CAUSAL INFERENCE WITH A CONTINUOUS TREATMENT AND OUTCOME: ALTERNATIVE ESTIMATORS FOR PARAMETRIC DOSE-RESPONSE FUNCTIONS WITH APPLICATIONS.

Causal inference with a continuous treatment is a relatively under-explored problem. In this dissertation, we adopt the potential outcomes framework. Potential outcomes are responses that would be seen for a unit under all possible treatments. In an observational study where the treatment is continuous, the potential outcomes are an uncountably infinite set indexed by treatment dose. We parameterize this unobservable set as a linear combination of a finite number of basis functions whose coefficients vary across units. This leads to new techniques for estimating the population average dose-response function (ADRF). Some techniques require a model for the treatment assignment given covariates, some require a model for predicting the potential outcomes from covariates, and some require both. We develop these techniques using a framework of estimating functions, compare them to existing methods for continuous treatments, and simulate their performance in a population where the ADRF is linear and the models for the treatment and/or outcomes may be misspecified. We also extend the comparisons to a data set of lottery winners in Massachusetts. Next, we describe the methods and functions in the R package causaldrf using data from the National Medical Expenditure Survey (NMES) and Infant Health and Development Program (IHDP) as examples. Additionally, we analyze the National Growth and Health Study (NGHS) data set and deal with the issue of missing data. Lastly, we discuss future research goals and possible extensions.

Tensor Completion for Multidimensional Inverse Problems with Applications to Magnetic Resonance Relaxometry

This thesis deals with tensor completion for the solution of multidimensional inverse problems. We study the problem of reconstructing an approximately low rank tensor from a small number of noisy linear measurements. New recovery guarantees, numerical algorithms, non-uniform sampling strategies, and parameter selection algorithms are developed. We derive a fixed point continuation algorithm for tensor completion and prove its convergence. A restricted isometry property (RIP) based tensor recovery guarantee is proved. Probabilistic recovery guarantees are obtained for sub-Gaussian measurement operators and for measurements obtained by non-uniform sampling from a Parseval tight frame. We show how tensor completion can be used to solve multidimensional inverse problems arising in NMR relaxometry. Algorithms are developed for regularization parameter selection, including accelerated k-fold cross-validation and generalized cross-validation. These methods are validated on experimental and simulated data. We also derive condition number estimates for nonnegative least squares problems. Tensor recovery promises to significantly accelerate N-dimensional NMR relaxometry and related experiments, enabling previously impractical experiments. Our methods could also be applied to other inverse problems arising in machine learning, image processing, signal processing, computer vision, and other fields.

STATISTICAL METHODS FOR ADVANCED ECONOMETRIC MODELS WITH APPLICATIONS TO VEHICLE HOLDING AND SPEED QUANTILES DISTRIBUTION

This dissertation proposes statistical methods to formulate, estimate and apply complex transportation models. Two main problems are part of the analyses conducted and presented in this dissertation. The first method solves an econometric problem and is concerned with the joint estimation of models that contain both discrete and continuous decision variables. The use of ordered models along with a regression is proposed and their effectiveness is evaluated with respect to unordered models. Procedure to calculate and optimize the log-likelihood functions of both discrete-continuous approaches are derived, and difficulties associated with the estimation of unordered models explained. Numerical approximation methods based on the Genz algortithm are implemented in order to solve the multidimensional integral associated with the unordered modeling structure. The problems deriving from the lack of smoothness of the probit model around the maximum of the log-likelihood function, which makes the optimization and the calculation of standard deviations very difficult, are carefully analyzed. A methodology to perform out-of-sample validation in the context of a joint model is proposed. Comprehensive numerical experiments have been conducted on both simulated and real data. In particular, the discrete-continuous models are estimated and applied to vehicle ownership and use models on data extracted from the 2009 National Household Travel Survey. The second part of this work offers a comprehensive statistical analysis of free-flow speed distribution; the method is applied to data collected on a sample of roads in Italy. A linear mixed model that includes speed quantiles in its predictors is estimated. Results show that there is no road effect in the analysis of free-flow speeds, which is particularly important for model transferability. A very general framework to predict random effects with few observations and incomplete access to model covariates is formulated and applied to predict the distribution of free-flow speed quantiles. The speed distribution of most road sections is successfully predicted; jack-knife estimates are calculated and used to explain why some sections are poorly predicted. Eventually, this work contributes to the literature in transportation modeling by proposing econometric model formulations for discrete-continuous variables, more efficient methods for the calculation of multivariate normal probabilities, and random effects models for free-flow speed estimation that takes into account the survey design. All methods are rigorously validated on both real and simulated data.

Multi-sensor Cloud and Aerosol Retrieval Simulator and Its Applications

Executing a cloud or aerosol physical properties retrieval algorithm from controlled synthetic data is an important step in retrieval algorithm development. Synthetic data can help answer questions about the sensitivity and performance of the algorithm or aid in determining how an existing retrieval algorithm may perform with a planned sensor. Synthetic data can also help in solving issues that may have surfaced in the retrieval results. Synthetic data become very important when other validation methods, such as field campaigns,are of limited scope. These tend to be of relatively short duration and often are costly. Ground stations have limited spatial coverage whilesynthetic data can cover large spatial and temporal scales and a wide variety of conditions at a low cost. In this work I develop an advanced cloud and aerosol retrieval simulator for the MODIS instrument, also known as Multi-sensor Cloud and Aerosol Retrieval Simulator (MCARS). In a close collaboration with the modeling community I have seamlessly combined the GEOS-5 global climate model with the DISORT radiative transfer code, widely used by the remote sensing community, with the observations from the MODIS instrument to create the simulator. With the MCARS simulator it was then possible to solve the long standing issue with the MODIS aerosol optical depth retrievals that had a low bias for smoke aerosols. MODIS aerosol retrieval did not account for effects of humidity on smoke aerosols. The MCARS simulator also revealed an issue that has not been recognized previously, namely,the value of fine mode fraction could create a linear dependence between retrieved aerosol optical depth and land surface reflectance. MCARS provided the ability to examine aerosol retrievals against “ground truth” for hundreds of thousands of simultaneous samples for an area covered by only three AERONET ground stations. Findings from MCARS are already being used to improve the performance of operational MODIS aerosol properties retrieval algorithms. The modeling community will use the MCARS data to create new parameterizations for aerosol properties as a function of properties of the atmospheric column and gain the ability to correct any assimilated retrieval data that may display similar dependencies in comparisons with ground measurements.