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Browsing by Department "Statistical and Economic Modeling"
Now showing items 1-18 of 18
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A Comparison Of Multiple Imputation Methods For Categorical Data
(2015)This thesis evaluates the performance of several multiple imputation methods for categorical data, including multiple imputation by chained equations using generalized linear models, multiple imputation by chained equations ... -
A Comparison of Serial & Parallel Particle Filters for Time Series Analysis
(2014)This paper discusses the application of parallel programming techniques to the estimation of hidden Markov models via the use of a particle filter. It highlights how the Thrust parallel programming language can be used ... -
Applications of Statistical and Economic Analysis in Finance and Health Industry
(2015)This paper intends to present my summary of internship and some academic individual and team projects, including a quantitative and statistical analysis of some important Macro factors and financial models, and a data analysis ... -
Bayes High-Dimensional Density Estimation Using Multiscale Dictionaries
(2014)Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse ... -
Bayesian Hierarchical Models to Address Problems in Neuroscience and Economics
(2017)In the first chapter, motivated by a model used to analyze spike train data, we present a method for learning multiple probability vectors by using information from large samples to improve estimates for smaller samples. ... -
Bayesian Models for Causal Analysis with Many Potentially Weak Instruments
(2015)This paper investigates Bayesian instrumental variable models with many instruments. The number of instrumental variables grows with the sample size and is allowed to be much larger than the sample size. With some sparsity ... -
Claims Severity Modeling
(2015)This study is presented as a portfolio of three projects, two of which were a part of my summer internship at CNA Insurance, Chicago and one was a part of the course STA 663: Statistical Computation.Project 1, Text Mining ... -
Default Prior Choice for Bayesian Model Selection in Generalized Linear Models with Applications in Mortgage Default
(2014)The adoption of Zellner's g prior is a popular prior choice in Bayesian Model Averaging, although literature has shown that using a fixed g has undesirable properties. Mixtures of g priors have recently been proposed for ... -
Differentially Private Verification ofPredictions from Synthetic Data
(2017)When data are confidential, one approach for releasing public available files is to make synthetic data, i.e, data simulated from statistical models estimated on the confidential data. Given access only to synthetic data, ... -
Do Chinese Investors Get What They Don’t Pay For? Expense Ratios, Loads, and The Returns to China's Open-End Mutual Funds
(2015)In this paper we analyze the performance of China's open-end mutual funds by different approaches. Using the data of 467 open-end mutual funds from 60 fund families from Jan 2010 to Apr 2015, we find that the performance ... -
Dynamic Time Varying Models for Predicting Patient Deterioration
(2017)Streaming data are becoming more common in a variety of fields. One common data stream in clinical medicine is electronic health records (EHRs) which have been used to develop risk prediction models. Our motivating application ... -
Mining Political Blogs With Network Based Topic Models
(2014)We develop a Network Based Topic Model (NBTM), which integrates a RandomGraph model with the Latent Dirichlet Allocation (LDA) model. The NBTM assumes that the topic proportion of a document has a xed variance across the ... -
Multi-View Weighted Network
(2016)Extensive investigation has been conducted on network data, especially weighted network in the form of symmetric matrices with discrete count entries. Motivated by statistical inference on multi-view weighted network structure, ... -
Multiple Imputation on Missing Values in Time Series Data
(2015)Financial stock market data, for various reasons, frequently contain missing values. One reason for this is that, because the markets close for holidays, daily stock prices are not always observed. This creates ... -
Simulation Study on Exchangeability and Significant Test on Survey Data
(2015)The two years of Master of Science in Statistical and Economic Modeling program is the most rewarding time ever in my life. This thesis acts as a portfolio of project and applied experience while I am enrolled in the Master ... -
Spatial Assignments Using Intrinsic Markers to Infer Migratory Patterns
(2017)In ecology, it is extremely useful to model migratory connections as it can be builtupon to produce further research into organisms and the environment. However, itcan be difficult due to the high cost of tracking animals ... -
U.S. Fiscal Multipliers
(2015)This paper investigates whether government spending multipliers are time-varying.The multipliers are measured using time-varying parameter (TVP) local projections.This paper uses a simple modication to local projections ... -
VizMaps: A Bayesian Topic Modeling Based PubMed Search Interface
(2015)A common challenge that users of academic databases face is making sense of their query outputs for knowledge discovery. This is exacerbated by the size and growth of modern databases. PubMed, a central index of biomedical ...
