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Pages
 Title
 MONTE CARLO SIMULATION OF INFINITEDIMENSIONAL INTEGRALS
 Creator
 Niu, Ben
 Date
 20110413, 201105
 Description

This thesis is motivated by pricing a pathdependent financial derivative, such as an Asian option, which requires the computation of the...
Show moreThis thesis is motivated by pricing a pathdependent financial derivative, such as an Asian option, which requires the computation of the expectation of a payoff function, which depends on a Brownian motion. Employing a standard series expansion of the Brownian motion, the latter problem is equivalent to the computation of the expectation of a function of the corresponding i.i.d. sequence of random coefficients. This motivates the construction and the analysis of algorithms for numerical integration with respect to a product probability measure on the infinitedimensional sequence. The class of integrands studied in this thesis resides in the unit ball in a reproducing kernel Hilbert space obtained by superposition of weighted tensor product spaces of functions of finitely many variables. Combining tractability results for highdimensional integration with the multilevel technique we obtain new algorithms for infinitedimensional integration. These deterministic multilevel algorithms use variable subspace sampling and they are superior to any deterministic algorithm based on fixed subspace sampling with respect to the respective worst case error. Numerical experiment results are presented at the end.
Ph.D. in Applied Mathematics, May 2011
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 Title
 A NUMERICAL AND ANALYTICAL STUDY OF THE GROWTH OF SECOND PHASE PARTICLES USING A SHARP INTERFACE APPROACH
 Creator
 Barua, Amlan K.
 Date
 20120815, 201212
 Description

Two phase alloys are quite important in materials science and metallurgy. Some common examples include nickelaluminum system, ironcarbon...
Show moreTwo phase alloys are quite important in materials science and metallurgy. Some common examples include nickelaluminum system, ironcarbon system etc. The most important macroscopic properties of these alloys depend on size, orientation and concentration of the secondphase precipitates. It is necessary to understand the details of formation, growth and equilibrium conditions of these microstructures for better material production. In this dissertation we investigate the growth of the precipitates within the matrix using a sharp interface approach. We consider the effects of elastic fields on the evolution of the precipitates. The elastic fields can either be applied at the far field or can simply arise as a result of crystallographic difference between matrix and precipitate phase. The precipitates exhibit complicated morphology because of the MullinsSekerka instability. Our investigation is based on both analytical and numerical techniques. We use linear analysis to understand the qualitative behavior of the problem, at least for short time. To simulate the long time dynamics of the problem and to understand the effects of nonlinearity, we use highly accurate boundary integral methods. Our main contribution in this thesis is threefold. First, starting from linear analysis, we focus on the conditions under which stable growth, in presence of elastic field, is possible for a single precipitate. Finding such conditions are important in material production and simple conditions like constant material flux and constant elastic fields produce precipitates with complicated shapes. Second, we propose a spacetime rescaling of the original boundary integral equations of the problem. The rescaling enables us to accurately simulate very long time behavior of the system comprising of multiple precipitates growing under different mass flux and elasticity. It also helps us to understand the long time interaction of precipitates. Third, we xiii implement an adaptive treecode to reduce the computational complexity of the iterative solver from O(N2) to O(N logN) where N is the dimension of the discrete problem. The efficiency of the treecode is demonstrated by performing simulations. Also a parallelization strategy for the treecode is discussed. The speedup from the parallelization is demonstrated using moderate number of cores. xiv
PH.D in Applied Mathematics, December 2012
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 Title
 RELIABLE QUASIMONTE CARLO WITH CONTROL VARIATES
 Creator
 Li, Da
 Date
 2016, 201607
 Description

Recently, QuasiMonte Carlo (QMC) methods have been implemented in a reliable adaptive algorithm. This raises the possibility of combining...
Show moreRecently, QuasiMonte Carlo (QMC) methods have been implemented in a reliable adaptive algorithm. This raises the possibility of combining adaptive QMC with efficiency improvement techniques for independent and identically distributed (IID) Monte Carlo (MC) such as control variates (CV). The challenge for adding CV to QMC is that the optimal CV coefficient for QMC is generally not the same as that for MC. Here we propose a method for imple menting CV in a reliable adaptive QMC algorithm. One merit of using CV with MC is that theoretically the efficiency is always no worse than vanilla MC. Our method is implemented in an efficient way so that the extra cost for CV is tolerable, and the overall time savings can be substantial. We test our algorithm on various problems including option pricing and mul tivariate normal probability estimation for dimensions from 4 to 64. The same tests are performed on adaptive QMC algorithm without CV as a comparison. Our results show that with good CV, the cost of adaptive QMC is greatly reduced compared to vanilla QMC.
M.S. in Applied Mathematics, July 2016
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 Title
 Binary hidden Markov models and varieties, AS2012 Special Volume, part 2: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 Critch, Andrew
 Date
 2013, 2013
 Description

This paper closely examines HMMs in which all the hidden random variables are...
Show moreThis paper closely examines HMMs in which all the hidden random variables are binary. Its main contributions are (1) a birational parametrization for every such HMM, with an explicit inverse for recovering the hidden parameters in terms of observables, (2) a semialgebraic model membership test for every such HMM, and (3) minimal dening equations for the 4node fully binary model, comprising 21 quadrics and 29 cubics, which were computed using Grobner bases in the cumulant coordinates of Sturmfels and Zwiernik. The new model parameters in (1) are rationally identiable in the sense of Sullivant, GarciaPuente, and Spielvogel, and each model's Zariski closure is therefore a rational projective variety of dimension 5. Grobner basis computations for the model and its graph are found to be considerably faster using these parameters. In the case of two hidden states, item (2) supersedes a previous algorithm of Schonhuth which is only generically dened, and the dening equations (3) yield new invariants for HMMs of all lengths 4. Such invariants have been used successfully in model selection problems in phylogenetics, and one can hope for similar applications in the case of HMMs.
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 Journal of Algebraic Statistics
 Title
 On Polyhedral Approximations of Polytopes for Learning Bayesian Networks, AS2012 Special Volume, part 2: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 Studeny, Milan, Haws, David C.
 Date
 2013, 2013
 Description

The motivation for this paper is the geometric approach to statistical learning Bayesiannetwork (BN) structures. We review three vector...
Show moreThe motivation for this paper is the geometric approach to statistical learning Bayesiannetwork (BN) structures. We review three vector encodings of BN structures. The first one has been used by Jaakkola et al. [9] and also by Cussens [4], the other two use special integral vectors formerly introduced, called imsets [18, 20]. The topic is the comparison of outer polyhedral approximations of the corresponding polytopes. We show how to transform the inequalities suggested by Jaakkola et al. [9] into the framework of imsets. The result of our comparison is the observation that the implicit polyhedral approximation of the standard imset polytope suggested in [21] gives a tighter approximation than the (transformed) explicit polyhedral approximation from [9]. As a consequence, we confirm a conjecture from [21] that the abovementioned implicit polyhedral approximation of the standard imset polytope is an LP relaxation of that polytope. In the end, we review recent attempts to apply the methods of integer programming to learning BN structures and discuss the task of finding suitable explicit LP relaxation in the imsetbased approach.
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 Journal of Algebraic Statistics
 Title
 Learning Coefficient in Bayesian Estimation of Restricted Boltzmann Machine, AS2012 Special Volume, part 2: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 Aoyagi, Miki
 Date
 2013, 2013
 Description

We consider the real log canonical threshold for the learning model in Bayesian estimation. This threshold corresponds to a learning...
Show moreWe consider the real log canonical threshold for the learning model in Bayesian estimation. This threshold corresponds to a learning coefficient of generalization error in Bayesian estimation, which serves to measure learning efficiency in hierarchical learning models [30, 31, 33]. In this paper, we clarify the ideal which gives the log canonical threshold of the restricted Boltzmann machine and consider the learning coefficients of this model.
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 Journal of Algebraic Statistics
 Title
 Phylogenetic invariants for groupbased models, AS2012 Special Volume, part 1: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 DontenBury, Maria, Michalek, Mateusz
 Date
 2012, 2012
 Description

In this paper we investigate properties of algebraic varieties representing groupbased phylogenetic models. We propose a method of generating...
Show moreIn this paper we investigate properties of algebraic varieties representing groupbased phylogenetic models. We propose a method of generating many phylogenetic invariants. We prove that we obtain all invariants for any tree for the twostate JukesCantor model. We conjecture that for a large class of models our method can give all phylogenetic invariants for any tree. We show that for 3Kimura our conjecture is equivalent to the conjecture of Sturmfels and Sullivant [22, Conjecture 2]. This, combined with the results in [22], would make it possible to determine all phylogenetic invariants for any tree for 3Kimura model, and also other phylogenetic models. Next we give the (first) examples of nonnormal varieties associated to general groupbased model for an abelian group. Following Kubjas [17] we prove that for many groupbased models varieties associated to trees with the same number of leaves do not have to be deformation equivalent.
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 Journal of Algebraic Statistics
 Title
 Properties of semielementary imsets as sums of elementary imsets
 Creator
 Kashimura, Takuya, Sei, Tomonari, Takemura, Akimichi, Tanaka, Kentaro
 Date
 2011, 2011
 Description

We study properties of semielementary imsets and elementary imsets introduced by Studeny [10]. The rules of the semigraphoid axiom ...
Show moreWe study properties of semielementary imsets and elementary imsets introduced by Studeny [10]. The rules of the semigraphoid axiom (decomposition, weak union and contraction) for conditional independence statements can be translated into a simple identity among three semielementary imsets. By recursively applying the identity, any semielementary imset can be written as a sum of elementary imsets, which we call a representation of the semielementary imset. A semielementary imset has many representations. We study properties of the set of possible representations of a semielementary imset and prove that all representations are connected by relations among four elementary imsets.
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 Journal of Algebraic Statistics
 Title
 Higher Connectivity of Fiber Graphs of Gröbner Bases, AS2012 Special Volume, part 2: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 Potka, Samu
 Date
 2013, 2013
 Description

Fiber graphs of Gröbner bases from contingency tables are important in statistical hypothesis testing, where one studies random walks on these...
Show moreFiber graphs of Gröbner bases from contingency tables are important in statistical hypothesis testing, where one studies random walks on these graphs using the MetropolisHastings algorithm. The connectivity of the graphs has implications on how fast the algorithm converges. In this paper, we study a class of ber graphs with elementary combinatorial techniques and provide results that support a recent conjecture of Engström: the connectivity is given by the minimum vertex degree.
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 Journal of Algebraic Statistics
 Title
 An Iterative Method Converging to a Positive Solution of Certain Systems of Polynomial Equations
 Creator
 Cartwright, Dustin
 Date
 2011, 2011
 Description

We present a numerical algorithm for finding real nonnegative solutions to a certain class of polynomial equations. Our methods are based on...
Show moreWe present a numerical algorithm for finding real nonnegative solutions to a certain class of polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find maximum likelihood parameters for certain classes of statistical models. Since our algorithm works by iteratively improving an approximate solution, we find approximate solutions in the cases when there are no exact solutions, such as overconstrained systems.
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 Journal of Algebraic Statistics
 Title
 Geometry of HigherOrder Markov Chains, AS2012 Special Volume, part 1: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 Sturmfels, Bernd
 Date
 2012, 2012
 Description

We determine an explicit Gr ?obner basis, consisting of linear forms and determinantal quadrics, for the prime ideal of Raftery’s mixture...
Show moreWe determine an explicit Gr ?obner basis, consisting of linear forms and determinantal quadrics, for the prime ideal of Raftery’s mixture transition distribution model for Markov chains. When the states are binary, the corresponding projective variety is a linear space, the model itself consists of two simplices in a crosspolytope, and the likelihood function typically has two local maxima. In the general nonbinary case, the model corresponds to a cone over a Segre variety.
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 Journal of Algebraic Statistics
 Title
 Betti Numbers of Cut Ideals of Trees, AS2012 Special Volume, part 2: This issue includes a second series of papers from talks, posters and collaborations resulting from and inspired by the Algebraic Statistics in the Alleghenies Conference at Penn State, which took place in July 2012.
 Creator
 Potka, Samu, Sarmiento, Camilo
 Date
 2013, 2013
 Description

Cut ideals, introduced by Sturmfels and Sullivant, are used in phylogenetics and algebraic statistics. We study the minimal free resolutions...
Show moreCut ideals, introduced by Sturmfels and Sullivant, are used in phylogenetics and algebraic statistics. We study the minimal free resolutions of cut ideals of tree graphs. By employing basic methods from topological combinatorics, we obtain upper bounds for the Betti numbers of this type of ideals. These take the form of simple formulas on the number of vertices, which arise from the enumeration of induced subgraphs of certain incomparability graphs associated to the edge sets of trees.
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 Journal of Algebraic Statistics
 Title
 The geometry of Sloppiness
 Creator
 Dufresne, Emilie, Harrington , Heather A, Raman, Dhruva V
 Date
 2018, 20180924
 Description

The use of mathematical models in the sciences often requires the estimation of unknown parameter values from data. Sloppiness provides...
Show moreThe use of mathematical models in the sciences often requires the estimation of unknown parameter values from data. Sloppiness provides information about the uncertainty of this task. In this paper, we develop a precise mathematical foundation for sloppiness and define rigorously its key concepts, such as `model manifold', in relation to concepts of structural identifiability. We redefine sloppiness conceptually as a comparison between the premetric on parameter space induced by measurement noise and a reference metric. This opens up the possibility of alternative quantification of sloppiness, beyond the standard use of the Fisher Information Matrix, which assumes that parameter space is equipped with the usual Euclidean and the measurement error is infinitesimal. Applications include parametric statistical models, explicit time dependent models, and ordinary differential equation models.
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 Journal of Algebraic Statistics
 Title
 Mixture models for rating data: the method of moments via Groebner bases
 Creator
 Iannario, Maria, Simone, Rosaria
 Date
 2017, 20171226
 Description

A recent thread of research in ordinal data analysis involves a class of mixture models that designs the responses as the combination of the...
Show moreA recent thread of research in ordinal data analysis involves a class of mixture models that designs the responses as the combination of the two main aspects driving the decision pro cess: a feeling and an uncertainty components. This novel paradigm has been proven flexible to account also for overdispersion. In this context, Groebner bases are exploited to estimate model parameters by implementing the method of moments. In order to strengthen the validity of the moment procedure so derived, alternatives parameter estimates are tested by means of a simulation experiment. Results show that the moment estimators are satisfactory per se, and that they significantly reduce the bias and perform more efficiently than others when they are set as starting values for the ExpectationMaximization algorithm.
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 Journal of Algebraic Statistics
 Title
 IdealTheoretic Strategies for Asymptotic Approximation of Marginal Likelihood Integrals
 Creator
 Lin, Shaowei
 Date
 2017, 20170208
 Description

The accurate asymptotic evaluation of marginal likelihood integrals is a fundamental problem in Bayesian statistics. Following the approach...
Show moreThe accurate asymptotic evaluation of marginal likelihood integrals is a fundamental problem in Bayesian statistics. Following the approach introduced by Watanabe, we translate this into a problem of computational algebraic geometry, namely, to determine the real log canonical threshold of a polynomial ideal, and we present effective methods for solving this problem. Our results are based on resolution of singularities. They apply to parametric models where the KullbackLeibler distance is upper and lower bounded by scalar multiples of some sum of squared real analytic functions. Such models include finite state discrete models.
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 Journal of Algebraic Statistics
 Title
 Unimodular hierarchical models and their Graver bases
 Creator
 Bernstein, Daniel Irving, O'Neill, Christopher
 Date
 2017, 20171226
 Description

Given a simplicial complex whose vertices are labeled with positive integers, one can associate a vector configuration whose corresponding...
Show moreGiven a simplicial complex whose vertices are labeled with positive integers, one can associate a vector configuration whose corresponding toric variety is the Zariski closure of a hierarchical model. We classify all the vertexweighted simplicial complexes that give rise to unimodular vector configurations. We also provide a combinatorial characterization of their Graver bases.
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 Journal of Algebraic Statistics
 Title
 Mixtures and products in two graphical models
 Creator
 Seigal,Anna, Montufar, Guido
 Date
 2018, 20180924
 Description

We compare two statistical models of three binary random variables. One is a mixture model and the other is a product of mixtures model called...
Show moreWe compare two statistical models of three binary random variables. One is a mixture model and the other is a product of mixtures model called a restricted Boltzmann machine. Although the two models we study look different from their parametrizations, we show that they represent the same set of distributions on the interior of the probability simplex, and are equal up to closure. We give a semialgebraic description of the model in terms of six binomial inequalities and obtain closed form expressions for the maximum likelihood estimates. We briefly discuss extensions to larger models.
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 Journal of Algebraic Statistics
 Title
 Markov bases for twoway changepoint models of ladder determinantal tables
 Creator
 Aoki, Satoshi, Hibi, Takayuki
 Date
 2017, 20170208
 Description

To evaluate the goodnessoffit of a statistical model to given data, calculating a conditional p value by a Markov chain Monte Carlo method...
Show moreTo evaluate the goodnessoffit of a statistical model to given data, calculating a conditional p value by a Markov chain Monte Carlo method is one of the effective approaches. For this purpose, a Markov basis plays an important role because it guarantees the connectivity of the chain, which is needed for unbiasedness of the estimation, and therefore is investigated in various settings such as incomplete tables or subtable sum constraints. In this paper, we consider the twoway changepoint model for the ladder determinantal table, which is an extension of these two previous works, i.e., works on incomplete tables by Aoki and Takemura (2005, J. Stat. Comput. Simulat.) and subtable some constraints by Hara, Takemura and Yoshida (2010, J. Pure Appl. Algebra). Our main result is based on the theory of Gr ?obner basis for the distributive lattice. We give a numerical example for actual data.
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 Journal of Algebraic Statistics
 Title
 Cubature Rules and Expected Value of Some Complex Functions, Special Volume in honor of memory of S.E.Fienberg
 Creator
 Fassino, Claudia, Riccomagno, Eva, Rogantin, Maria Piera
 Date
 2019, 20190412
 Description

The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in...
Show moreThe expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is setup and results are obtained for finite discrete random vectors and the Gaussian random vector. The precision space of some cubature rules/designed experiments is determined.
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 Journal of Algebraic Statistics
 Title
 Strongly Robust Toric Ideals in Codimension 2, Special Volume in honor of memory of S.E.Fienberg
 Creator
 Sullivant ,Seth
 Date
 2019, 20190412
 Description

A homogeneous ideal is robust if its universal Gr ?obner basis is also a minimal generating set. For toric ideals, one has the stronger...
Show moreA homogeneous ideal is robust if its universal Gr ?obner basis is also a minimal generating set. For toric ideals, one has the stronger definition: A toric ideal is strongly robust if its Graver basis equals the set of indispensable binomials. We characterize the codimension 2 strongly robust toric ideals by their Gale diagrams. This gives a positive answer to a question of Petrovi?, Thoma, and Vladoiu in the case of codimension 2 toric ideals.
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 Journal of Algebraic Statistics