Mathematical Sciences: Problems in Statistical Modeling

该项目将涉及五个统计建模领域的工作：(1)通过局部多项式回归进行非参数估计的有效带宽选择器，(2)通过正交表抽样进行风险评估，(3)用于工程质量改进和生产率的方差建模，(4)具有变量误差的稳健回归，以及(5)动态规划中的自适应样条逼近。首席调查员和他的研究生将研究统计学在工程和环境科学中的几个应用。第一个应用是对两个量之间的关系进行建模，例如，当这种关系没有已知的数学形式时，例如，合金中的碳含量和硬度之间的关系，因此数学形式必须从数据分析中得出。第二是评估环境政策带来的风险(比方说癌症)，而许多相关的量值(比方说癌症和二恶英之间的剂量反应)是已知的，只有不确定性。第三是设计工程实验，学习如何减少制造过程中的差异。第四是在区域统计建模中，当一些数据受到粗略测量误差的影响时-目的是识别粗略误差或至少消除它们对感兴趣数量估计的影响。第五种是一种新的计算方法，用于找到控制系统的最佳方法，例如，在需求不确定的情况下，企业的“最佳”库存策略。在这方面，“最佳”政策适当地平衡了库存过剩的成本和需求超过库存时的销售损失。

The project will involve work in five areas of statistical modeling: (1) efficient bandwidth selectors for nonparametric estimation by local polynomial regression, (2) risk assessment by orthogonal array sampling, (3) variance modeling for quality improvement and productivity in engineering, (4) robust regression with errors-in-variables, and (5) adaptive spline approximations in dynamic programming. The principle investigator and his graduate students will investigate several applications of statistics to engineering and environmental science. The first application is to modeling the relationship between two quantities, for example, percent carbon in an alloy and hardness, when there is no known mathematical form for this relationship so that the mathematical form must be derived from data analysis. The second is the assessment of risks (say of cancer) from environmental policies when many of the relevant quantities (say the dose response between cancer and dioxin) are known only with uncertainty. The third is the design of engineering experiments to learn how to reduce variation in manufacturing processes. The fourth is in the area statistical modeling when some of the data are subject to gross measurement errors---the object is to identify the gross errors or at least to eliminate their effect upon the estimation of quantities of interest. The fifth is a new computational method for finding the best method of controlling systems, for example, the ``best'' inventory policy for a business where demand is uncertain. Here the ``best'' policy properly balances the cost of excess inventory with the loss of sales when demand exceeds inventory.