- Browse by Subject
Browsing by Subject "Stochastic Processes"
Now showing 1 - 3 of 3
Results Per Page
Sort Options
Item A comparison of multiple testing adjustment methods with block-correlation positively-dependent tests(PLOS, 2017-04-28) Stevens, John R.; Al Masud, Abdullah; Suyundikov, Anvar; Biostatistics, School of Public HealthIn high dimensional data analysis (such as gene expression, spatial epidemiology, or brain imaging studies), we often test thousands or more hypotheses simultaneously. As the number of tests increases, the chance of observing some statistically significant tests is very high even when all null hypotheses are true. Consequently, we could reach incorrect conclusions regarding the hypotheses. Researchers frequently use multiplicity adjustment methods to control type I error rates-primarily the family-wise error rate (FWER) or the false discovery rate (FDR)-while still desiring high statistical power. In practice, such studies may have dependent test statistics (or p-values) as tests can be dependent on each other. However, some commonly-used multiplicity adjustment methods assume independent tests. We perform a simulation study comparing several of the most common adjustment methods involved in multiple hypothesis testing, under varying degrees of block-correlation positive dependence among tests.Item Inferring diffusion dynamics from FCS in heterogeneous nuclear environments(Elsevier, 2015-07-07) Tsekouras, Konstantinos; Siegel, Amanda P.; Day, Richard N.; Pressé, Steve; Department of Physics, School of ScienceFluorescence correlation spectroscopy (FCS) is a noninvasive technique that probes the diffusion dynamics of proteins down to single-molecule sensitivity in living cells. Critical mechanistic insight is often drawn from FCS experiments by fitting the resulting time-intensity correlation function, G(t), to known diffusion models. When simple models fail, the complex diffusion dynamics of proteins within heterogeneous cellular environments can be fit to anomalous diffusion models with adjustable anomalous exponents. Here, we take a different approach. We use the maximum entropy method to show-first using synthetic data-that a model for proteins diffusing while stochastically binding/unbinding to various affinity sites in living cells gives rise to a G(t) that could otherwise be equally well fit using anomalous diffusion models. We explain the mechanistic insight derived from our method. In particular, using real FCS data, we describe how the effects of cell crowding and binding to affinity sites manifest themselves in the behavior of G(t). Our focus is on the diffusive behavior of an engineered protein in 1) the heterochromatin region of the cell's nucleus as well as 2) in the cell's cytoplasm and 3) in solution. The protein consists of the basic region-leucine zipper (BZip) domain of the CCAAT/enhancer-binding protein (C/EBP) fused to fluorescent proteins.Item Optimal Policies in Reliability Modelling of Systems Subject to Sporadic Shocks and Continuous Healing(2022-12) Chatterjee, Debolina; Sarkar, Jyotirmoy; Boukai, Benzion; Li, Fang; Wang, HonglangRecent years have seen a growth in research on system reliability and maintenance. Various studies in the scientific fields of reliability engineering, quality and productivity analyses, risk assessment, software reliability, and probabilistic machine learning are being undertaken in the present era. The dependency of human life on technology has made it more important to maintain such systems and maximize their potential. In this dissertation, some methodologies are presented that maximize certain measures of system reliability, explain the underlying stochastic behavior of certain systems, and prevent the risk of system failure. An overview of the dissertation is provided in Chapter 1, where we briefly discuss some useful definitions and concepts in probability theory and stochastic processes and present some mathematical results required in later chapters. Thereafter, we present the motivation and outline of each subsequent chapter. In Chapter 2, we compute the limiting average availability of a one-unit repairable system subject to repair facilities and spare units. Formulas for finding the limiting average availability of a repairable system exist only for some special cases: (1) either the lifetime or the repair-time is exponential; or (2) there is one spare unit and one repair facility. In contrast, we consider a more general setting involving several spare units and several repair facilities; and we allow arbitrary life- and repair-time distributions. Under periodic monitoring, which essentially discretizes the time variable, we compute the limiting average availability. The discretization approach closely approximates the existing results in the special cases; and demonstrates as anticipated that the limiting average availability increases with additional spare unit and/or repair facility. In Chapter 3, the system experiences two types of sporadic impact: valid shocks that cause damage instantaneously and positive interventions that induce partial healing. Whereas each shock inflicts a fixed magnitude of damage, the accumulated effect of k positive interventions nullifies the damaging effect of one shock. The system is said to be in Stage 1, when it can possibly heal, until the net count of impacts (valid shocks registered minus valid shocks nullified) reaches a threshold $m_1$. The system then enters Stage 2, where no further healing is possible. The system fails when the net count of valid shocks reaches another threshold $m_2 (> m_1)$. The inter-arrival times between successive valid shocks and those between successive positive interventions are independent and follow arbitrary distributions. Thus, we remove the restrictive assumption of an exponential distribution, often found in the literature. We find the distributions of the sojourn time in Stage 1 and the failure time of the system. Finally, we find the optimal values of the choice variables that minimize the expected maintenance cost per unit time for three different maintenance policies. In Chapter 4, the above defined Stage 1 is further subdivided into two parts: In the early part, called Stage 1A, healing happens faster than in the later stage, called Stage 1B. The system stays in Stage 1A until the net count of impacts reaches a predetermined threshold $m_A$; then the system enters Stage 1B and stays there until the net count reaches another predetermined threshold $m_1 (>m_A)$. Subsequently, the system enters Stage 2 where it can no longer heal. The system fails when the net count of valid shocks reaches another predetermined higher threshold $m_2 (> m_1)$. All other assumptions are the same as those in Chapter 3. We calculate the percentage improvement in the lifetime of the system due to the subdivision of Stage 1. Finally, we make optimal choices to minimize the expected maintenance cost per unit time for two maintenance policies. Next, we eliminate the restrictive assumption that all valid shocks and all positive interventions have equal magnitude, and the boundary threshold is a preset constant value. In Chapter 5, we study a system that experiences damaging external shocks of random magnitude at stochastic intervals, continuous degradation, and self-healing. The system fails if cumulative damage exceeds a time-dependent threshold. We develop a preventive maintenance policy to replace the system such that its lifetime is utilized prudently. Further, we consider three variations on the healing pattern: (1) shocks heal for a fixed finite duration $\tau$; (2) a fixed proportion of shocks are non-healable (that is, $\tau=0$); (3) there are two types of shocks---self healable shocks heal for a finite duration, and non-healable shocks. We implement a proposed preventive maintenance policy and compare the optimal replacement times in these new cases with those in the original case, where all shocks heal indefinitely. Finally, in Chapter 6, we present a summary of the dissertation with conclusions and future research potential.