Data-Adaptive Modeling using Convex Regression

Thesis (Ph.D.)--University of Washington, 2016-08

Essays on Machine Learning and Hedonic Models

Thesis (Ph.D.)--University of Washington, 2016-08

Discrete-event Simulation and Optimization to Improve the Performance of a Healthcare System

Thesis (Ph.D.)--University of Washington, 2016-08

Structure learning of context-specific graphical models

Abstract The ultimate problem considered in this thesis is modeling a high-dimensional joint distribution over a set of discrete variables. For this purpose, we consider classes of context-specific graphical models and the main emphasis is on learning the structure of such models from data. Traditional graphical models compactly represent a joint distribution through a factorization justi ed by statements of conditional independence which are encoded by a graph structure. Context-speci c independence is a natural generalization of conditional independence that only holds in a certain context, speci ed by the conditioning variables. We introduce context-speci c generalizations of both Bayesian networks and Markov networks by including statements of context-specific independence which can be encoded as a part of the model structures. For the purpose of learning context-speci c model structures from data, we derive score functions, based on results from Bayesian statistics, by which the plausibility of a structure is assessed. To identify high-scoring structures, we construct stochastic and deterministic search algorithms designed to exploit the structural decomposition of our score functions. Numerical experiments on synthetic and real-world data show that the increased exibility of context-specific structures can more accurately emulate the dependence structure among the variables and thereby improve the predictive accuracy of the models.

Random path sampling applied to vector models of magnetism

The recently reported Monte Carlo Random Path Sampling method (RPS) is here improved and its application is expanded to the study of the 2D and 3D Ising and discrete Heisenberg models. The methodology was implemented to allow use in both CPU-based high-performance computing infrastructures (C/MPI) and GPU-based (CUDA) parallel computation, with significant computational performance gains. Convergence is discussed, both in terms of free energy and magnetization dependence on field/temperature. From the calculated magnetization-energy joint density of states, fast calculations of field and temperature dependent thermodynamic properties are performed, including the effects of anisotropy on coercivity, and the magnetocaloric effect. The emergence of first-order magneto-volume transitions in the compressible Ising model is interpreted using the Landau theory of phase transitions. Using metallic Gadolinium as a real-world example, the possibility of using RPS as a tool for computational magnetic materials design is discussed. Experimental magnetic and structural properties of a Gadolinium single crystal are compared to RPS-based calculations using microscopic parameters obtained from Density Functional Theory.

Explaining dinophysis cf. acuminata abundance in Antifer (Normandy, France) using dynamic linear regression

Classical regression analysis can be used to model time series. However, the assumption that model parameters are constant over time is not necessarily adapted to the data. In phytoplankton ecology, the relevance of time-varying parameter values has been shown using a dynamic linear regression model (DLRM). DLRMs, belonging to the class of Bayesian dynamic models, assume the existence of a non-observable time series of model parameters, which are estimated on-line, i.e. after each observation. The aim of this paper was to show how DLRM results could be used to explain variation of a time series of phytoplankton abundance. We applied DLRM to daily concentrations of Dinophysis cf. acuminata, determined in Antifer harbour (French coast of the English Channel), along with physical and chemical covariates (e.g. wind velocity, nutrient concentrations). A single model was built using 1989 and 1990 data, and then applied separately to each year. Equivalent static regression models were investigated for the purpose of comparison. Results showed that most of the Dinophysis cf. acuminata concentration variability was explained by the configuration of the sampling site, the wind regime and tide residual flow. Moreover, the relationships of these factors with the concentration of the microalga varied with time, a fact that could not be detected with static regression. Application of dynamic models to phytoplankton time series, especially in a monitoring context, is discussed.

MULTI-BAND BOSE HUBBARD MODELS AND EFFECTIVE THREE-BODY INTERACTIONS

Experiments with ultracold atoms in optical lattice have become a versatile testing ground to study diverse quantum many-body Hamiltonians. A single-band Bose-Hubbard (BH) Hamiltonian was first proposed to describe these systems in 1998 and its associated quantum phase-transition was subsequently observed in 2002. Over the years, there has been a rapid progress in experimental realizations of more complex lattice geometries, leading to more exotic BH Hamiltonians with contributions from excited bands, and modified tunneling and interaction energies. There has also been interesting theoretical insights and experimental studies on “un- conventional” Bose-Einstein condensates in optical lattices and predictions of rich orbital physics in higher bands. In this thesis, I present our results on several multi- band BH models and emergent quantum phenomena. In particular, I study optical lattices with two local minima per unit cell and show that the low energy states of a multi-band BH Hamiltonian with only pairwise interactions is equivalent to an effec- tive single-band Hamiltonian with strong three-body interactions. I also propose a second method to create three-body interactions in ultracold gases of bosonic atoms in a optical lattice. In this case, this is achieved by a careful cancellation of two contributions in the pair-wise interaction between the atoms, one proportional to the zero-energy scattering length and a second proportional to the effective range. I subsequently study the physics of Bose-Einstein condensation in the second band of a double-well 2D lattice and show that the collision aided decay rate of the con- densate to the ground band is smaller than the tunneling rate between neighboring unit cells. Finally, I propose a numerical method using the discrete variable repre- sentation for constructing real-valued Wannier functions localized in a unit cell for optical lattices. The developed numerical method is general and can be applied to a wide array of optical lattice geometries in one, two or three dimensions.

Modelling and analysing human behaviour in a department store using discrete event and agent based simulation

Discrete Event Simulation (DES) is a very popular simulation technique in Operational Research. Recently, there has been the emergence of another technique, namely Agent Based Simulation (ABS). Although there is a lot of literature relating to DES and ABS, we have found less that focuses on exploring the capabilities of both in tackling human behaviour issues. In order to understand the gap between these two simulation techniques, therefore, our aim is to understand the distinctions between DES and ABS models with the real world phenomenon in modelling and simulating human behaviour. In achieving the aim, we have carried out a case study at a department store. Both DES and ABS models will be compared using the same problem domain which is concerning on management policy in a fitting room. The behaviour of staffs while working and customers’ satisfaction will be modelled for both models behaviour understanding.

Investigating output accuracy for a discrete event simulation model and an agent based simulation model

In this paper, we investigate output accuracy for a Discrete Event Simulation (DES) model and Agent Based Simulation (ABS) model. The purpose of this investigation is to find out which of these simulation techniques is the best one for modelling human reactive behaviour in the retail sector. In order to study the output accuracy in both models, we have carried out a validation experiment in which we compared the results from our simulation models to the performance of a real system. Our experiment was carried out using a large UK department store as a case study. We had to determine an efficient implementation of management policy in the store’s fitting room using DES and ABS. Overall, we have found that both simulation models were a good representation of the real system when modelling human reactive behaviour.

A discrete-time queueing system with feedback and optional service

Queueing systems constitute a central tool in modeling and performance analysis. These types of systems are in our everyday life activities, and the theory of queueing systems was developed to provide models for forecasting behaviors of systems subject to random demand. The practical and useful applications of the discrete-time queues make the researchers to con- tinue making an e ort in analyzing this type of models. Thus the present contribution relates to a discrete-time Geo/G/1 queue in which some messages may need a second service time in addition to the rst essential service. In day-to-day life, there are numerous examples of queueing situations in general, for example, in manufacturing processes, telecommunication, home automation, etc, but in this paper a particular application is the use of video surveil- lance with intrusion recognition where all the arriving messages require the main service and only some may require the subsidiary service provided by the server with di erent types of strategies. We carry out a thorough study of the model, deriving analytical results for the stationary distribution. The generating functions of the number of messages in the queue and in the system are obtained. The generating functions of the busy period as well as the sojourn times of a message in the server, the queue and the system are also provided.

GIS-integrated mathematical modeling of social phenomena at macro- and micro- levels—a multivariate geographically-weighted regression model for identifying locations vulnerable to hosting terrorist safe-houses: France as case study

Adaptability and invisibility are hallmarks of modern terrorism, and keeping pace with its dynamic nature presents a serious challenge for societies throughout the world. Innovations in computer science have incorporated applied mathematics to develop a wide array of predictive models to support the variety of approaches to counterterrorism. Predictive models are usually designed to forecast the location of attacks. Although this may protect individual structures or locations, it does not reduce the threat—it merely changes the target. While predictive models dedicated to events or social relationships receive much attention where the mathematical and social science communities intersect, models dedicated to terrorist locations such as safe-houses (rather than their targets or training sites) are rare and possibly nonexistent. At the time of this research, there were no publically available models designed to predict locations where violent extremists are likely to reside. This research uses France as a case study to present a complex systems model that incorporates multiple quantitative, qualitative and geospatial variables that differ in terms of scale, weight, and type. Though many of these variables are recognized by specialists in security studies, there remains controversy with respect to their relative importance, degree of interaction, and interdependence. Additionally, some of the variables proposed in this research are not generally recognized as drivers, yet they warrant examination based on their potential role within a complex system. This research tested multiple regression models and determined that geographically-weighted regression analysis produced the most accurate result to accommodate non-stationary coefficient behavior, demonstrating that geographic variables are critical to understanding and predicting the phenomenon of terrorism. This dissertation presents a flexible prototypical model that can be refined and applied to other regions to inform stakeholders such as policy-makers and law enforcement in their efforts to improve national security and enhance quality-of-life.

The Drivers of Wage Inequality Across Europe: A Recentered Influence Function Regression Approach

This study analyzes the impact of individual characteristics as well as occupation and industry on male wage inequality in nine European countries. Unlike previous studies, we consider regression models for five inequality measures and employ the recentered influence function regression method proposed by Firpo et al. (2009) to test directly the influence of covariates on inequality. We conclude that there is heterogeneity in the effects of covariates on inequality across countries and throughout wage distribution. Heterogeneity among countries is more evident in education and experience whereas occupation and industry characteristics as well as holding a supervisory position reveal more similar effects. Our results are compatible with the skill biased technological change, rapid rise in the integration of trade and financial markets as well as explanations related to the increase of the remunerative package of top executives.

Obtaining environmental favourability functions from logistic regression

Logistic regression is a statistical tool widely used for predicting species’ potential distributions starting from presence/absence data and a set of independent variables. However, logistic regression equations compute probability values based not only on the values of the predictor variables but also on the relative proportion of presences and absences in the dataset, which does not adequately describe the environmental favourability for or against species presence. A few strategies have been used to circumvent this, but they usually imply an alteration of the original data or the discarding of potentially valuable information. We propose a way to obtain from logistic regression an environmental favourability function whose results are not affected by an uneven proportion of presences and absences. We tested the method on the distribution of virtual species in an imaginary territory. The favourability models yielded similar values regardless of the variation in the presence/absence ratio. We also illustrate with the example of the Pyrenean desman’s (Galemys pyrenaicus) distribution in Spain. The favourability model yielded more realistic potential distribution maps than the logistic regression model. Favourability values can be regarded as the degree of membership of the fuzzy set of sites whose environmental conditions are favourable to the species, which enables applying the rules of fuzzy logic to distribution modelling. They also allow for direct comparisons between models for species with different presence/absence ratios in the study area. This makes themmore useful to estimate the conservation value of areas, to design ecological corridors, or to select appropriate areas for species reintroductions.

Application of Mixture Models to Survival Data

Survival models are being widely applied to the engineering field to model time-to-event data once censored data is here a common issue. Using parametric models or not, for the case of heterogeneous data, they may not always represent a good fit. The present study relays on critical pumps survival data where traditional parametric regression might be improved in order to obtain better approaches. Considering censored data and using an empiric method to split the data into two subgroups to give the possibility to fit separated models to our censored data, we’ve mixture two distinct distributions according a mixture-models approach. We have concluded that it is a good method to fit data that does not fit to a usual parametric distribution and achieve reliable parameters. A constant cumulative hazard rate policy was used as well to check optimum inspection times using the obtained model from the mixture-model, which could be a plus when comparing with the actual maintenance policies to check whether changes should be introduced or not.

Simulation by discrete mass modeling of offshore wind turbine system with DC link

This paper presents an integrated model for an offshore wind turbine taking into consideration a contribution for the marine wave and wind speed with perturbations influences on the power quality of current injected into the electric grid. The paper deals with the simulation of one floating offshore wind turbine equipped with a permanent magnet synchronous generator, and a two-level converter connected to an onshore electric grid. The use of discrete mass modeling is accessed in order to reveal by computing the total harmonic distortion on how the perturbations of the captured energy are attenuated at the electric grid injection point. Two torque actions are considered for the three-mass modeling, the aerodynamic on the flexible part and on the rigid part of the blades. Also, a torque due to the influence of marine waves in deep water is considered. Proportional integral fractional-order control supports the control strategy. A comparison between the drive train models is presented.