Grant: Discovery Grants Program - Individual
Carleton University
$54,000.00
Randomization/virtual-re-sampling methods, Changepoint detection, Short and long memory processes, Self-normalized partial sums processes, Planar random walks, Strong and weak approximations
EF 2022-23
Résumé
This PROPOSAL consists of four distinct research plans that are based on recent advances made in each, in the publications of the applicant with his collaborators. PROPOSAL (1) is concerned with exploring the nature of information contained in a sample of observations that are of interest to us, like for example incidence of a disease in epidemiology. We consider the problem of making inference when the available data is either small or big. For the case of having a relatively small sample, we propose a manifold extension of our recently established randomization technique that yields a significantly smaller magnitude of error of inference as compared to that of the classical procedures under the same conditions. Our randomization technique will provide a direct efficient alternative route to a well known computationally intensive randomization technique that is based on repeated re-sampling, that we are to avoid. When the data set is too big to be processed, or when it constitutes a random sample from a super-population, we are to use our randomization technique to base inference on significantly smaller sub-samples. We believe that the anticipated outcomes of this research will be important to theoretical and applied statisticians alike, and will also benefit the theory and practice of data processing for inference in various research fields of interest. PROPOSAL (2) is to explore the possibility of direct applications of our recent achievements in estimating the theoretical mean (average) of observations when it can exist at all, via self (random)- normalization of sums of observations of a random sample. This will be done by making simulations of interest feasible by representing the theoretical outcomes of our recent results in terms of random entities whose properties are, in principle, computable. We'll also explore the possibility of adapting the randomization techniques of PROPOSAL (1) to the context in hand. The anticipated significance of this work is similar to that of PROPOSAL (1). Our PROPOSAL (3) on random walks and Brownian motion on a spider graph, a 'picture' of a spider with a number of legs, will contribute to basic knowledge in mathematical sciences that may eventually become useful in studying complex systems in different areas of science and internet traffic models. The already ongoing studies of PROPOSAL (4) have been inspired by important papers that, in part, were motivated by the so-called transport phenomena of statistical physics, i.e., all irreversible processes of statistical nature stemming from the random continuous motion of molecules, mostly observed in fluids. We hope to have a fairly comprehensive comparative analysis of two approaches to anisotropic random walks that have been dominant in modeling transport phenomena.
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2016-06167
Name nom
Csorgo, Miklos
Department département
Mathematics and Statistics, School of - Mathematics and Statistics, School of
Organization id
23
Institution établissement
Carleton University
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2022
Competition year année de concours
2016
Award amount
54000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
DISCOVERY RESEARCH
Group fr
RECHERCHE AXÉE SUR LA DÉCOUVERTE
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
1205
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Mathematical sciences
Area of application fr
Sciences mathématiques
Research subject code
3000
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Statistics and probability
Research subject fr
Statistique et probabilité
Installment
inst:5;6
Partie
2
Nb partie
6
Application title
Randomization/virtual-re-sampling methods, Changepoint detection, Short and long memory processes, Self-normalized partial sums processes, Planar random walks, Strong and weak approximations
Application summary
This PROPOSAL consists of four distinct research plans that are based on recent advances made in each, in the publications of the applicant with his collaborators. PROPOSAL (1) is concerned with exploring the nature of information contained in a sample of observations that are of interest to us, like for example incidence of a disease in epidemiology. We consider the problem of making inference when the available data is either small or big. For the case of having a relatively small sample, we propose a manifold extension of our recently established randomization technique that yields a significantly smaller magnitude of error of inference as compared to that of the classical procedures under the same conditions. Our randomization technique will provide a direct efficient alternative route to a well known computationally intensive randomization technique that is based on repeated re-sampling, that we are to avoid. When the data set is too big to be processed, or when it constitutes a random sample from a super-population, we are to use our randomization technique to base inference on significantly smaller sub-samples. We believe that the anticipated outcomes of this research will be important to theoretical and applied statisticians alike, and will also benefit the theory and practice of data processing for inference in various research fields of interest. PROPOSAL (2) is to explore the possibility of direct applications of our recent achievements in estimating the theoretical mean (average) of observations when it can exist at all, via self (random)- normalization of sums of observations of a random sample. This will be done by making simulations of interest feasible by representing the theoretical outcomes of our recent results in terms of random entities whose properties are, in principle, computable. We'll also explore the possibility of adapting the randomization techniques of PROPOSAL (1) to the context in hand. The anticipated significance of this work is similar to that of PROPOSAL (1). Our PROPOSAL (3) on random walks and Brownian motion on a spider graph, a 'picture' of a spider with a number of legs, will contribute to basic knowledge in mathematical sciences that may eventually become useful in studying complex systems in different areas of science and internet traffic models. The already ongoing studies of PROPOSAL (4) have been inspired by important papers that, in part, were motivated by the so-called transport phenomena of statistical physics, i.e., all irreversible processes of statistical nature stemming from the random continuous motion of molecules, mostly observed in fluids. We hope to have a fairly comprehensive comparative analysis of two approaches to anisotropic random walks that have been dominant in modeling transport phenomena.