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Author:

Yu, Xiufan

Title:

Nonparametric Estimation of Sufficient Forecasting with a Diverging Number of Factors

Graduate Program:

Statistics

Keywords:

factor model
forecasting
principal components
high-dimensional predictors
nonparametric estimation
predictive inference

File:

Download MSThesis.pdf

Committee Members:

Runze Li, Thesis Advisor/Co-Advisor
Lingzhou Xue, Thesis Advisor/Co-Advisor
Bing Li, Committee Member
Ephraim Mont Hanks, Committee Member

Author:

Wright, Isaac

Title:

Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach

Graduate Program:

Statistics

Keywords:

Machine Learning
Financial Markets
Efficient Market Hypothesis
Random Forest
Boosting
GLM
stocks

File:

Download IsaacWright_Thesis.pdf

Committee Members:

Matthew Logan Reimherr, Thesis Advisor/Co-Advisor
Jia Li, Committee Member
John C Liechty, Committee Member
Ephraim Mont Hanks, Program Head/Chair

Author:

Sheen, Emily Marie

Title:

An Exploration of Mixed Effects Models for Analysis of Infant Weight Gain Trajectories

Graduate Program:

Statistics

Keywords:

generalized linear mixed models
statistics
biostatistics
microbiome
INSIGHT
mixed effects random forest

File:

Download EmilySheen-MS-Thesis.pdf

Committee Members:

Matthew Logan Reimherr, Thesis Advisor/Co-Advisor
Ephraim Mont Hanks, Committee Member
Runze Li, Committee Member

Author:

Siapoutis, Nikolas

Title:

MEAN SHRINKAGE ESTIMATORS IN HILBERT SPACES

Graduate Program:

Statistics

Keywords:

Shrinkage Estimation
Hilbert Space
Minimax Rates
Non-parametric
Mean Estimators

File:

Download Nikolas_Siapoutis.pdf

Committee Members:

Bharath Kumar Sriperumbudur, Thesis Advisor/Co-Advisor
Donald Richards, Committee Member
Ephraim Mont Hanks, Program Head/Chair

Author:

Chen, Meng

Title:

Dual Estimation in State Space Models with Violation to Normality: A Comparison between the Extended Kalman Filter and the Particle Filter

Graduate Program:

Statistics

Keywords:

state space model
Kalman filter
particle filter
dual estimation

File:

Download MengChen_MastersThesis_FinalSubmission.pdf

Committee Members:

Murali Haran, Thesis Advisor/Co-Advisor
Le Bao, Committee Member
Ephraim Mont Hanks, Committee Member
Ephraim Mont Hanks, Program Head/Chair

Author:

Agarwal, Amal

Title:

Model-Based Clustering of Nonparametric Weighted Networks

Graduate Program:

Statistics

Keywords:

Exponential-family random graphical model
Local likelihood
Variational inference

File:

Download Amal-Dissertation.pdf

Committee Members:

Lingzhou Xue, Thesis Advisor/Co-Advisor
Zhibiao Zhao, Committee Member
Ephraim Mont Hanks, Program Head/Chair