vancouver:

Huang W. Semi-parametric estimation of bivariate dependence under mixed marginals. [Internet] [Thesis]. Michigan State University; 2011. [cited 2021 Feb 27]. Available from: http://etd.lib.msu.edu/islandora/object/etd:267.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang W. Semi-parametric estimation of bivariate dependence under mixed marginals. [Thesis]. Michigan State University; 2011. Available from: http://etd.lib.msu.edu/islandora/object/etd:267

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Nelson Mandela Metropolitan University

19. Deyzel, Jani Igna. Bootstrap-based tolerance intervals for photovoltaic energy yield assessments.

Degree: 2019, Nelson Mandela Metropolitan University

URL: http://hdl.handle.net/10948/39469

► The assessment of the energy yield of a photovoltaic (PV) system is one of the key assessments required by investors and developers. Currently, available methods… (more)

Subjects/Keywords: Bootstrap (Statistics); Mathematical statistics; Photovoltaic power systems

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APA (6^th Edition):

Deyzel, J. I. (2019). Bootstrap-based tolerance intervals for photovoltaic energy yield assessments. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/39469

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Deyzel, Jani Igna. “Bootstrap-based tolerance intervals for photovoltaic energy yield assessments.” 2019. Thesis, Nelson Mandela Metropolitan University. Accessed February 27, 2021. http://hdl.handle.net/10948/39469.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Deyzel, Jani Igna. “Bootstrap-based tolerance intervals for photovoltaic energy yield assessments.” 2019. Web. 27 Feb 2021.

Vancouver:

Deyzel JI. Bootstrap-based tolerance intervals for photovoltaic energy yield assessments. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2019. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10948/39469.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Deyzel JI. Bootstrap-based tolerance intervals for photovoltaic energy yield assessments. [Thesis]. Nelson Mandela Metropolitan University; 2019. Available from: http://hdl.handle.net/10948/39469

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Oklahoma

20. Harkins, Ralph Douglas. Methods for testing the assumption of homogeneity of regression coefficients for the randomized complete block design analysis of covariance.

Degree: PhD, 1967, University of Oklahoma

URL: http://hdl.handle.net/11244/2271

Subjects/Keywords: Statistics.; Mathematical statistics.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Harkins, R. D. (1967). Methods for testing the assumption of homogeneity of regression coefficients for the randomized complete block design analysis of covariance. (Doctoral Dissertation). University of Oklahoma. Retrieved from http://hdl.handle.net/11244/2271

Chicago Manual of Style (16^th Edition):

Harkins, Ralph Douglas. “Methods for testing the assumption of homogeneity of regression coefficients for the randomized complete block design analysis of covariance.” 1967. Doctoral Dissertation, University of Oklahoma. Accessed February 27, 2021. http://hdl.handle.net/11244/2271.

MLA Handbook (7^th Edition):

Harkins, Ralph Douglas. “Methods for testing the assumption of homogeneity of regression coefficients for the randomized complete block design analysis of covariance.” 1967. Web. 27 Feb 2021.

Vancouver:

Harkins RD. Methods for testing the assumption of homogeneity of regression coefficients for the randomized complete block design analysis of covariance. [Internet] [Doctoral dissertation]. University of Oklahoma; 1967. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/11244/2271.

Council of Science Editors:

Harkins RD. Methods for testing the assumption of homogeneity of regression coefficients for the randomized complete block design analysis of covariance. [Doctoral Dissertation]. University of Oklahoma; 1967. Available from: http://hdl.handle.net/11244/2271

The Ohio State University

21. Situmeang, Robinson Panahatan. Motivational supplements to lecture discussion in introductory college statistics courses.

Degree: PhD, Graduate School, 1976, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487003980854831

Subjects/Keywords: Statistics; Mathematical statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Situmeang, R. P. (1976). Motivational supplements to lecture discussion in introductory college statistics courses. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487003980854831

Chicago Manual of Style (16^th Edition):

Situmeang, Robinson Panahatan. “Motivational supplements to lecture discussion in introductory college statistics courses.” 1976. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487003980854831.

MLA Handbook (7^th Edition):

Situmeang, Robinson Panahatan. “Motivational supplements to lecture discussion in introductory college statistics courses.” 1976. Web. 27 Feb 2021.

Vancouver:

Situmeang RP. Motivational supplements to lecture discussion in introductory college statistics courses. [Internet] [Doctoral dissertation]. The Ohio State University; 1976. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487003980854831.

Council of Science Editors:

Situmeang RP. Motivational supplements to lecture discussion in introductory college statistics courses. [Doctoral Dissertation]. The Ohio State University; 1976. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487003980854831

The Ohio State University

22. Gupta, Radhey Shyam. Paired comparison model building and related inference .

Degree: PhD, Graduate School, 1973, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760979139

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Gupta, R. S. (1973). Paired comparison model building and related inference . (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760979139

Chicago Manual of Style (16^th Edition):

Gupta, Radhey Shyam. “Paired comparison model building and related inference .” 1973. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760979139.

MLA Handbook (7^th Edition):

Gupta, Radhey Shyam. “Paired comparison model building and related inference .” 1973. Web. 27 Feb 2021.

Vancouver:

Gupta RS. Paired comparison model building and related inference . [Internet] [Doctoral dissertation]. The Ohio State University; 1973. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760979139.

Council of Science Editors:

Gupta RS. Paired comparison model building and related inference . [Doctoral Dissertation]. The Ohio State University; 1973. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760979139

The Ohio State University

23. Lam, Chun Choon. A class of biased estimators for general linear models .

Degree: PhD, Graduate School, 1973, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760982524

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lam, C. C. (1973). A class of biased estimators for general linear models . (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760982524

Chicago Manual of Style (16^th Edition):

Lam, Chun Choon. “A class of biased estimators for general linear models .” 1973. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760982524.

MLA Handbook (7^th Edition):

Lam, Chun Choon. “A class of biased estimators for general linear models .” 1973. Web. 27 Feb 2021.

Vancouver:

Lam CC. A class of biased estimators for general linear models . [Internet] [Doctoral dissertation]. The Ohio State University; 1973. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760982524.

Council of Science Editors:

Lam CC. A class of biased estimators for general linear models . [Doctoral Dissertation]. The Ohio State University; 1973. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486744760982524

The Ohio State University

24. Sturm, George W. Distribution-free tests for the bivariate two-sample location problem.

Degree: PhD, Graduate School, 1978, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083723756764

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Sturm, G. W. (1978). Distribution-free tests for the bivariate two-sample location problem. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083723756764

Chicago Manual of Style (16^th Edition):

Sturm, George W. “Distribution-free tests for the bivariate two-sample location problem.” 1978. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083723756764.

MLA Handbook (7^th Edition):

Sturm, George W. “Distribution-free tests for the bivariate two-sample location problem.” 1978. Web. 27 Feb 2021.

Vancouver:

Sturm GW. Distribution-free tests for the bivariate two-sample location problem. [Internet] [Doctoral dissertation]. The Ohio State University; 1978. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083723756764.

Council of Science Editors:

Sturm GW. Distribution-free tests for the bivariate two-sample location problem. [Doctoral Dissertation]. The Ohio State University; 1978. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083723756764

The Ohio State University

25. Oprian, Charles Allen. On the exact power functions of some rank tests for the trend alternative.

Degree: PhD, Graduate School, 1970, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu148666081878712

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Oprian, C. A. (1970). On the exact power functions of some rank tests for the trend alternative. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu148666081878712

Chicago Manual of Style (16^th Edition):

Oprian, Charles Allen. “On the exact power functions of some rank tests for the trend alternative.” 1970. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu148666081878712.

MLA Handbook (7^th Edition):

Oprian, Charles Allen. “On the exact power functions of some rank tests for the trend alternative.” 1970. Web. 27 Feb 2021.

Vancouver:

Oprian CA. On the exact power functions of some rank tests for the trend alternative. [Internet] [Doctoral dissertation]. The Ohio State University; 1970. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu148666081878712.

Council of Science Editors:

Oprian CA. On the exact power functions of some rank tests for the trend alternative. [Doctoral Dissertation]. The Ohio State University; 1970. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu148666081878712

The Ohio State University

26. Fulcomer, Mark Charles. Cross-validation performance of linear and quadratic discriminatory analysis in two populations.

Degree: PhD, Graduate School, 1970, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662110465056

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fulcomer, M. C. (1970). Cross-validation performance of linear and quadratic discriminatory analysis in two populations. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662110465056

Chicago Manual of Style (16^th Edition):

Fulcomer, Mark Charles. “Cross-validation performance of linear and quadratic discriminatory analysis in two populations.” 1970. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662110465056.

MLA Handbook (7^th Edition):

Fulcomer, Mark Charles. “Cross-validation performance of linear and quadratic discriminatory analysis in two populations.” 1970. Web. 27 Feb 2021.

Vancouver:

Fulcomer MC. Cross-validation performance of linear and quadratic discriminatory analysis in two populations. [Internet] [Doctoral dissertation]. The Ohio State University; 1970. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662110465056.

Council of Science Editors:

Fulcomer MC. Cross-validation performance of linear and quadratic discriminatory analysis in two populations. [Doctoral Dissertation]. The Ohio State University; 1970. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486662110465056

The Ohio State University

27. Heydorn, Richard P.,1935-. Nonparametric classification.

Degree: PhD, Graduate School, 1971, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486663155897435

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Heydorn, R. P. ,. (1971). Nonparametric classification. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1486663155897435

Chicago Manual of Style (16^th Edition):

Heydorn, Richard P ,1935-. “Nonparametric classification.” 1971. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1486663155897435.

MLA Handbook (7^th Edition):

Heydorn, Richard P ,1935-. “Nonparametric classification.” 1971. Web. 27 Feb 2021.

Vancouver:

Heydorn RP,. Nonparametric classification. [Internet] [Doctoral dissertation]. The Ohio State University; 1971. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486663155897435.

Council of Science Editors:

Heydorn RP,. Nonparametric classification. [Doctoral Dissertation]. The Ohio State University; 1971. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486663155897435

The Ohio State University

28. Choudhary, Pankaj K. Assessment of agreement and selection of the best instrument in method comparison studies.

Degree: PhD, Graduate School, 2002, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486464627807296

Subjects/Keywords: Statistics; Mathematical statistics

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Choudhary, P. K. (2002). Assessment of agreement and selection of the best instrument in method comparison studies. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1486464627807296

Chicago Manual of Style (16^th Edition):

Choudhary, Pankaj K. “Assessment of agreement and selection of the best instrument in method comparison studies.” 2002. Doctoral Dissertation, The Ohio State University. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1486464627807296.

MLA Handbook (7^th Edition):

Choudhary, Pankaj K. “Assessment of agreement and selection of the best instrument in method comparison studies.” 2002. Web. 27 Feb 2021.

Vancouver:

Choudhary PK. Assessment of agreement and selection of the best instrument in method comparison studies. [Internet] [Doctoral dissertation]. The Ohio State University; 2002. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486464627807296.

Council of Science Editors:

Choudhary PK. Assessment of agreement and selection of the best instrument in method comparison studies. [Doctoral Dissertation]. The Ohio State University; 2002. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1486464627807296

University of Cambridge

29. Power, Samuel. Exploring probability measures with Markov processes.

Degree: PhD, 2020, University of Cambridge

URL: https://doi.org/10.17863/CAM.60096 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.818264

► In many domains where mathematical modelling is applied, a deterministic description of the system at hand is insufficient, and so it is useful to model… (more)

▼ In many domains where mathematical modelling is applied, a deterministic description of the system at hand is insufficient, and so it is useful to model systems as being in some way stochastic. This is often achieved by modeling the state of the system as being drawn from a probability measure, which is usually given algebraically, i.e. as a formula. While this representation can be useful for deriving certain characteristics of the system, it is by now well-appreciated that many questions about stochastic systems are best-answered by looking at samples from the associated probability measure. In this thesis, we seek to develop and analyse efficient techniques for generating samples from a given probability measure, with a focus on algorithms which simulate a Markov process with the desired invariant measure. The first work presented in this thesis considers the use of Piecewise-Deterministic Markov Processes (PDMPs) for generating samples. In contrast to usual approaches, PDMPs are i) defined as continuous-time processes, and ii) are typically non-reversible with respect to their invariant measure. These distinctions pose computational and theoretical challenges for the design, analysis, and implementation of PDMP-based samplers. The key contribution of this work is to develop a transparent characterisation of how one can construct a PDMP (within the class of trajectorially-reversible processes) which admits the desired invariant measure, and to offer actionable recommendations on how these processes should be designed in practice. The second work presented in this thesis considers the task of sampling from a probability measure on a discrete space. While work in recent years has made it possible to apply sampling algorithms to probability measures with differentiable densities on continuous spaces in a reasonably generic way, samplers on discrete spaces are still largely derived on a case-by-case basis. The contention of this work is that this is not necessary, and that one can in fact define quite generally-applicable algorithms which can sample efficiently from discrete probability measures. The contributions are then to propose a small collection of algorithms for this task, and verify their efficiency empirically. Building on the previous chapter’s work, our samplers are again defined in continuous time and non-reversible, each of which offer noticeable benefits in efficiency. The third work presented in this thesis concerns a theoretical study of a particular class of Markov Chain-based sampling algorithms which make use of parallel computing resources. The Markov Chains which are produced by this algorithm are mathematically equivalent to a standard Metropolis-Hastings chain, but their real-time convergence properties are affected nontrivially by the application of parallelism. The contribution of this work is to analyse the convergence behaviour of these chains, and to use the ‘optimal scaling’ framework (as developed by Roberts, Rosenthal, and others) to make recommendations concerning the tuning of such…

Subjects/Keywords: Mathematical Statistics; Computational Statistics; Algorithms; Applied Probability

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Power, S. (2020). Exploring probability measures with Markov processes. (Doctoral Dissertation). University of Cambridge. Retrieved from https://doi.org/10.17863/CAM.60096 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.818264

Chicago Manual of Style (16^th Edition):

Power, Samuel. “Exploring probability measures with Markov processes.” 2020. Doctoral Dissertation, University of Cambridge. Accessed February 27, 2021. https://doi.org/10.17863/CAM.60096 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.818264.

MLA Handbook (7^th Edition):

Power, Samuel. “Exploring probability measures with Markov processes.” 2020. Web. 27 Feb 2021.

Vancouver:

Power S. Exploring probability measures with Markov processes. [Internet] [Doctoral dissertation]. University of Cambridge; 2020. [cited 2021 Feb 27]. Available from: https://doi.org/10.17863/CAM.60096 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.818264.

Council of Science Editors:

Power S. Exploring probability measures with Markov processes. [Doctoral Dissertation]. University of Cambridge; 2020. Available from: https://doi.org/10.17863/CAM.60096 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.818264

University of Cambridge

30. Power, Samuel. Exploring Probability Measures with Markov Processes.

Degree: PhD, 2020, University of Cambridge

URL: https://www.repository.cam.ac.uk/handle/1810/312996

► In many domains where mathematical modelling is applied, a deterministic description of the system at hand is insufficient, and so it is useful to model… (more)

▼ In many domains where mathematical modelling is applied, a deterministic description of the system at hand is insufficient, and so it is useful to model systems as being in some way stochastic. This is often achieved by modeling the state of the system as being drawn from a probability measure, which is usually given algebraically, i.e. as a formula. While this representation can be useful for deriving certain characteristics of the system, it is by now well-appreciated that many questions about stochastic systems are best-answered by looking at samples from the associated probability measure. In this thesis, we seek to develop and analyse efficient techniques for generating samples from a given probability measure, with a focus on algorithms which simulate a Markov process with the desired invariant measure. The first work presented in this thesis considers the use of Piecewise-Deterministic Markov Processes (PDMPs) for generating samples. In contrast to usual approaches, PDMPs are i) defined as continuous-time processes, and ii) are typically non-reversible with respect to their invariant measure. These distinctions pose computational and theoretical challenges for the design, analysis, and implementation of PDMP-based samplers. The key contribution of this work is to develop a transparent characterisation of how one can construct a PDMP (within the class of trajectorially-reversible processes) which admits the desired invariant measure, and to offer actionable recommendations on how these processes should be designed in practice. The second work presented in this thesis considers the task of sampling from a probability measure on a discrete space. While work in recent years has made it possible to apply sampling algorithms to probability measures with differentiable densities on continuous spaces in a reasonably generic way, samplers on discrete spaces are still largely derived on a case-by-case basis. The contention of this work is that this is not necessary, and that one can in fact define quite generally-applicable algorithms which can sample efficiently from discrete probability measures. The contributions are then to propose a small collection of algorithms for this task, and verify their efficiency empirically. Building on the previous chapter’s work, our samplers are again defined in continuous time and non-reversible, each of which offer noticeable benefits in efficiency. The third work presented in this thesis concerns a theoretical study of a particular class of Markov Chain-based sampling algorithms which make use of parallel computing resources. The Markov Chains which are produced by this algorithm are mathematically equivalent to a standard Metropolis-Hastings chain, but their real-time convergence properties are affected nontrivially by the application of parallelism. The contribution of this work is to analyse the convergence behaviour of these chains, and to use the ‘optimal scaling’ framework (as developed by Roberts, Rosenthal, and others) to make recommendations concerning the tuning of such…

Subjects/Keywords: Mathematical Statistics; Computational Statistics; Algorithms; Applied Probability

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Power, S. (2020). Exploring Probability Measures with Markov Processes. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/312996

Chicago Manual of Style (16^th Edition):

Power, Samuel. “Exploring Probability Measures with Markov Processes.” 2020. Doctoral Dissertation, University of Cambridge. Accessed February 27, 2021. https://www.repository.cam.ac.uk/handle/1810/312996.

MLA Handbook (7^th Edition):

Power, Samuel. “Exploring Probability Measures with Markov Processes.” 2020. Web. 27 Feb 2021.

Vancouver:

Power S. Exploring Probability Measures with Markov Processes. [Internet] [Doctoral dissertation]. University of Cambridge; 2020. [cited 2021 Feb 27]. Available from: https://www.repository.cam.ac.uk/handle/1810/312996.

Council of Science Editors:

Power S. Exploring Probability Measures with Markov Processes. [Doctoral Dissertation]. University of Cambridge; 2020. Available from: https://www.repository.cam.ac.uk/handle/1810/312996

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Open Access Theses and Dissertations