subject:(Multivariate analysis)

University of Hong Kong

1. Wang, Xiaohang. Some topics in analyzing high-dimensional covariance matrices.

Degree: PhD, 2016, University of Hong Kong

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This thesis considers two problems related to high-dimensional covariance matrices, namely, covariance matrix estimation and multivariate volatility modeling. Covariance matrix estimation is important in many… (more)

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This thesis considers two problems related to high-dimensional covariance matrices, namely, covariance matrix estimation and multivariate volatility modeling. Covariance matrix estimation is important in many statistical methods and applications. For example, it is applied in asset allocation, classification of human tumors based on gene expression arrays, and many others. Sample covariance matrix is frequently used as an estimator of the population covariance matrix. However, sample covariance matrix becomes poor and unstable with the increase in the dimensions of the data vectors. A typical problem is that the eigenvalues of the population covariance matrix become distorted. This thesis proposes a method for resolving this problem, namely, an efficient estimation method that imposes a new likelihood penalty on the covariance matrix. The proposed estimator is guaranteed to be non-negative definite and its estimation algorithm is fast and efficient. The proposed method is compared with several existing methods via simulation and empirical studies. Another interesting topic in analyzing high-dimensional covariance matrices is multivariate volatility modeling, which is crucial in option pricing, portfolio risk forecasting, and risk measurement and management. The increasing availability of intra-day trading data has drawn widespread attention to the study of daily realized covariance matrices constructed from high-frequency data. The existing methods for reducing the dimensions of a sample of covariance matrices include matrix-based methods such as matrix factor (MFA) model and common component analysis (CCA), and vector-based method such as principal component analysis (PCA). The relationship and differences in performance between these two classes of methods have yet to be explored in the literature. In this thesis, I fill this research gap by comparing the methods theoretically and empirically. Note that the factor loading matrix in the MFA model is constant over time, and hence it may not work well in forecasting high-dimensional covariance matrices. To resolve this problem, a dynamic matrix factor (DMF) model is proposed to allow the loading matrix to vary over time. The DMF model assumes that the realized covariance matrix follows a central Wishart distribution with the conditional expectation of the realized covariance matrix being decomposed into a loading matrix and a diagonal matrix via spectral decomposition. In the DMF model, a loading-driven process with the scalar BEKK model is used to capture the dynamics of the loading matrix, and each diagonal term is modeled by a separate GARCH(1,1) model. The forecasts of the realized covariance matrices are guaranteed to be positive definite. To maintain a parsimonious model structure, the DMF model is extended to the case of high-dimensional covariance matrix. Finally, the proposed DMF models are applied to several real-world data sets.

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Multivariate analysis; Analysis of covariance

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APA (6^th Edition):

Wang, X. (2016). Some topics in analyzing high-dimensional covariance matrices. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/238859

Chicago Manual of Style (16^th Edition):

Wang, Xiaohang. “Some topics in analyzing high-dimensional covariance matrices.” 2016. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. http://hdl.handle.net/10722/238859.

MLA Handbook (7^th Edition):

Wang, Xiaohang. “Some topics in analyzing high-dimensional covariance matrices.” 2016. Web. 22 Feb 2020.

Vancouver:

Wang X. Some topics in analyzing high-dimensional covariance matrices. [Internet] [Doctoral dissertation]. University of Hong Kong; 2016. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10722/238859.

Council of Science Editors:

Wang X. Some topics in analyzing high-dimensional covariance matrices. [Doctoral Dissertation]. University of Hong Kong; 2016. Available from: http://hdl.handle.net/10722/238859

University of Hong Kong

2. 李曾; Li, Zeng. Spectral analysis of large auto-covariance matrices with application to high dimensional time series analysis.

Degree: PhD, 2017, University of Hong Kong

URL: http://hdl.handle.net/10722/241406

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Sample auto-covariance matrix plays a crucial role in high dimensional times series analysis. In this thesis we study the spectral properties of large sample auto-covariance… (more)

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Sample auto-covariance matrix plays a crucial role in high dimensional times series analysis. In this thesis we study the spectral properties of large sample auto-covariance matrix, the explicit form of the density function of limiting singular value distribution is derived under the so called {\em Mar\v{c}enko-Pastur regime} where the dimension and sample size tend to infinity proportionally. Based on this result, we look into the problem of identifying number of factors in factor models. Actually a thresholding ratio estimator is proposed based on singular values of sample auto-covariance matrix of the observed time series. We fully characterize the limits of both the factor and noise eigenvalues and establish a phase transition phenomenon which shows how detectable factors are distinguished from the noise. The proposed estimator is capable of detecting all the significant factors including those ones with multi-level strength and exhibits excellent performance in both simulation and empirical studies. The technical tools employed come from recent advances in random matrix theory, including spiked population models and finite-rank perturbations of large random matrices. A second problem studied in this thesis is to test high dimensional white noise, which is a classical and important tool for diagnostic checking in time series modeling. For vector time series where the dimension is large compared to the sample size, traditional omnibus portmanteau tests such as the multivariate Hosking and Li-McLeod tests become extremely conservative, losing their size and power dramatically. There is thus an urgent need to develop new tests for testing a high-dimensional white noise. Several new tests are proposed to fill in this gap. One of the proposed test statistic is a scalar which encapsulates the serial correlations within and across all components. Precisely, the statistic equals to the sum of squares of the eigenvalues in a symmetrized sample auto-covariance matrix at a certain lag. Two other multiple-lags based tests are also proposed to complement the single-lag based one. We develop adequate high dimensional limiting theory for these test statistics using tools from random matrix theory. Asymptotic normality for the test statistics is derived under different asymptotic regimes when both the dimension p and the sample size T diverge to infinity. We provide evidence for the validity of such high-dimensional limits in a significant range of (p,T) combinations, therefore ensuring broad applications in practice. Extensive simulation experiments confirm an excellent behavior of these high-dimensional tests in finite samples with accurate size and satisfactory power.

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Analysis of covariance; Multivariate analysis

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

APA (6^th Edition):

李曾; Li, Z. (2017). Spectral analysis of large auto-covariance matrices with application to high dimensional time series analysis. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/241406

Chicago Manual of Style (16^th Edition):

李曾; Li, Zeng. “Spectral analysis of large auto-covariance matrices with application to high dimensional time series analysis.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. http://hdl.handle.net/10722/241406.

MLA Handbook (7^th Edition):

李曾; Li, Zeng. “Spectral analysis of large auto-covariance matrices with application to high dimensional time series analysis.” 2017. Web. 22 Feb 2020.

Vancouver:

李曾; Li Z. Spectral analysis of large auto-covariance matrices with application to high dimensional time series analysis. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10722/241406.

Council of Science Editors:

李曾; Li Z. Spectral analysis of large auto-covariance matrices with application to high dimensional time series analysis. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/241406

University of Notre Dame

3. Daniel B. McArtor. Extending a Distance-Based Approach to Multivariate Multiple Regression</h1>.

Degree: PhD, Psychology, 2017, University of Notre Dame

URL: https://curate.nd.edu/show/qb98mc90825

► This dissertation concerns the development of a person-centered extension to the linear model that can be used to test the association of multivariate outcome… (more)

Subjects/Keywords: PERMANOVA; multivariate linear model; multivariate distance matrix regression; multivariate multiple regression; multivariate analysis; MANOVA

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APA (6^th Edition):

McArtor, D. B. (2017). Extending a Distance-Based Approach to Multivariate Multiple Regression</h1>. (Doctoral Dissertation). University of Notre Dame. Retrieved from https://curate.nd.edu/show/qb98mc90825

Chicago Manual of Style (16^th Edition):

McArtor, Daniel B.. “Extending a Distance-Based Approach to Multivariate Multiple Regression</h1>.” 2017. Doctoral Dissertation, University of Notre Dame. Accessed February 22, 2020. https://curate.nd.edu/show/qb98mc90825.

MLA Handbook (7^th Edition):

McArtor, Daniel B.. “Extending a Distance-Based Approach to Multivariate Multiple Regression</h1>.” 2017. Web. 22 Feb 2020.

Vancouver:

McArtor DB. Extending a Distance-Based Approach to Multivariate Multiple Regression</h1>. [Internet] [Doctoral dissertation]. University of Notre Dame; 2017. [cited 2020 Feb 22]. Available from: https://curate.nd.edu/show/qb98mc90825.

Council of Science Editors:

McArtor DB. Extending a Distance-Based Approach to Multivariate Multiple Regression</h1>. [Doctoral Dissertation]. University of Notre Dame; 2017. Available from: https://curate.nd.edu/show/qb98mc90825

University of Hong Kong

4. Tang, Ming-kei. Assessment of influence in multivariate regression.

Degree: M. Phil., 1998, University of Hong Kong

URL: Tang, M. [鄧明基]. (1998). Assessment of influence in multivariate regression. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121994 ; http://dx.doi.org/10.5353/th_b3121994 ; http://hdl.handle.net/10722/34020

published_or_final_version

Statistics

Master

Master of Philosophy

Subjects/Keywords: Multivariate analysis.

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

APA (6^th Edition):

Tang, M. (1998). Assessment of influence in multivariate regression. (Masters Thesis). University of Hong Kong. Retrieved from Tang, M. [鄧明基]. (1998). Assessment of influence in multivariate regression. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121994 ; http://dx.doi.org/10.5353/th_b3121994 ; http://hdl.handle.net/10722/34020

Chicago Manual of Style (16^th Edition):

Tang, Ming-kei. “Assessment of influence in multivariate regression.” 1998. Masters Thesis, University of Hong Kong. Accessed February 22, 2020. Tang, M. [鄧明基]. (1998). Assessment of influence in multivariate regression. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121994 ; http://dx.doi.org/10.5353/th_b3121994 ; http://hdl.handle.net/10722/34020.

MLA Handbook (7^th Edition):

Tang, Ming-kei. “Assessment of influence in multivariate regression.” 1998. Web. 22 Feb 2020.

Vancouver:

Tang M. Assessment of influence in multivariate regression. [Internet] [Masters thesis]. University of Hong Kong; 1998. [cited 2020 Feb 22]. Available from: Tang, M. [鄧明基]. (1998). Assessment of influence in multivariate regression. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121994 ; http://dx.doi.org/10.5353/th_b3121994 ; http://hdl.handle.net/10722/34020.

Council of Science Editors:

Tang M. Assessment of influence in multivariate regression. [Masters Thesis]. University of Hong Kong; 1998. Available from: Tang, M. [鄧明基]. (1998). Assessment of influence in multivariate regression. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121994 ; http://dx.doi.org/10.5353/th_b3121994 ; http://hdl.handle.net/10722/34020

University of Hong Kong

5. 何志興; Ho, Chi-hing. The statistical analysis of multivariate counts.

Degree: PhD, 1991, University of Hong Kong

URL: Ho, C. [何志興]. (1991). The statistical analysis of multivariate counts. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123221 ; http://dx.doi.org/10.5353/th_b3123221 ; http://hdl.handle.net/10722/35090

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

Subjects/Keywords: Multivariate analysis.

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APA (6^th Edition):

何志興; Ho, C. (1991). The statistical analysis of multivariate counts. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ho, C. [何志興]. (1991). The statistical analysis of multivariate counts. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123221 ; http://dx.doi.org/10.5353/th_b3123221 ; http://hdl.handle.net/10722/35090

Chicago Manual of Style (16^th Edition):

何志興; Ho, Chi-hing. “The statistical analysis of multivariate counts.” 1991. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. Ho, C. [何志興]. (1991). The statistical analysis of multivariate counts. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123221 ; http://dx.doi.org/10.5353/th_b3123221 ; http://hdl.handle.net/10722/35090.

MLA Handbook (7^th Edition):

何志興; Ho, Chi-hing. “The statistical analysis of multivariate counts.” 1991. Web. 22 Feb 2020.

Vancouver:

何志興; Ho C. The statistical analysis of multivariate counts. [Internet] [Doctoral dissertation]. University of Hong Kong; 1991. [cited 2020 Feb 22]. Available from: Ho, C. [何志興]. (1991). The statistical analysis of multivariate counts. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123221 ; http://dx.doi.org/10.5353/th_b3123221 ; http://hdl.handle.net/10722/35090.

Council of Science Editors:

何志興; Ho C. The statistical analysis of multivariate counts. [Doctoral Dissertation]. University of Hong Kong; 1991. Available from: Ho, C. [何志興]. (1991). The statistical analysis of multivariate counts. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123221 ; http://dx.doi.org/10.5353/th_b3123221 ; http://hdl.handle.net/10722/35090

University of Hong Kong

6. 郑晓琳; Zheng, Xiaolin. EM and MM algorithms for a class of left-truncated discrete models.

Degree: M. Phil., 2016, University of Hong Kong

URL: http://hdl.handle.net/10722/235869

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Left-truncated count data often occur in various fields. Examples include working years of Chartered financial analyst certificate holders, numbers of quinsy of patients who had… (more)

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Left-truncated count data often occur in various fields. Examples include working years of Chartered financial analyst certificate holders, numbers of quinsy of patients who had tonsillectomy, numbers of student enrollments for English course in the University of Windsor, numbers of research papers accepted to an SCI or SSCI journal of a student enrolled in the PhD Program in Applied Statistics in Feng Chia University and so on. A class of left-truncated discrete models such as left-truncated Poisson, left-truncated binomial, left-truncated negative binomial, left-truncated generalized Poisson distributions are proposed in the literature to model such count data. However, the estimates of the parameters in such distributions may be difficult to obtain since the original data set is left-truncated, and hence it is incomplete. For the case of no covariates, in this thesis, I first develop a novel expectation-maximization (EM) algorithm via the stochastic representation method for calculating the maximum likelihood estimates (MLEs) of parameters in the general left-truncated discrete distributions including the general zero-truncated discrete distributions as special cases. An important feature of the proposed EM algorithm is that the latent variables and the observed variables are independent, which is unusual in general EM-type algorithms. Next, I propose a unified minorization-maximization algorithm for obtaining the MLEs of parameters in these left-truncated discrete distributions, since their closed-form solutions are not available in the M-step of the EM algorithm for some distributions. In addition, Bayesian approaches are also developed for the left-truncated Poisson and the left-truncated binomial distributions, respectively. To incorporate the existence of covariates, I furthermore introduce the left-truncated Poisson regression model and the left-truncated binomial regression model, and utilize De Pierro's algorithm to derive the MLEs of the regression coefficients. The performances of all the proposed methods in this thesis are evaluated through simulation studies and three real data sets are analyzed to illustrate the proposed methods.

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Subjects/Keywords: Multivariate analysis; Distribution (Probability theory)

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APA (6^th Edition):

郑晓琳; Zheng, X. (2016). EM and MM algorithms for a class of left-truncated discrete models. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/235869

Chicago Manual of Style (16^th Edition):

郑晓琳; Zheng, Xiaolin. “EM and MM algorithms for a class of left-truncated discrete models.” 2016. Masters Thesis, University of Hong Kong. Accessed February 22, 2020. http://hdl.handle.net/10722/235869.

MLA Handbook (7^th Edition):

郑晓琳; Zheng, Xiaolin. “EM and MM algorithms for a class of left-truncated discrete models.” 2016. Web. 22 Feb 2020.

Vancouver:

郑晓琳; Zheng X. EM and MM algorithms for a class of left-truncated discrete models. [Internet] [Masters thesis]. University of Hong Kong; 2016. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10722/235869.

Council of Science Editors:

郑晓琳; Zheng X. EM and MM algorithms for a class of left-truncated discrete models. [Masters Thesis]. University of Hong Kong; 2016. Available from: http://hdl.handle.net/10722/235869

University of Hong Kong

7. Leung, Tak-ching. Bayesian censoring approach to rounded zeros in compositional data.

Degree: PhD, 2017, University of Hong Kong

URL: http://hdl.handle.net/10722/244335

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The logratio transformation is commonly used for analyzing compositional data. However, logratio analysis is not possible when the data has any zeros. However, zeros are… (more)

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The logratio transformation is commonly used for analyzing compositional data. However, logratio analysis is not possible when the data has any zeros. However, zeros are common in data on proportions, concentrations etc. when the data is small enough to be below the detection limit, i.e. left-censored data. Various methods to handle zeros such as combining data and replacing the zeros with predicted non-zero values have been proposed, including additive and multiplicative replacements. The replacement value can be fixed or variable, and can be obtained from various iterative means like modified EM algorithm. In this thesis, Bayesian analysis assuming left, right and interval censoring on the original scale of compositional data is proposed and applied to the 3 different data sets and simulated data. This approach has the advantages of reflecting the data recording process, which necessarily involves censoring, performing well on the simulated data and yielding easy interpretation of results. The new approach is demonstrated by means of models estimated using the standard Markov Chain Monte Carlo(MCMC) package WinBUGS. Pioneering models were also estimated using the new Hamiltonian Monte Carlo(HMC) package, RStan. Unlike the models in WinBUGS and all previous approaches in the literature, the Rstan models are based on censoring over the correct region in the simplex, rather than an approximate censoring region based on the log-ratio space. Models from both tools showed reasonable and consistent results. The advantages and limitations of them are compared and discussed. Apart from zeros, which are left-censored, both methods can handle right-censored and interval censored data as well. The Rstan models are particularly promising. They are built on a simple architecture which uses numerical approximation of the integral of probabilities over the censored region. It is comparatively fast and flexible, allowing for the possibilities of modification with different ways to handle the approximation.

published_or_final_version

Social Sciences

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Bacon-Shone, J.

Subjects/Keywords: Multivariate analysis; Mathematical statistics

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

APA (6^th Edition):

Leung, T. (2017). Bayesian censoring approach to rounded zeros in compositional data. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/244335

Chicago Manual of Style (16^th Edition):

Leung, Tak-ching. “Bayesian censoring approach to rounded zeros in compositional data.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. http://hdl.handle.net/10722/244335.

MLA Handbook (7^th Edition):

Leung, Tak-ching. “Bayesian censoring approach to rounded zeros in compositional data.” 2017. Web. 22 Feb 2020.

Vancouver:

Leung T. Bayesian censoring approach to rounded zeros in compositional data. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10722/244335.

Council of Science Editors:

Leung T. Bayesian censoring approach to rounded zeros in compositional data. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/244335

University of Hong Kong

8. 沈可仁; Shen, Keren. Modeling of high-dimensional realized volatility matrices with financial applications.

Degree: PhD, 2017, University of Hong Kong

URL: http://hdl.handle.net/10722/249911

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With the availability of ultra-high-frequency data, it is possible to construct and model realized volatility and co-volatility nowadays and they have caught great attention. There… (more)

Subjects/Keywords: Mathematical models - Finance; Multivariate analysis

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

APA (6^th Edition):

沈可仁; Shen, K. (2017). Modeling of high-dimensional realized volatility matrices with financial applications. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249911

Chicago Manual of Style (16^th Edition):

沈可仁; Shen, Keren. “Modeling of high-dimensional realized volatility matrices with financial applications.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. http://hdl.handle.net/10722/249911.

MLA Handbook (7^th Edition):

沈可仁; Shen, Keren. “Modeling of high-dimensional realized volatility matrices with financial applications.” 2017. Web. 22 Feb 2020.

Vancouver:

沈可仁; Shen K. Modeling of high-dimensional realized volatility matrices with financial applications. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10722/249911.

Council of Science Editors:

沈可仁; Shen K. Modeling of high-dimensional realized volatility matrices with financial applications. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249911

University of Hong Kong

9. 伍科俊; Ng, Fo-chun. Some topics in correlation stress testing and multivariate volatility modeling.

Degree: PhD, 2014, University of Hong Kong

URL: Ng, F. [伍科俊]. (2014). Some topics in correlation stress testing and multivariate volatility modeling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5223980 ; http://dx.doi.org/10.5353/th_b5223980 ; http://hdl.handle.net/10722/206653

► This thesis considers two important problems in finance, namely, correlation stress testing and multivariate volatility modeling. Correlation stress testing refers to the correlation matrix adjustment… (more)

▼ This thesis considers two important problems in finance, namely, correlation stress testing and multivariate volatility modeling. Correlation stress testing refers to the correlation matrix adjustment to evaluate potential impact of the changes in correlations under financial crises. Very often, some correlations are explicitly adjusted (core correlations), with the remainder left unspecified (peripheral correlations), although it would be more natural for both core correlations and peripheral correlations to vary. However, most existing methods ignored the potential change in peripheral correlations. Inspiring from this idea, two methods are proposed in which the stress impact on the core correlations is transmitted to the peripheral correlations through the dependence structure of the empirical correlations. The first method is based on a Bayesian framework in which a prior for a population correlation matrix is proposed that gives flexibility in specifying the dependence structure of correlations. In order to increase the rate of convergence, the algorithm of posterior simulation is extended so that two correlations can be updated in one Gibbs sampler step. To achieve this, an algorithm is developed to find the region of two correlations keeping the correlation matrix positive definite given that all other correlations are held fixed. The second method is a Black-Litterman approach applied to correlation matrices. A new correlation matrix is constructed by maximizing the posterior density. The proposed method can be viewed as a two-step procedure: first constructing a target matrix in a data-driven manner, and then regularizing the target matrix by minimizing a matrix norm that reasonably reflects the dependence structure of the empirical correlations. Multivariate volatility modeling is important in finance since variances and covariances of asset returns move together over time. Recently, much interest has been aroused by an approach involving the use of the realized covariance (RCOV) matrix constructed from high frequency returns as the ex-post realization of the covariance matrix of low frequency returns. For the analysis of dynamics of RCOV matrices, the generalized conditional autoregressive Wishart model is proposed. Both the noncentrality matrix and scale matrix of the Wishart distribution are driven by the lagged values of RCOV matrices, and represent two different sources of dynamics, respectively. The proposed model is a generalization of the existing models, and accounts for symmetry and positive definiteness of RCOV matrices without imposing any parametric restriction. Some important properties such as conditional moments, unconditional moments and stationarity are discussed. The forecasting performance of the proposed model is compared with the existing models. Outliers exist in the series of realized volatility which is often decomposed into continuous and jump components. The vector multiplicative error model is a natural choice to jointly model these two non-negative components of… Advisors/Committee Members: Li, WK, Yu, PLH.

Subjects/Keywords: Finance - Econometric models; Multivariate analysis

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APA (6^th Edition):

伍科俊; Ng, F. (2014). Some topics in correlation stress testing and multivariate volatility modeling. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ng, F. [伍科俊]. (2014). Some topics in correlation stress testing and multivariate volatility modeling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5223980 ; http://dx.doi.org/10.5353/th_b5223980 ; http://hdl.handle.net/10722/206653

Chicago Manual of Style (16^th Edition):

伍科俊; Ng, Fo-chun. “Some topics in correlation stress testing and multivariate volatility modeling.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. Ng, F. [伍科俊]. (2014). Some topics in correlation stress testing and multivariate volatility modeling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5223980 ; http://dx.doi.org/10.5353/th_b5223980 ; http://hdl.handle.net/10722/206653.

MLA Handbook (7^th Edition):

伍科俊; Ng, Fo-chun. “Some topics in correlation stress testing and multivariate volatility modeling.” 2014. Web. 22 Feb 2020.

Vancouver:

伍科俊; Ng F. Some topics in correlation stress testing and multivariate volatility modeling. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Feb 22]. Available from: Ng, F. [伍科俊]. (2014). Some topics in correlation stress testing and multivariate volatility modeling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5223980 ; http://dx.doi.org/10.5353/th_b5223980 ; http://hdl.handle.net/10722/206653.

Council of Science Editors:

伍科俊; Ng F. Some topics in correlation stress testing and multivariate volatility modeling. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Ng, F. [伍科俊]. (2014). Some topics in correlation stress testing and multivariate volatility modeling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5223980 ; http://dx.doi.org/10.5353/th_b5223980 ; http://hdl.handle.net/10722/206653

University of Hong Kong

10. 羅彥博; Lo, Ambrose. On some negative dependence structures and their applications.

Degree: PhD, 2014, University of Hong Kong

URL: Lo, A. [羅彥博]. (2014). On some negative dependence structures and their applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270542 ; http://dx.doi.org/10.5353/th_b5270542 ; http://hdl.handle.net/10722/206695

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Recently, the study of negative dependence structures has aroused considerable interest amongst researchers in actuarial science and quantitative risk management. This thesis centres on two… (more)

Subjects/Keywords: Random variables; Multivariate analysis

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APA (6^th Edition):

羅彥博; Lo, A. (2014). On some negative dependence structures and their applications. (Doctoral Dissertation). University of Hong Kong. Retrieved from Lo, A. [羅彥博]. (2014). On some negative dependence structures and their applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270542 ; http://dx.doi.org/10.5353/th_b5270542 ; http://hdl.handle.net/10722/206695

Chicago Manual of Style (16^th Edition):

羅彥博; Lo, Ambrose. “On some negative dependence structures and their applications.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed February 22, 2020. Lo, A. [羅彥博]. (2014). On some negative dependence structures and their applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270542 ; http://dx.doi.org/10.5353/th_b5270542 ; http://hdl.handle.net/10722/206695.

MLA Handbook (7^th Edition):

羅彥博; Lo, Ambrose. “On some negative dependence structures and their applications.” 2014. Web. 22 Feb 2020.

Vancouver:

羅彥博; Lo A. On some negative dependence structures and their applications. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Feb 22]. Available from: Lo, A. [羅彥博]. (2014). On some negative dependence structures and their applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270542 ; http://dx.doi.org/10.5353/th_b5270542 ; http://hdl.handle.net/10722/206695.

Council of Science Editors:

羅彥博; Lo A. On some negative dependence structures and their applications. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Lo, A. [羅彥博]. (2014). On some negative dependence structures and their applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270542 ; http://dx.doi.org/10.5353/th_b5270542 ; http://hdl.handle.net/10722/206695

Montana State University

11. Todd, Charles Steven. Analyzing repeated measures by employing mixed model/factor analytic hybrid estimators of the covariance matrix.

Degree: College of Letters & Science, 1995, Montana State University

URL: https://scholarworks.montana.edu/xmlui/handle/1/7412

Subjects/Keywords: Multivariate analysis.

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APA (6^th Edition):

Todd, C. S. (1995). Analyzing repeated measures by employing mixed model/factor analytic hybrid estimators of the covariance matrix. (Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/7412

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):

Todd, Charles Steven. “Analyzing repeated measures by employing mixed model/factor analytic hybrid estimators of the covariance matrix.” 1995. Thesis, Montana State University. Accessed February 22, 2020. https://scholarworks.montana.edu/xmlui/handle/1/7412.

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

MLA Handbook (7^th Edition):

Todd, Charles Steven. “Analyzing repeated measures by employing mixed model/factor analytic hybrid estimators of the covariance matrix.” 1995. Web. 22 Feb 2020.

Vancouver:

Todd CS. Analyzing repeated measures by employing mixed model/factor analytic hybrid estimators of the covariance matrix. [Internet] [Thesis]. Montana State University; 1995. [cited 2020 Feb 22]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/7412.

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

Council of Science Editors:

Todd CS. Analyzing repeated measures by employing mixed model/factor analytic hybrid estimators of the covariance matrix. [Thesis]. Montana State University; 1995. Available from: https://scholarworks.montana.edu/xmlui/handle/1/7412

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

12. Shimomura, Kantaro. Learning coefficient in estimation of covariance matrices. : 共分散行列の推定における学習係数; キョウブンサンギョウレツノスイテイニオケルガクシュウケイスウ.

Degree: Nara Institute of Science and Technology / 奈良先端科学技術大学院大学

URL: http://hdl.handle.net/10061/10543

Subjects/Keywords: multivariate analysis

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APA (6^th Edition):

Shimomura, K. (n.d.). Learning coefficient in estimation of covariance matrices. : 共分散行列の推定における学習係数; キョウブンサンギョウレツノスイテイニオケルガクシュウケイスウ. (Thesis). Nara Institute of Science and Technology / 奈良先端科学技術大学院大学. Retrieved from http://hdl.handle.net/10061/10543

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Shimomura, Kantaro. “Learning coefficient in estimation of covariance matrices. : 共分散行列の推定における学習係数; キョウブンサンギョウレツノスイテイニオケルガクシュウケイスウ.” Thesis, Nara Institute of Science and Technology / 奈良先端科学技術大学院大学. Accessed February 22, 2020. http://hdl.handle.net/10061/10543.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Shimomura, Kantaro. “Learning coefficient in estimation of covariance matrices. : 共分散行列の推定における学習係数; キョウブンサンギョウレツノスイテイニオケルガクシュウケイスウ.” Web. 22 Feb 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Shimomura K. Learning coefficient in estimation of covariance matrices. : 共分散行列の推定における学習係数; キョウブンサンギョウレツノスイテイニオケルガクシュウケイスウ. [Internet] [Thesis]. Nara Institute of Science and Technology / 奈良先端科学技術大学院大学; [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10061/10543.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Shimomura K. Learning coefficient in estimation of covariance matrices. : 共分散行列の推定における学習係数; キョウブンサンギョウレツノスイテイニオケルガクシュウケイスウ. [Thesis]. Nara Institute of Science and Technology / 奈良先端科学技術大学院大学; Available from: http://hdl.handle.net/10061/10543

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Montana State University

13. Brady, Dennis Patrick. Elimination of continuous variates used in classification and discrimination when both binary and continuous variables are present.

Degree: College of Letters & Science, 1976, Montana State University

URL: https://scholarworks.montana.edu/xmlui/handle/1/3981

Subjects/Keywords: Multivariate analysis.

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APA (6^th Edition):

Brady, D. P. (1976). Elimination of continuous variates used in classification and discrimination when both binary and continuous variables are present. (Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/3981

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):

Brady, Dennis Patrick. “Elimination of continuous variates used in classification and discrimination when both binary and continuous variables are present.” 1976. Thesis, Montana State University. Accessed February 22, 2020. https://scholarworks.montana.edu/xmlui/handle/1/3981.

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

MLA Handbook (7^th Edition):

Brady, Dennis Patrick. “Elimination of continuous variates used in classification and discrimination when both binary and continuous variables are present.” 1976. Web. 22 Feb 2020.

Vancouver:

Brady DP. Elimination of continuous variates used in classification and discrimination when both binary and continuous variables are present. [Internet] [Thesis]. Montana State University; 1976. [cited 2020 Feb 22]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/3981.

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

Council of Science Editors:

Brady DP. Elimination of continuous variates used in classification and discrimination when both binary and continuous variables are present. [Thesis]. Montana State University; 1976. Available from: https://scholarworks.montana.edu/xmlui/handle/1/3981

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

Montana State University

14. Byrd, Roy Neal. A multivariate runs statistic.

Degree: College of Letters & Science, 1971, Montana State University

URL: https://scholarworks.montana.edu/xmlui/handle/1/4165

Subjects/Keywords: Multivariate analysis.

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

APA (6^th Edition):

Byrd, R. N. (1971). A multivariate runs statistic. (Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/4165

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):

Byrd, Roy Neal. “A multivariate runs statistic.” 1971. Thesis, Montana State University. Accessed February 22, 2020. https://scholarworks.montana.edu/xmlui/handle/1/4165.

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

MLA Handbook (7^th Edition):

Byrd, Roy Neal. “A multivariate runs statistic.” 1971. Web. 22 Feb 2020.

Vancouver:

Byrd RN. A multivariate runs statistic. [Internet] [Thesis]. Montana State University; 1971. [cited 2020 Feb 22]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/4165.

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

Council of Science Editors:

Byrd RN. A multivariate runs statistic. [Thesis]. Montana State University; 1971. Available from: https://scholarworks.montana.edu/xmlui/handle/1/4165

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

McGill University

15. Vaccariello, Gennaro. The exact percentage points of Votaw's criteria for testing compound symmetry.

Degree: MS, Department of Mathematics, 1974, McGill University

URL: http://digitool.library.mcgill.ca/thesisfile51946.pdf

Subjects/Keywords: Multivariate analysis.

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

APA (6^th Edition):

Vaccariello, G. (1974). The exact percentage points of Votaw's criteria for testing compound symmetry. (Masters Thesis). McGill University. Retrieved from http://digitool.library.mcgill.ca/thesisfile51946.pdf

Chicago Manual of Style (16^th Edition):

Vaccariello, Gennaro. “The exact percentage points of Votaw's criteria for testing compound symmetry.” 1974. Masters Thesis, McGill University. Accessed February 22, 2020. http://digitool.library.mcgill.ca/thesisfile51946.pdf.

MLA Handbook (7^th Edition):

Vaccariello, Gennaro. “The exact percentage points of Votaw's criteria for testing compound symmetry.” 1974. Web. 22 Feb 2020.

Vancouver:

Vaccariello G. The exact percentage points of Votaw's criteria for testing compound symmetry. [Internet] [Masters thesis]. McGill University; 1974. [cited 2020 Feb 22]. Available from: http://digitool.library.mcgill.ca/thesisfile51946.pdf.

Council of Science Editors:

Vaccariello G. The exact percentage points of Votaw's criteria for testing compound symmetry. [Masters Thesis]. McGill University; 1974. Available from: http://digitool.library.mcgill.ca/thesisfile51946.pdf

McGill University

16. Ohannessian, Jan Chartrand. The jackknife and multivariate analysis.

Degree: MS, Department of Mathematics, 1978, McGill University

URL: http://digitool.library.mcgill.ca/thesisfile54617.pdf

Subjects/Keywords: Multivariate analysis.

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

APA (6^th Edition):

Ohannessian, J. C. (1978). The jackknife and multivariate analysis. (Masters Thesis). McGill University. Retrieved from http://digitool.library.mcgill.ca/thesisfile54617.pdf

Chicago Manual of Style (16^th Edition):

Ohannessian, Jan Chartrand. “The jackknife and multivariate analysis.” 1978. Masters Thesis, McGill University. Accessed February 22, 2020. http://digitool.library.mcgill.ca/thesisfile54617.pdf.

MLA Handbook (7^th Edition):

Ohannessian, Jan Chartrand. “The jackknife and multivariate analysis.” 1978. Web. 22 Feb 2020.

Vancouver:

Ohannessian JC. The jackknife and multivariate analysis. [Internet] [Masters thesis]. McGill University; 1978. [cited 2020 Feb 22]. Available from: http://digitool.library.mcgill.ca/thesisfile54617.pdf.

Council of Science Editors:

Ohannessian JC. The jackknife and multivariate analysis. [Masters Thesis]. McGill University; 1978. Available from: http://digitool.library.mcgill.ca/thesisfile54617.pdf

Oregon State University

17. Sexton, Gary Joe. Multivariate density estimation : a Bayesian approach.

Degree: PhD, Statistics, 1975, Oregon State University

URL: http://hdl.handle.net/1957/44434

Subjects/Keywords: Multivariate analysis

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APA (6^th Edition):

Sexton, G. J. (1975). Multivariate density estimation : a Bayesian approach. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/44434

Chicago Manual of Style (16^th Edition):

Sexton, Gary Joe. “Multivariate density estimation : a Bayesian approach.” 1975. Doctoral Dissertation, Oregon State University. Accessed February 22, 2020. http://hdl.handle.net/1957/44434.

MLA Handbook (7^th Edition):

Sexton, Gary Joe. “Multivariate density estimation : a Bayesian approach.” 1975. Web. 22 Feb 2020.

Vancouver:

Sexton GJ. Multivariate density estimation : a Bayesian approach. [Internet] [Doctoral dissertation]. Oregon State University; 1975. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/1957/44434.

Council of Science Editors:

Sexton GJ. Multivariate density estimation : a Bayesian approach. [Doctoral Dissertation]. Oregon State University; 1975. Available from: http://hdl.handle.net/1957/44434

University of Ottawa

18. Tardif, Geneviève. Multivariate Analysis of Canadian Water Quality Data .

Degree: 2015, University of Ottawa

URL: http://hdl.handle.net/10393/32245

► Physical-chemical water quality data from lotic water monitoring sites across Canada were integrated into one dataset. Two overlapping matrices of data were analyzed with principal… (more)

▼ Physical-chemical water quality data from lotic water monitoring sites across Canada were integrated into one dataset. Two overlapping matrices of data were analyzed with principal component analysis (PCA) and cluster analysis to uncover structure and patterns in the data. The first matrix (Matrix A) had 107 sites located throughout Canada, and the following water quality parameters: pH, specific conductance (SC), and total phosphorus (TP). The second matrix (Matrix B) included more variables: calcium (Ca), chloride (Cl), total alkalinity (T_ALK), dissolved oxygen (DO), water temperature (WT), pH, SC and TP; for a subset of 42 sites. Landscape characteristics were calculated for each water quality monitoring site and their importance in explaining water quality data was examined through redundancy analysis. The first principal components in the analyses of Matrix A and B were most correlated with SC, suggesting this parameter is the most representative of water quality variance at the scale of Canada. Overlaying cluster analysis results on PCA information proved an excellent mean to identify the major water characteristics defining each group; mapping cluster analysis group membership provided information on their spatial distribution and was found informative with regards to the probable environmental influences on each group. Redundancy analyses produced significant predictive models of water quality demonstrating that landscape characteristics are determinant factors in water quality at the country scale. The proportion of cropland and the mean annual total precipitation in the drainage area were the landscape variables with the most variance explained. Assembling a consistent dataset of water quality data from monitoring locations throughout Canada proved difficult due to the unevenness of the monitoring programs in place. It is therefore recommended that a standard for the monitoring of a minimum core set of water quality variable be implemented throughout the country to support future nation-wide analysis of water quality data.

Subjects/Keywords: Water quality; Multivariate analysis

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

APA (6^th Edition):

Tardif, G. (2015). Multivariate Analysis of Canadian Water Quality Data . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/32245

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):

Tardif, Geneviève. “Multivariate Analysis of Canadian Water Quality Data .” 2015. Thesis, University of Ottawa. Accessed February 22, 2020. http://hdl.handle.net/10393/32245.

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

MLA Handbook (7^th Edition):

Tardif, Geneviève. “Multivariate Analysis of Canadian Water Quality Data .” 2015. Web. 22 Feb 2020.

Vancouver:

Tardif G. Multivariate Analysis of Canadian Water Quality Data . [Internet] [Thesis]. University of Ottawa; 2015. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/10393/32245.

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

Council of Science Editors:

Tardif G. Multivariate Analysis of Canadian Water Quality Data . [Thesis]. University of Ottawa; 2015. Available from: http://hdl.handle.net/10393/32245

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

Washington State University

19. [No author]. Multivariate discrete phase-type distributions .

Degree: 2005, Washington State University

URL: http://hdl.handle.net/2376/303

Subjects/Keywords: Multivariate analysis.

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APA (6^th Edition):

author], [. (2005). Multivariate discrete phase-type distributions . (Thesis). Washington State University. Retrieved from http://hdl.handle.net/2376/303

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. “Multivariate discrete phase-type distributions .” 2005. Thesis, Washington State University. Accessed February 22, 2020. http://hdl.handle.net/2376/303.

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. “Multivariate discrete phase-type distributions .” 2005. Web. 22 Feb 2020.

Vancouver:

author] [. Multivariate discrete phase-type distributions . [Internet] [Thesis]. Washington State University; 2005. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/2376/303.

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

Council of Science Editors:

author] [. Multivariate discrete phase-type distributions . [Thesis]. Washington State University; 2005. Available from: http://hdl.handle.net/2376/303

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

20. Goossens, Corentine. Approche métabolomique par résonance magnétique nucléaire du proton dans l'évaluation des hépatopathies stéatosiques non alcooliques et dans le suivi d'un traitement curatif du carcinome hépatocellulaire : 1H NMR-Metabolomics approaches in the assessment of the non-alcoholic fatty liver diseases and in the follow-up of the hepatocellular cacinoma curative treatment.

Degree: Docteur es, Chimie, 2015, Sorbonne Paris Cité

URL: http://www.theses.fr/2015USPCD110

►

Les atteintes hépatiques, asymptomatiques pour la plupart d’entre elles et pouvant évoluer vers des complications sévères telles que le carcinome hépatocellulaire (CHC) sont responsables de… (more)

▼

Les atteintes hépatiques, asymptomatiques pour la plupart d’entre elles et pouvant évoluer vers des complications sévères telles que le carcinome hépatocellulaire (CHC) sont responsables de plus de 15 000 décès par an en France. Le manque de marqueurs cliniques et biologiques fiables pour déterminer le degré de sévérité de l’hépatopathie ainsi que pour reconnaître les stades précoces du CHC constitue actuellement un obstacle majeur à une prise en charge optimale de la maladie. Grâce aux approches de type métabolomique et aux techniques analytiques telles que la résonance magnétique nucléaire, il est désormais possible d’obtenir une véritable cartographie des métabolites d’un individu. L’objectif de ce travail a été d’explorer, par une approche RMN métabolomique, les changements métaboliques dans le foie et dans le sérum causés par différentes pathologies hépatiques afin de proposer de nouvelles pistes dans l’amélioration du diagnostic et de la prise en charge de ces maladies. Une attention particulière a également été donnée à l’étude de la validité des paramètres de qualité des modèles de discrimination réalisés lors des analyses statistiques des données multivariées.

Most liver diseases nowadays remain symptomless and tend to lead to hepatocellular carcinoma responsible for more than 15.000 patient deaths per year in France. Liver diseases are therefore a major concern for public health.Clinicians lack of non-invasive biomarkers allowing them to enhance identification of liver diseases stages in order to efficiently target the first HCC signs and accordingly improve clinical prognosis.Identification of new biomarkers set new challenges in translational research in order torefine the prognosis and adapt therapeutic procedures.Proton nuclear magnetic resonance spectroscopy-based metabolomics enable to identifyand quantify such metabolites by defining individual metabolic fingerprints.First part of this work was to explore the metabolic modifications of liver tissue to further establish diseases stages profiles.Second part was focused on the assessment of metabolic variations in HCC patients, by analyzing sequential serums taking, before and after a radiofrequency ablation curative treatment.Third and last part was centered on the validation of the quality parameters of the discriminant models used in multivariate statistical analysis.

Advisors/Committee Members: Savarin, Philippe (thesis director).

Subjects/Keywords: Analyses multivariées; NAFLD; Multivariate analysis

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

APA (6^th Edition):

Goossens, C. (2015). Approche métabolomique par résonance magnétique nucléaire du proton dans l'évaluation des hépatopathies stéatosiques non alcooliques et dans le suivi d'un traitement curatif du carcinome hépatocellulaire : 1H NMR-Metabolomics approaches in the assessment of the non-alcoholic fatty liver diseases and in the follow-up of the hepatocellular cacinoma curative treatment. (Doctoral Dissertation). Sorbonne Paris Cité. Retrieved from http://www.theses.fr/2015USPCD110

Chicago Manual of Style (16^th Edition):

Goossens, Corentine. “Approche métabolomique par résonance magnétique nucléaire du proton dans l'évaluation des hépatopathies stéatosiques non alcooliques et dans le suivi d'un traitement curatif du carcinome hépatocellulaire : 1H NMR-Metabolomics approaches in the assessment of the non-alcoholic fatty liver diseases and in the follow-up of the hepatocellular cacinoma curative treatment.” 2015. Doctoral Dissertation, Sorbonne Paris Cité. Accessed February 22, 2020. http://www.theses.fr/2015USPCD110.

MLA Handbook (7^th Edition):

Goossens, Corentine. “Approche métabolomique par résonance magnétique nucléaire du proton dans l'évaluation des hépatopathies stéatosiques non alcooliques et dans le suivi d'un traitement curatif du carcinome hépatocellulaire : 1H NMR-Metabolomics approaches in the assessment of the non-alcoholic fatty liver diseases and in the follow-up of the hepatocellular cacinoma curative treatment.” 2015. Web. 22 Feb 2020.

Vancouver:

Goossens C. Approche métabolomique par résonance magnétique nucléaire du proton dans l'évaluation des hépatopathies stéatosiques non alcooliques et dans le suivi d'un traitement curatif du carcinome hépatocellulaire : 1H NMR-Metabolomics approaches in the assessment of the non-alcoholic fatty liver diseases and in the follow-up of the hepatocellular cacinoma curative treatment. [Internet] [Doctoral dissertation]. Sorbonne Paris Cité; 2015. [cited 2020 Feb 22]. Available from: http://www.theses.fr/2015USPCD110.

Council of Science Editors:

Goossens C. Approche métabolomique par résonance magnétique nucléaire du proton dans l'évaluation des hépatopathies stéatosiques non alcooliques et dans le suivi d'un traitement curatif du carcinome hépatocellulaire : 1H NMR-Metabolomics approaches in the assessment of the non-alcoholic fatty liver diseases and in the follow-up of the hepatocellular cacinoma curative treatment. [Doctoral Dissertation]. Sorbonne Paris Cité; 2015. Available from: http://www.theses.fr/2015USPCD110

Rutgers University

21. Zhao, Xiang, 1979-. Multivariate autoregressive modular processes.

Degree: PhD, Operations Research, 2010, Rutgers University

URL: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000053224

►

This thesis defines a new class of vector-valued stochastic processes, called MARM (Multivariate Autoregressive Modular) Processes. It describes the construction of two flavors of MARM… (more)

Subjects/Keywords: Multivariate analysis; Stochastic processes

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APA (6^th Edition):

Zhao, Xiang, 1. (2010). Multivariate autoregressive modular processes. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000053224

Chicago Manual of Style (16^th Edition):

Zhao, Xiang, 1979-. “Multivariate autoregressive modular processes.” 2010. Doctoral Dissertation, Rutgers University. Accessed February 22, 2020. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000053224.

MLA Handbook (7^th Edition):

Zhao, Xiang, 1979-. “Multivariate autoregressive modular processes.” 2010. Web. 22 Feb 2020.

Vancouver:

Zhao, Xiang 1. Multivariate autoregressive modular processes. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2020 Feb 22]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000053224.

Council of Science Editors:

Zhao, Xiang 1. Multivariate autoregressive modular processes. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000053224

Rutgers University

22. Wang, Yifan, 1989-. Using multivariate analysis for pharmaceutical drug product development.

Degree: PhD, Chemical and Biochemical Engineering, 2016, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/51493/

►

Manufacturing of pharmaceutical products has a prominent role in the healthcare industry. Generally, the ultimate aim of pharmaceutical development is to release to the market… (more)

▼

Manufacturing of pharmaceutical products has a prominent role in the healthcare industry. Generally, the ultimate aim of pharmaceutical development is to release to the market products with acceptable quality. As advanced pharmaceutical manufacturing technologies such as continuous tablet manufacturing, are developed and embraced, it is essential to adopt a scientific, risk-based, and proactive approach for pharmaceutical development. The work presented in this dissertation focuses on using multivariate analysis tools to establish a predictive capability for pharmaceutical process and product development, especially when the amount of materials available is limited. Importantly, the methodologies developed in this dissertation can be applied easily to powder handling and processing in a wider range of industries, such as cosmetic, catalyst, chemical, petrochemical, and food. In this work, methods for analyzing flow properties of raw materials and predict process performance were developed. A method to analyze shear cell data of powders measured under different initial consolidation stresses was introduced. The method was shown to reduce significantly the complexity of shear cell data, and to enabled comparison of materials measured under different initial consolidation stresses. In addition, a predictive correlation between material flow properties and feeder performance was developed. By using multivariate models, the feeding performance of a material with given flow properties can be predicted and quantified. Using a quality-by-design approach, the cohesion of a powder mixture can be predicted based on the concentration of each ingredient. The prediction model was further supplemented by a study investigating two mixing systems. Using statistical analysis, the effect of lubrication on blend flow properties was discussed. By quantifying the correlations between different flow property measurements, mixing systems that have different mixing mechanism were compared. Disadvantages of widely used dissolution comparison methods were addressed. Statistically reliable methodologies to analyze, compare, and predict drug in vitro release profiles were proposed. The proposed methods were shown to be able to consider the self-correlated intrinsic nature of dissolution profiles, and to use within-group variability to estimate the reliability of observations. Additionally, the work presented a case study to improve real-time release testing for advanced tablet manufacturing processes by achieving predictive capability for nondestructive dissolution testing. Using hierarchical multivariate analysis, the validated prediction models were able to predict dissolution profile of an individual tablet based on its NIR spectrum.

Advisors/Committee Members: Muzzio, Fernando J (chair), Glasser, Benjamin J (co-chair), Drazer, German (internal member), Snee, Ronald D. (outside member).

Subjects/Keywords: Drug development; Multivariate analysis

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APA (6^th Edition):

Wang, Yifan, 1. (2016). Using multivariate analysis for pharmaceutical drug product development. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/51493/

Chicago Manual of Style (16^th Edition):

Wang, Yifan, 1989-. “Using multivariate analysis for pharmaceutical drug product development.” 2016. Doctoral Dissertation, Rutgers University. Accessed February 22, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/51493/.

MLA Handbook (7^th Edition):

Wang, Yifan, 1989-. “Using multivariate analysis for pharmaceutical drug product development.” 2016. Web. 22 Feb 2020.

Vancouver:

Wang, Yifan 1. Using multivariate analysis for pharmaceutical drug product development. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2020 Feb 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/51493/.

Council of Science Editors:

Wang, Yifan 1. Using multivariate analysis for pharmaceutical drug product development. [Doctoral Dissertation]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/51493/

Michigan State University

23. Belli, Gabriella M. Robustness and power of multivariate tests for trends in repeated measures data under variance-covariance heterogenity.

Degree: PhD, Department of Counseling, Educational Psychology and Special Education, 1983, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:34389

Subjects/Keywords: Multivariate analysis

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APA (6^th Edition):

Belli, G. M. (1983). Robustness and power of multivariate tests for trends in repeated measures data under variance-covariance heterogenity. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:34389

Chicago Manual of Style (16^th Edition):

Belli, Gabriella M. “Robustness and power of multivariate tests for trends in repeated measures data under variance-covariance heterogenity.” 1983. Doctoral Dissertation, Michigan State University. Accessed February 22, 2020. http://etd.lib.msu.edu/islandora/object/etd:34389.

MLA Handbook (7^th Edition):

Belli, Gabriella M. “Robustness and power of multivariate tests for trends in repeated measures data under variance-covariance heterogenity.” 1983. Web. 22 Feb 2020.

Vancouver:

Belli GM. Robustness and power of multivariate tests for trends in repeated measures data under variance-covariance heterogenity. [Internet] [Doctoral dissertation]. Michigan State University; 1983. [cited 2020 Feb 22]. Available from: http://etd.lib.msu.edu/islandora/object/etd:34389.

Council of Science Editors:

Belli GM. Robustness and power of multivariate tests for trends in repeated measures data under variance-covariance heterogenity. [Doctoral Dissertation]. Michigan State University; 1983. Available from: http://etd.lib.msu.edu/islandora/object/etd:34389

Michigan State University

24. Scheifley, Verda May, 1947-. Analysis of repeated measures data : a simulation study.

Degree: PhD, Department of Counseling, Personnel Services, and Educational Psychology, 1974, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:46026

Subjects/Keywords: Multivariate analysis

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APA (6^th Edition):

Scheifley, Verda May, 1. (1974). Analysis of repeated measures data : a simulation study. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:46026

Chicago Manual of Style (16^th Edition):

Scheifley, Verda May, 1947-. “Analysis of repeated measures data : a simulation study.” 1974. Doctoral Dissertation, Michigan State University. Accessed February 22, 2020. http://etd.lib.msu.edu/islandora/object/etd:46026.

MLA Handbook (7^th Edition):

Scheifley, Verda May, 1947-. “Analysis of repeated measures data : a simulation study.” 1974. Web. 22 Feb 2020.

Vancouver:

Scheifley, Verda May 1. Analysis of repeated measures data : a simulation study. [Internet] [Doctoral dissertation]. Michigan State University; 1974. [cited 2020 Feb 22]. Available from: http://etd.lib.msu.edu/islandora/object/etd:46026.

Council of Science Editors:

Scheifley, Verda May 1. Analysis of repeated measures data : a simulation study. [Doctoral Dissertation]. Michigan State University; 1974. Available from: http://etd.lib.msu.edu/islandora/object/etd:46026

Michigan Technological University

25. Gerhardt, Michael J. Gamma/Hadron Separation for the HAWC Observatory.

Degree: MS, Department of Physics, 2017, Michigan Technological University

URL: http://digitalcommons.mtu.edu/etdr/427

► The High-Altitude Water Cherenkov (HAWC) Observatory is a gamma-ray observatory sensitive to gamma rays from 100 GeV to 100 TeV with an instantaneous field… (more)

Subjects/Keywords: Astrophysics; Multivariate Analysis; Extensive Air Showers; Multivariate Analysis; Other Physics

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APA (6^th Edition):

Gerhardt, M. J. (2017). Gamma/Hadron Separation for the HAWC Observatory. (Masters Thesis). Michigan Technological University. Retrieved from http://digitalcommons.mtu.edu/etdr/427

Chicago Manual of Style (16^th Edition):

Gerhardt, Michael J. “Gamma/Hadron Separation for the HAWC Observatory.” 2017. Masters Thesis, Michigan Technological University. Accessed February 22, 2020. http://digitalcommons.mtu.edu/etdr/427.

MLA Handbook (7^th Edition):

Gerhardt, Michael J. “Gamma/Hadron Separation for the HAWC Observatory.” 2017. Web. 22 Feb 2020.

Vancouver:

Gerhardt MJ. Gamma/Hadron Separation for the HAWC Observatory. [Internet] [Masters thesis]. Michigan Technological University; 2017. [cited 2020 Feb 22]. Available from: http://digitalcommons.mtu.edu/etdr/427.

Council of Science Editors:

Gerhardt MJ. Gamma/Hadron Separation for the HAWC Observatory. [Masters Thesis]. Michigan Technological University; 2017. Available from: http://digitalcommons.mtu.edu/etdr/427

McMaster University

26. Pichika, Sathish chandra. Sparse Canonical Correlation Analysis (SCCA): A Comparative Study.

Degree: MSc, 2011, McMaster University

URL: http://hdl.handle.net/11375/11779

►

Canonical Correlation Analysis (CCA) is one of the multivariate statistical methods that can be used to find relationship between two sets of variables. I… (more)

Subjects/Keywords: CCA; SCCA; High-Dimensional; Multivariate Analysis; Multivariate Analysis

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APA (6^th Edition):

Pichika, S. c. (2011). Sparse Canonical Correlation Analysis (SCCA): A Comparative Study. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/11779

Chicago Manual of Style (16^th Edition):

Pichika, Sathish chandra. “Sparse Canonical Correlation Analysis (SCCA): A Comparative Study.” 2011. Masters Thesis, McMaster University. Accessed February 22, 2020. http://hdl.handle.net/11375/11779.

MLA Handbook (7^th Edition):

Pichika, Sathish chandra. “Sparse Canonical Correlation Analysis (SCCA): A Comparative Study.” 2011. Web. 22 Feb 2020.

Vancouver:

Pichika Sc. Sparse Canonical Correlation Analysis (SCCA): A Comparative Study. [Internet] [Masters thesis]. McMaster University; 2011. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/11375/11779.

Council of Science Editors:

Pichika Sc. Sparse Canonical Correlation Analysis (SCCA): A Comparative Study. [Masters Thesis]. McMaster University; 2011. Available from: http://hdl.handle.net/11375/11779

Universidade do Minho

27. Costa, Christopher Borges. Development of an integrated computational platform for metabolomics data analysis and knowledge extraction .

Degree: 2014, Universidade do Minho

URL: http://hdl.handle.net/1822/36620

► In the last few years, biological and biomedical research has been generating a large amount of quantitative data, given the surge of high-throughput techniques that… (more)

▼ In the last few years, biological and biomedical research has been generating a large amount of quantitative data, given the surge of high-throughput techniques that are able to quantify different types of molecules in the cell. While transcriptomics and proteomics, which measure gene expression and amounts of proteins respectively, are the most mature, metabolomics, the quantification of small compounds, has been emerging in the last years as an advantageous alternative in many applications. As it happens with other omics data, metabolomics brings important challenges regarding the capability of extracting relevant knowledge from typically large amounts of data. To respond to these challenges, an integrated computational platform for metabolomics data analysis and knowledge extraction was created to facilitate the use of several methods of visualization, data analysis and data mining. In the first stage of the project, a state of the art analysis was conducted to assess the existing methods and computational tools in the field and what was missing or was difficult to use for a common user without computational expertise. This step helped to figure out which strategies to adopt and the main functionalities which were important to develop in the software. As a supporting framework, R was chosen given the easiness of creating and documenting data analysis scripts and the possibility of developing new packages adding new functions, while taking advantage of the numerous resources created by the vibrant R community. So, the next step was to develop an R package with an integrated set of functions that would allow to conduct a metabolomics data analysis pipeline, with reduced effort, allowing to explore the data, apply different data analysis methods and visualize their results, in this way supporting the extraction of relevant knowledge from metabolomics data. Regarding data analysis, the package includes functions for data loading from different formats and pre-processing, as well as different methods for univariate and multivariate data analysis, including t-tests, analysis of variance, correlations, principal component analysis and clustering. Also, it includes a large set of methods for machine learning with distinct models for classification and regression, as well as feature selection methods. The package supports the analysis of metabolomics data from infrared, ultra violet visible and nuclear magnetic resonance spectroscopies. The package has been validated on real examples, considering three case studies, including the analysis of data from natural products including bees propolis and cassava, as well as metabolomics data from cancer patients. Each of these data were analyzed using the developed package with different pipelines of analysis and HTML reports that include both analysis scripts and their results, were generated using the documentation features provided by the package. Advisors/Committee Members: Rocha, Miguel (advisor), Maraschin, Marcelo (advisor).

Subjects/Keywords: Metabolomics; Machine learning; Univariate analysis; Multivariate analysis

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APA (6^th Edition):

Costa, C. B. (2014). Development of an integrated computational platform for metabolomics data analysis and knowledge extraction . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/36620

Chicago Manual of Style (16^th Edition):

Costa, Christopher Borges. “Development of an integrated computational platform for metabolomics data analysis and knowledge extraction .” 2014. Masters Thesis, Universidade do Minho. Accessed February 22, 2020. http://hdl.handle.net/1822/36620.

MLA Handbook (7^th Edition):

Costa, Christopher Borges. “Development of an integrated computational platform for metabolomics data analysis and knowledge extraction .” 2014. Web. 22 Feb 2020.

Vancouver:

Costa CB. Development of an integrated computational platform for metabolomics data analysis and knowledge extraction . [Internet] [Masters thesis]. Universidade do Minho; 2014. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/1822/36620.

Council of Science Editors:

Costa CB. Development of an integrated computational platform for metabolomics data analysis and knowledge extraction . [Masters Thesis]. Universidade do Minho; 2014. Available from: http://hdl.handle.net/1822/36620

Penn State University

28. Freedman, Jonathan Adam. DAMS, DREDGING, AND DARTERS:.

Degree: PhD, Wildlife and Fisheries Science, 2010, Penn State University

URL: https://etda.libraries.psu.edu/catalog/11249

► Human activities can shape fish ecology in a variety of ways. Large-scale and long-term disturbances such as the construction of dams and commercial dredging operations… (more)

▼ Human activities can shape fish ecology in a variety of ways. Large-scale and long-term disturbances such as the construction of dams and commercial dredging operations can affect the hydrodynamics and nutrient flow within rivers. Habitat heterogeneity is decreased as the natural riffle-pool-run sequences are lost to continuous pools and, as a consequence, lotic species are displaced by lentic species, while generalist and invasive species displace native riverine habitat-specialists. Sediment and organic detritus accumulate in deep, dredged reaches and behind dams, disrupting nutrient flow and destroying habitat for lithophilic (“rock-loving”) species. I used standard ecological metrics such as species richness and diversity, as well as stable isotope analysis of δ13C and δ15N, to quantify differences in fish assemblages among dredged and non-dredged sites, and dam-influenced and free-flowing sites, in the Allegheny River, Pennsylvania. I also examined logperch darters (Percina caprodes) to see whether the reduction of water velocity due to navigation and flood-control dams is correlated with morphological changes in this species. Dredged sites had the lowest species diversity, while undredged sites had the highest diversity. Species abundance and diversity were negatively correlated with depth of individual benthic trawl samples, although near-shore shallow water trawls at dredged sites had lower diversity than those similar depths at undredged sites. These differences were largely driven by the virtual absence of species in lithophilic reproductive guilds at dredged sites. Stable isotope analysis revealed shifts from periphyton-derived nutrients at free-flowing and undredged sites to primary reliance on phytoplankton and terrestrial detritus at deep-water dredged sites, suggesting a loss of benthic nutrient pathways. This is consistent with my observations while SCUBA diving that there was effectively no light penetration deeper than 8 to10 m, while dredged areas can be more than 20 m deep. Larger caudal peduncles are beneficial for swimming in faster-flowing habitats. Consistent with this expectation, logperch darters from sites in streams and free-flowing rivers with faster water velocities had deeper and thicker caudal peduncles and bodies than those from dam-influenced sites where water velocities are slower. The primary objectives of my dissertation were to investigate fish assemblages in large-river habitats of the Ohio River Drainage of Pennsylvania. In particular, I evaluated the putative impacts of anthropogenic disturbances (large-scale commercial gravel dredging, and navigation and flood-control dams) on fishes at several ecological scales, while focusing on benthic and lithophilic species. I accomplished this by examining the effects of these ecological perturbations on fish morphology, populations, and assemblages. I also fulfilled my secondary objectives by using the knowledge and understanding gained about these large-river fish communities to inform management strategies and provide…

Subjects/Keywords: stable isotope analysis; multivariate analysis; benthic trawl

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APA (6^th Edition):

Freedman, J. A. (2010). DAMS, DREDGING, AND DARTERS:. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/11249

Chicago Manual of Style (16^th Edition):

Freedman, Jonathan Adam. “DAMS, DREDGING, AND DARTERS:.” 2010. Doctoral Dissertation, Penn State University. Accessed February 22, 2020. https://etda.libraries.psu.edu/catalog/11249.

MLA Handbook (7^th Edition):

Freedman, Jonathan Adam. “DAMS, DREDGING, AND DARTERS:.” 2010. Web. 22 Feb 2020.

Vancouver:

Freedman JA. DAMS, DREDGING, AND DARTERS:. [Internet] [Doctoral dissertation]. Penn State University; 2010. [cited 2020 Feb 22]. Available from: https://etda.libraries.psu.edu/catalog/11249.

Council of Science Editors:

Freedman JA. DAMS, DREDGING, AND DARTERS:. [Doctoral Dissertation]. Penn State University; 2010. Available from: https://etda.libraries.psu.edu/catalog/11249

Hong Kong University of Science and Technology

29. Liu, Tengfei. Accelerated learning of latent tree models for topic detection and multidimensional clustering.

Degree: 2015, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-74522 ; https://doi.org/10.14711/thesis-b1477729 ; http://repository.ust.hk/ir/bitstream/1783.1-74522/1/th_redirect.html

► Latent tree models (LTMs) are tree-structured probabilistic graphical models where the variables at leaf nodes are observed and the variables at internal nodes are latent.… (more)

▼ Latent tree models (LTMs) are tree-structured probabilistic graphical models where the variables at leaf nodes are observed and the variables at internal nodes are latent. They represent complex relationships among observed variables and yet are computationally simple to work with. When used for data analysis, they can identify meaningful groupings of observed variables, where the correlations among the variables in each group can be modeled by a single latent variable. As such, LTMs are effective tools for detecting correlation patterns in data and can be applied to various domains. In this thesis, we focus on developing new algorithms for learning latent tree models and investigating their use in two applications. Firstly, we propose a new method called Bridged-Islands (BI) algorithm for learning latent tree models. Many algorithms have been proposed for the same task. However, previous methods for learning latent tree models have their limitations. For example, the search algorithms can only handle data sets with dozens of attributes which limits their use in processing large data set. The algorithms based on attribute clustering (AC) usually focus on latent tree models with special structures (e.g., binary trees or forests) which may be not appropriate for many real world applications. The algorithms motivated by phylogenetic tree reconstruction (PTR) have restrictions on both observed and latent variables. They normally require that all observed or latent variables have the same number of states and the number should be known beforehand. Compared with AC-based algorithms and PTR-motivated algorithms, the advantage of BI algorithm is model quality. It produces models with better quality and has no restrictions on the cardinalities of the observed variables or latent variables. Compared with search algorithms, BI is more efficient and can be employed in larger data sets. Secondly, we propose a new LTM-based algorithm called hierarchical latent tree analysis (HLTA) for identifying topics from a collection of documents. The predominant method for topic detection is latent Dirichlet allocation (LDA) (Blei et al., 2003), which assumes a generating process for the documents. HLTA provides an alternative view for topic detection. It identifies the topics by simultaneously clustering the documents and word variables. In this new view, a topic is considered as a class of documents that show clear thematic meaning. The new method models the word co-occurrence patterns by using a hierarchical latent tree model. Each latent variable represents a soft partition of the documents based on some word co-occurrence patterns. Each state of the latent variable, which represents a cluster of documents in the partition, is interpreted as a topic. In the hierarchical structure, the variables at a higher level correspond to more general topics, while the variables at a lower level correspond to more specific topics. Compared with alternative methods, HLTA integrates topic correlation modeling, topic structure detection and automatic…

Subjects/Keywords: Latent structure analysis ; Latent variables ; Multivariate analysis

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APA (6^th Edition):

Liu, T. (2015). Accelerated learning of latent tree models for topic detection and multidimensional clustering. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-74522 ; https://doi.org/10.14711/thesis-b1477729 ; http://repository.ust.hk/ir/bitstream/1783.1-74522/1/th_redirect.html

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):

Liu, Tengfei. “Accelerated learning of latent tree models for topic detection and multidimensional clustering.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed February 22, 2020. http://repository.ust.hk/ir/Record/1783.1-74522 ; https://doi.org/10.14711/thesis-b1477729 ; http://repository.ust.hk/ir/bitstream/1783.1-74522/1/th_redirect.html.

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

MLA Handbook (7^th Edition):

Liu, Tengfei. “Accelerated learning of latent tree models for topic detection and multidimensional clustering.” 2015. Web. 22 Feb 2020.

Vancouver:

Liu T. Accelerated learning of latent tree models for topic detection and multidimensional clustering. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2020 Feb 22]. Available from: http://repository.ust.hk/ir/Record/1783.1-74522 ; https://doi.org/10.14711/thesis-b1477729 ; http://repository.ust.hk/ir/bitstream/1783.1-74522/1/th_redirect.html.

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

Council of Science Editors:

Liu T. Accelerated learning of latent tree models for topic detection and multidimensional clustering. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: http://repository.ust.hk/ir/Record/1783.1-74522 ; https://doi.org/10.14711/thesis-b1477729 ; http://repository.ust.hk/ir/bitstream/1783.1-74522/1/th_redirect.html

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

University of Minnesota

30. Molstad, Aaron. Model-based methods for high-dimensional multivariate analysis.

Degree: PhD, Statistics, 2017, University of Minnesota

URL: http://hdl.handle.net/11299/188924

► This thesis consists of three main parts. In the first part, we propose a penalized likelihood method to fit the linear discriminant analysis model when… (more)

▼ This thesis consists of three main parts. In the first part, we propose a penalized likelihood method to fit the linear discriminant analysis model when the predictor is matrix valued. We simultaneously estimate the means and the precision matrix, which we assume has a Kronecker product decomposition. Our penalties encourage pairs of response category mean matrix estimators to have equal entries and also encourage zeros in the precision matrix estimator. To compute our estimators, we use a blockwise coordinate descent algorithm. To update the optimization variables corresponding to response category mean matrices, we use an alternating minimization algorithm that takes advantage of the Kronecker structure of the precision matrix. We show that our method can outperform relevant competitors in classification, even when our modeling assumptions are violated. We analyze an EEG dataset to demonstrate our method's interpretability and classification accuracy. In the second part, we propose a class of estimators of the multivariate response linear regression coefficient matrix that exploits the assumption that the response and predictors have a joint multivariate normal distribution. This allows us to indirectly estimate the regression coefficient matrix through shrinkage estimation of the parameters of the inverse regression, or the conditional distribution of the predictors given the responses. We establish a convergence rate bound for estimators in our class and we study two examples, which respectively assume that the inverse regression's coefficient matrix is sparse and rank deficient. These estimators do not require that the forward regression coefficient matrix is sparse or has small Frobenius norm. Using simulation studies, we show that our estimators outperform competitors. In the final part of this thesis, we propose a framework to shrink a user-specified characteristic of a precision matrix estimator that is needed to fit a predictive model. Estimators in our framework minimize the Gaussian negative log-likelihood plus an L1 penalty on a linear or affine function evaluated at the optimization variable corresponding to the precision matrix. We establish convergence rate bounds for these estimators and we propose an alternating direction method of multipliers algorithm for their computation. Our simulation studies show that our estimators can perform better than competitors when they are used to fit predictive models. In particular, we illustrate cases where our precision matrix estimators perform worse at estimating the population precision matrix while performing better at prediction.

Subjects/Keywords: Classification; Multivariate analysis; Multivariate response regression; Optimization; Precision matrix estimation

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APA (6^th Edition):

Molstad, A. (2017). Model-based methods for high-dimensional multivariate analysis. (Doctoral Dissertation). University of Minnesota. Retrieved from http://hdl.handle.net/11299/188924

Chicago Manual of Style (16^th Edition):

Molstad, Aaron. “Model-based methods for high-dimensional multivariate analysis.” 2017. Doctoral Dissertation, University of Minnesota. Accessed February 22, 2020. http://hdl.handle.net/11299/188924.

MLA Handbook (7^th Edition):

Molstad, Aaron. “Model-based methods for high-dimensional multivariate analysis.” 2017. Web. 22 Feb 2020.

Vancouver:

Molstad A. Model-based methods for high-dimensional multivariate analysis. [Internet] [Doctoral dissertation]. University of Minnesota; 2017. [cited 2020 Feb 22]. Available from: http://hdl.handle.net/11299/188924.

Council of Science Editors:

Molstad A. Model-based methods for high-dimensional multivariate analysis. [Doctoral Dissertation]. University of Minnesota; 2017. Available from: http://hdl.handle.net/11299/188924

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Open Access Theses and Dissertations