Thesis (Ph.D.)--University of Missouri-Columbia, 2006. / The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file viewed on (May 2, 2007) Vita. Includes bibliographical references.

We study the problem of sequential decision-making (e.g. multi-armed bandits, contextual bandits, reinforcement learning) under changing environments, or distribution shifts. Ideally, one aims to automatically adapt/self-tune to unknown changes in distribution, and restart exploration as needed. While recent theoretical breakthroughs show this is possible in a broad sense, such works contend that the learner should restart procedures upon experiencing any change leading to worst-case (regret) rates. This leaves open whether faster rates are possible, adaptively, if few changes in distribution are actually severe, e.g., involve no change in best action. This thesis initiates a broad research program giving positive answers to these open questions across several instances. In particular, we begin at non-stationary bandits and show a much weaker notion of change can be adapted to, which can yield significantly faster rates than previously known, whether as expressed in terms of number of best action switches--for which no adaptive procedure was known, or in terms of previously studied variation or smoothness measures. We then generalize these results to non-parametric contextual bandits and dueling bandits. As a result, we substantially improve the theoretical state-of-the-art performance guarantees for these problems and, in many cases, tightly characterize the statistical limits of sequential decision-making under changing environments.

by Roger H.Y. Leung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 79-84). / Abstracts in English and Chinese. / ABSTRACT --- p.I / Keywords: --- p.I / ACKNOWLEDGEMENTS --- p.III / TABLE OF CONTENTS: --- p.IV / Table of Figures: --- p.VI / Table of Tables: --- p.VII / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter 1.1 --- Languages in the World --- p.2 / Chapter 1.2 --- Problems of Chinese Speech Recognition --- p.3 / Chapter 1.2.1 --- Unlimited word size: --- p.3 / Chapter 1.2.2 --- Too many Homophones: --- p.3 / Chapter 1.2.3 --- Difference between spoken and written Chinese: --- p.3 / Chapter 1.2.4 --- Word Segmentation Problem: --- p.4 / Chapter 1.3 --- Different types of knowledge --- p.5 / Chapter 1.4 --- Chapter Conclusion --- p.6 / Chapter CHAPTER 2 --- FOUNDATIONS --- p.7 / Chapter 2.1 --- Chinese Phonology and Language Properties --- p.7 / Chapter 2.1.1 --- Basic Syllable Structure --- p.7 / Chapter 2.2 --- Acoustic Models --- p.9 / Chapter 2.2.1 --- Acoustic Unit --- p.9 / Chapter 2.2.2 --- Hidden Markov Model (HMM) --- p.9 / Chapter 2.3 --- Search Algorithm --- p.11 / Chapter 2.4 --- Statistical Language Models --- p.12 / Chapter 2.4.1 --- Context-Independent Language Model --- p.12 / Chapter 2.4.2 --- Word-Pair Language Model --- p.13 / Chapter 2.4.3 --- N-gram Language Model --- p.13 / Chapter 2.4.4 --- Backoff n-gram --- p.14 / Chapter 2.5 --- Smoothing for Language Model --- p.16 / Chapter CHAPTER 3 --- LEXICAL ACCESS --- p.18 / Chapter 3.1 --- Introduction --- p.18 / Chapter 3.2 --- Motivation： Phonological and lexical constraints --- p.20 / Chapter 3.3 --- Broad Classes Representation --- p.22 / Chapter 3.4 --- Broad Classes Statistic Measures --- p.25 / Chapter 3.5 --- Broad Classes Frequency Normalization --- p.26 / Chapter 3.6 --- Broad Classes Analysis --- p.27 / Chapter 3.7 --- Isolated Word Speech Recognizer using Broad Classes --- p.33 / Chapter 3.8 --- Chapter Conclusion --- p.34 / Chapter CHAPTER 4 --- CHARACTER AND WORD LANGUAGE MODEL --- p.35 / Chapter 4.1 --- Introduction --- p.35 / Chapter 4.2 --- Motivation --- p.36 / Chapter 4.2.1 --- Perplexity --- p.36 / Chapter 4.3 --- Call Home Mandarin corpus --- p.38 / Chapter 4.3.1 --- Acoustic Data --- p.38 / Chapter 4.3.2 --- Transcription Texts --- p.39 / Chapter 4.4 --- Methodology: Building Language Model --- p.41 / Chapter 4.5 --- Character Level Language Model --- p.45 / Chapter 4.6 --- Word Level Language Model --- p.48 / Chapter 4.7 --- Comparison of Character level and Word level Language Model --- p.50 / Chapter 4.8 --- Interpolated Language Model --- p.54 / Chapter 4.8.1 --- Methodology --- p.54 / Chapter 4.8.2 --- Experiment Results --- p.55 / Chapter 4.9 --- Chapter Conclusion --- p.56 / Chapter CHAPTER 5 --- N-GRAM SMOOTHING --- p.57 / Chapter 5.1 --- Introduction --- p.57 / Chapter 5.2 --- Motivation --- p.58 / Chapter 5.3 --- Mathematical Representation --- p.59 / Chapter 5.4 --- Methodology: Smoothing techniques --- p.61 / Chapter 5.4.1 --- Add-one Smoothing --- p.62 / Chapter 5.4.2 --- Witten-Bell Discounting --- p.64 / Chapter 5.4.3 --- Good Turing Discounting --- p.66 / Chapter 5.4.4 --- Absolute and Linear Discounting --- p.68 / Chapter 5.5 --- Comparison of Different Discount Methods --- p.70 / Chapter 5.6 --- Continuous Word Speech Recognizer --- p.71 / Chapter 5.6.1 --- Experiment Setup --- p.71 / Chapter 5.6.2 --- Experiment Results: --- p.72 / Chapter 5.7 --- Chapter Conclusion --- p.74 / Chapter CHAPTER 6 --- SUMMARY AND CONCLUSIONS --- p.75 / Chapter 6.1 --- Summary --- p.75 / Chapter 6.2 --- Further Work --- p.77 / Chapter 6.3 --- Conclusion --- p.78 / REFERENCE --- p.79

Thesis (PhD)-Open University. BLDSC no.DX205389.

Thesis (PhD (Statistics and Actuarial Science))--University of Stellenbosch, 2007. / The smoothing of time series plays a very important role in various practical applications. Estimating the signal and removing the noise is the main goal of smoothing. Traditionally linear smoothers were used, but nonlinear smoothers became more popular through the years. From the family of nonlinear smoothers, the class of median smoothers, based on order statistics, is the most popular. A new class of nonlinear smoothers, called LULU smoothers, was developed by using the minimum and maximum selectors. These smoothers have very attractive mathematical properties. In this thesis their statistical properties are investigated and compared to that of the class of median smoothers. Smoothing, together with related concepts, are discussed in general. Thereafter, the class of median smoothers, from the literature is discussed. The class of LULU smoothers is defined, their properties are explained and new contributions are made. The compound LULU smoother is introduced and its property of variation decomposition is discussed. The probability distributions of some LULUsmoothers with independent data are derived. LULU smoothers and median smoothers are compared according to the properties of monotonicity, idempotency, co-idempotency, stability, edge preservation, output distributions and variation decomposition. A comparison is made of their respective abilities for signal recovery by means of simulations. The success of the smoothers in recovering the signal is measured by the integrated mean square error and the regression coefficient calculated from the least squares regression of the smoothed sequence on the signal. Finally, LULU smoothers are practically applied.

In the medical science, the receiving operationg characteristic (ROC) curve is a graphical representation to evaluate the accuracy of a medical diagnostic test for any cut-off point. The area under the ROC curve (AUC) is an overall performance measure for a diagnostic test. There are two parts in this dissertation. In the first part, we study the properties of bi-Exponentiated Weibull models. FIrst, we derive a general moment formula for single Exponentiated Weibull models. Then we move on to derive the precise formula of AUC and study the maximus likelihood estimation (MLE) of the AUC. Finally, we obtain the asymptotoc distribution of the estimated AUC. Simulation studies are used to check the performance of MLE of AUC under the moderate sample sizes. The second part fo the dissertation is to study the estimation of AUC under the crossing model, which extends the AUC formula in Gonen and Heller (2007). / by Fazhe Chang. / Thesis (Ph.D.)--Florida Atlantic University, 2012. / Includes bibliography. / Mode of access: World Wide Web. / System requirements: Adobe Reader.

Economic stringencies have compelled Canadian hospitals to examine their administrative effectiveness critically. Improved supplies and inventory procedures adopted by leading industrial corporations, suggest that hospitals might benefit from such systems. Lack of the profit incentive, and the high ratio of wages to total expenses in hospitals, have delayed adoption of modern inventory management techniques. This study examined the economic status of Canadian hospitals, and endeavoured to discover whether a computer-based inventory management system, incorporating short-term statistical demand forecasting, would be feasible and advantageous. Scientific forecasting for inventory management is not used by hospitals. The writer considered which technique would be most suited to their needs, taking account of benefits claimed by industrial users. Samples of demand data were subjected to a variety of simple forecasting methods, including moving averages, exponentially smoothed averages and the Box-Jenkins method. Comparisons were made in terms of relative size of forecast errors; ease of data maintenance, and demands upon hospital clerical staffs. The computer system: BRUFICH facilitated scrutiny of the effect of each technique upon major components of the system. It is concluded that either of two methods would be appropriate: moving averages and double exponential smoothing. The latter, when combined with adaptive control through tracking signals, is easily incorporated within the total inventory system. It requires only a short run of data, tracks trend satisfactorily, and demands little operator intervention. The original system designed by this writer was adopted by the Hospital for Sick Children, Toronto, and has significantly improved their inventory management.

Thesis (Ph. D.)--State University of New York at Binghamton, Department of Economics, 2007. / Includes bibliographical references.

Orientador: Ronaldo Dias / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-10T22:55:48Z (GMT). No. of bitstreams: 1 Souza_CamilaPedrosoEstevamde_M.pdf: 4239065 bytes, checksum: 099f19df22c0b40a411d07eacc2fe0d1 (MD5) Previous issue date: 2008 / Resumo: Avanços na tecnologia moderna têm facilitado a coleta e análise de dados de alta dimensão, ou dados que são formados por medidas repetidas de um mesmo objeto. Quando os dados são registrados densamente ao longo do tempo, freqüentemente por máquinas, eles são tipicamente chamados de dados funcionais, com uma curva (ou função) observada por objeto em estudo. A análise estatística de uma amostra de n curvas como essas é comumente chamada de análise de dados funcionais, ou ADF. Conceitualmente, dados funcionais são continuamente definidos. Claro que na prática eles geralmente são observados em pontos discretos. Não há exigência para que os dados sejam suaves, mas freqüentemente a suavidade ou outra regularidade será um aspecto chave da análise, em alguns casos derivadas das funções observadas serão importantes. Nessa dissertação diferentes técnicas de suavização serão apresentadas e discutidas, principalmente aquelas baseadas em funções splines...Observação: O resumo, na íntegra, poderá ser visualizado no texto completo da tese digital / Abstract: Advances in modern technology have facilitated the collection and analysis of high-dimensional data, or data that are repeated measurements of the same subject. When the data are recorded densely over time, often by machine, they are typically termed functional or curve data, with one observed curve (or function) per subject. The statistical analysis of a sample of n such curves is commonly termed functional data analysis, or FDA. Conceptually, functional data are continuously defined. Of course, in practice they are usually observed at discrete points. There is no general requirement that the data be smooth, but often smoothness or other regularity will be a key aspect of the analysis, in some cases derivatives of the observed functions will be important. In this project different smooth techniques are presented and discussed, mainly those based on splines functions...Note: The complete abstract is available with the full electronic digital thesis or dissertations / Mestrado / Estatistica Não Parametrica / Mestre em Estatística

Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple sources of error (MSOE), and state space models with a single source of error (SSOE). We establish the relationship among the three classes of models and conclude that the class of SSOE state space models is broader than the other two and provides a formal statistical foundation for ES methods. To better understand ES methods, we investigate the behaviors of ES methods for time series generated from different processes. We mainly focus on time series of ARIMA type. ES methods forecast a time series using only the series own history. To include covariates into ES methods for better forecasting a time series, we propose a new forecasting method, Exponential Smoothing with Covariates (ESCov). ESCov uses an ES method to model what left unexplained in a time series by covariates. We establish the optimality of ESCov, identify SSOE state space models underlying ESCov, and derive analytically the variances of forecasts by ESCov. Empirical studies show that ESCov outperforms ES methods and regression with ARIMA errors. We suggest a model selection procedure for choosing appropriate covariates and ES methods in practice. Computer models have been commonly used to investigate complex systems for which physical experiments are highly expensive or very time-consuming. Before using a computer model, we need to address an important question ``How well does the computer model represent the real system?" The process of addressing this question is called computer model validation that generally involves the comparison of computer outputs and physical observations. In this thesis, we propose a Bayesian approach to computer model validation. This approach integrates together computer outputs and physical observation to give a better prediction of the real system output. This prediction is then used to validate the computer model. We investigate the impacts of several factors on the performance of the proposed approach and propose a generalization to the proposed approach.