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Start Over Graduate Program Statistics Year 2010 Committee Member Murali Haran

1. Inference for Complex Computer Models and Large Multivariate Spatial Data with Applications to Climate Science

open_access
Open Access
Author:
Bhat, Kabekode
Title:
Inference for Complex Computer Models and Large Multivariate Spatial Data with Applications to Climate Science
Graduate Program:
Statistics
Keywords:
computer experiments
Gaussian process
multivariate spatial data
spatiotemporal data
hierarchical Bayesian modeling
climate change
File:
Download Bhat-Dissertation.pdf
Committee Members:
Murali Haran, Dissertation Advisor/Co-Advisor
Murali Haran, Committee Chair/Co-Chair
Klaus Keller, Committee Chair/Co-Chair
Donald Richards, Committee Member
Rana Arnold, Committee Member
James Samuel Shortle, Committee Member

3. IMPROVING ESTIMATION FOR EXPONENTIAL-FAMILY RANDOM GRAPH MODELS

open_access
Open Access
Author:
Hummel, Ruth M
Title:
IMPROVING ESTIMATION FOR EXPONENTIAL-FAMILY RANDOM GRAPH MODELS
Graduate Program:
Statistics
Keywords:
composite likelihood
penalized likelihood
pseudolikelihood
maximum likelihood estimation
exponential random graph model
bias correction
Mean value parameterization
%Maximum likelihood estimation
parameter estimation
Markov chain Monte Carlo
Exponential family random graph model
contrastive divergence
exponential families
convex hull
File:
Download RuthMHummel-Dissertation.pdf
Committee Members:
David Russell Hunter, Dissertation Advisor/Co-Advisor
David Russell Hunter, Committee Chair/Co-Chair
James Landis Rosenberger, Committee Member
Murali Haran, Committee Member
Scott David Gest, Committee Member

4. MULTIPLE IMPUTATION FOR MISSING ITEMS IN MULTI-THEMED QUESTIONNAIRES

open_access
Open Access
Author:
Liu, Rong
Title:
MULTIPLE IMPUTATION FOR MISSING ITEMS IN MULTI-THEMED QUESTIONNAIRES
Graduate Program:
Statistics
Keywords:
factor model
EM algorithm
Markov chain Monte Carlo
incomplete data
File:
Download Rong_Liu.pdf
Committee Members:
Joseph Francis Schafer, Dissertation Advisor/Co-Advisor
Joseph Francis Schafer, Committee Chair/Co-Chair
Murali Haran, Committee Member
Runze Li, Committee Member
D Wayne Osgood, Committee Member

5. Bayesian nonparametric approaches for financial option pricing

open_access
Open Access
Author:
Teng, Huei-Wen
Title:
Bayesian nonparametric approaches for financial option pricing
Graduate Program:
Statistics
Keywords:
the Greeks
asset pricing
risk management
financial options
nonparametric methods
Markov chain Monte Carlo simulation
modeling
Bayesian analysis
the state price density
File:
Download Wen-Dissertation.pdf
Committee Members:
John Liechty, Committee Chair/Co-Chair
Jingzhi (Jay) Huang, Committee Member
Murali Haran, Committee Member
Zhibiao Zhao, Committee Member

6. BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL

open_access
Open Access
Author:
Zhang, Lu
Title:
BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL
Graduate Program:
Statistics
Keywords:
dynamic covariance
state space model
Markov Chain Monte Carlo (MCMC)
bayesian analysis
stochastic volatility
time series analysis
File:
Download Lu-Dissertation.pdf
Committee Members:
John Liechty, Committee Chair/Co-Chair
Runze Li, Committee Member
Murali Haran, Committee Member
Timothy Simin, Committee Member
James Landis Rosenberger, Committee Member