Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

EVALUATION OF INTELLIGENT COMPACTION CONTROL IN THE M-189 RECONSTRUCTION PROJECT AT IRON RIVER, MICHIGAN

This research evaluated an Intelligent Compaction (IC) unit on the M-189 highway reconstruction project at Iron River, Michigan. The results from the IC unit were compared to several traditional compaction measurement devices including Nuclear Density Gauge (NDG), Geogauge, Light Weight Deflectometer (LWD), Dynamic Cone Penetrometer (DCP), and Modified Clegg Hammer (MCH). The research collected point measurements data on a test section in which 30 test locations on the final Class II sand base layer and the 22A gravel layer. These point measurements were compared with the IC measurements (ICMVs) on a point-to-point basis through a linear regression analysis. Poor correlations were obtained among different measurements points using simple regression analysis. When comparing the ICMV to the compaction measurements points. Factors attributing to the weak correlation include soil heterogeneity, variation in IC roller operation parameters, in-place moisture content, the narrow range of the compaction devices measurement ranges and support conditions of the support layers. After incorporating some of the affecting factors into a multiple regression analysis, the strength of correlation significantly improved, especially on the stiffer gravel layer. Measurements were also studied from an overall distribution perspective in terms of average, measurement range, standard deviation, and coefficient of variance. Based on data analysis, on-site project observation and literature review, conclusions were made on how IC performed in regards to compaction control on the M-189 reconstruction project.