VictorJuiz/thesis huggingface dataset:
Dynamic panel data analytics and a martingale approach to evaluation of econometric forecasts and its applications [electronic resource]

Dynamic panel data models are widely studied and used in econometrics and biostatistics. We first introduce mixed models, which have many applications in risk analytics in finance and insurance, to analyze dynamic panel data. We next develop a martingale approach to the evaluation of forecasting methods. We apply this approach to the development of statistical inference procedures for a widely used measure, the accuracy ratio, for the evaluation of probability forecasts. A comprehensive asymptotic theory for the time-adjusted accuracy ratio is established, taking care of the time series aspects of the data. Our martingale approach does not require subjective modeling of the data, such as assuming whether time series are stationary, which is an obvious advantage in regulatory environments. We carry out an empirical study on default predictions of small and medium sized enterprises. We propose using the generalized linear mixed model (GLMM) to model the default probabilities, where as the logistic regressions are the most widely used method in the literature. We use the accuracy ratio to compare the forecasting methods, and the confidence intervals for the accuracy ratios show that the GLMM outperforms the logistic regression forecasts.

Advisor: Lai T. L. primary advisor. Thesis advisor
Papanicolaou George advisor. Thesis advisor
Ying Lexing advisor. Thesis advisor
Dynamic strategies for crowdsourced data management [electronic resource]

As the world becomes ever-more connected to the Internet, crowdsourcing marketplaces such as Amazon Mechanical Turk give us a mechanism for the large-scale inclusion of humans into computational workflows. However, many crowdworkers make mistakes and disagree with one another, some workers are malicious and only contribute spam, and the crowd can often be both slow and expensive. Despite these many challenges, in this thesis we develop new algorithms that allow us to effectively utilize the crowd while still ensuring quick, low-cost, and accurate results. First, we consider the commonly encountered labeling or filtering problem, where we use the crowd to label or filter items in a dataset. We describe CrowdDQS (Crowd Dynamic Question Selection), a general-purpose system we developed that can reduce the cost of labeling by up to 6 times in practice by dynamically issuing questions to workers and automatically detecting and blocking poor workers. Next, we consider the maximum problem, where we are presented with a set of records, each with an unknown intrinsic score, and our goal is to use the crowd to find the record with the highest score. We develop hybrid strategies that judiciously use a combination of both a ratings interface and a comparisons interface to more efficiently find the maximum than typical single-interface strategies. Finally, we consider the problem of using the crowd to cluster together similar records or to perform entity resolution (ER). We significantly reduce the cost of pairwise crowd clustering approaches by soliciting the crowd for attribute labels on records, and then asking for pairwise judgments only between records with similar sets of attribute labels. We describe strategies which allow us to finely control the accuracy of our results while still maintaining significant cost reductions.

Keywords: Electrical Engineering.
Advisor: Garcia-Molina Hector primary advisor. Thesis advisor
Mitra Subhasish advisor. Thesis advisor
Ré Christopher advisor. Thesis advisor
Dynamical constraints on the galaxy-halo connection [electronic resource]

Dark matter halos comprise the bulk of the universe's mass, yet must be probed by the luminous galaxies that form within them. A key goal of modern astrophysics is to robustly relate the visible and dark mass, which to first order means relating the properties of galaxies and halos. The aim of this thesis is to develop and evaluate models of the galaxy-halo connection using observations of galaxy dynamics. In particular, I build empirical models based on the technique of halo abundance matching for five key dynamical scaling relations of galaxies -- the Tully-Fisher, Faber-Jackson, mass-size and mass discrepancy-acceleration relations, and Fundamental Plane -- which relate their baryon distributions and rotation or velocity dispersion profiles. I then develop a statistical scheme based on approximate Bayesian computation to compare the predicted and measured values of a number of summary statistics describing the relations' important features. I find some features to be naturally accounted for by an abundance matching approach and others to impose new constraints on the galaxy-halo connection; the remainder are challenging to reproduce and may imply galaxy-halo correlations beyond the scope of basic abundance matching. Besides providing concrete statistical tests of specific galaxy formation theories, these results will be of use for guiding the inputs of empirical and semi-analytic galaxy formation models, which require galaxy-halo correlations to be imposed by hand.

Keywords: Physics.
Advisor: Wechsler Risa H. (Risa Heyrman) primary advisor. Thesis advisor
Abel Tom G.
Blandford Roger D.
Dynamics and liquid-like behavior of the pyrenoid of the green alga chlamydomonas reinhardtii [electronic resource]

Approximately 30--40% of global CO2 fixation occurs inside a non-membrane-bound organelle called the pyrenoid. Pyrenoids are found in chloroplasts of most eukaryotic algae and some hornworts, and are densely packed with the carbon-fixing enzyme Rubisco. The pyrenoid is a core component of the algal carbon concentrating mechanism (CCM), which enables more efficient inorganic carbon capture than that of most land plants by supplying Rubisco with a high concentration of its substrate, CO2. In this thesis, I show that, in contrast to long-held assumptions of the field, the pyrenoid matrix is not a solid crystal, but is strikingly dynamic, and can likely be considered a phase-separated, liquid-like organelle. The studies detailed in the following chapters focus on the dynamics of fluorescently-tagged pyrenoid proteins in live cells of the model green alga Chlamydomonas reinhardtii, assayed by state-of-the-art quantitative fluorescence microscopy techniques. I tracked the inheritance of fluorescently labeled pyrenoids in live cells for the first time, and observe that pyrenoids are primarily inherited by fission, but that de novo growth is also possible. Strikingly, I have discovered that much of the pyrenoid matrix rapidly disperses into the chloroplast stroma immediately before division and quickly re-aggregates afterwards, suggesting that pyrenoid components undergo a phase transition during division. Furthermore, I demonstrate through Fluorescence Recovery After Photobleaching (FRAP) experiments that the major protein components of the pyrenoid matrix undergo rapid internal mixing. Finally, by targeting a genetically encoded pH fluorescent biosensor to the pyrenoid matrix, I have shown that the pH of the pyrenoid increases during photosynthesis, like the stroma. These findings strongly suggest that the pyrenoid matrix undergoes liquid mixing as a phase-separated compartment in equilibrium with the stroma. This new view of the pyrenoid matrix as a phase-separated compartment resolves the paradox of how the chaperone Rubisco Activase can access Rubisco throughout the pyrenoid matrix. More broadly, my findings provide a new paradigm for understanding the structure, regulation, and inheritance of the pyrenoid, new facts that can be used to guide future attempts to engineer such compartments into higher plants.

Keywords: Biology.
Advisor: Jonikas Martin primary advisor. Thesis advisor
Walbot Virginia
Berry Joseph A.
Feldman Jessica L. advisor. Thesis advisor
Mudgett Mary Beth
The early stages of integrated project delivery [electronic resource] : institutionalization and impact on adoption of systemic innovations

This dissertation focuses on the early stages of Integrated Project Delivery (IPD), an emerging form of project governance for complex projects in the Architecture/Engineering/Construction (AEC) industry. In Chapter Two, this work synthesizes findings from multiple accounts of IPD in the literature to frame the early stages of the institutionalization process. Specific attention is focused on the actions of Sutter Health acting as an institutional entrepreneur to construct IPD as a new form of institutional arrangement. Chapters Three and Four represent two parts of a mixed-method research design. Chapter Three qualitatively identifies how the presence of nine specific supply chain integration practices (SCIPs) often found on IPD projects contribute to the adoption of systemic innovations on AEC projects. These systemic innovations are typically resisted by the AEC industry because they cross professional and trade specializations, break industry standards, and redefine how existing modules are produced or fit together. Chapter Three unpacks in detail the individual role played by eight well-known SCIPs (project team colocation, strong owner leadership, early involvement of key stakeholders, multi-party contracts with shared risk and reward incentives, joint project control, fiscal transparency, lean construction processes, and Building Information Modeling) and proposes one additional SCIP (agile cost shifting) to facilitate the adoption of systemic innovation. In Chapter Four, the use of fuzzy-set Qualitative Comparative Analysis (fsQCA) tests the joint impact of these SCIPs across twelve California healthcare projects. The resulting analysis finds two 'causal pathways' of SCIPs for the adoption of systemic construction innovations. The causal conditions for the adoption of systemic design innovations are an owner's vision for innovation and the identity of a project as a flagship and not one of the identified SCIPs. However, further analysis reveals teams do need SCIPs to more effectively manage the cost and schedules of these projects. This more granular understanding of SCIPs that can be used in theory and in practice to facilitate supply chain integration on IPD projects and to increase the adoption of systemic innovations on AEC projects.

Advisor: Levitt Raymond E. primary advisor. Thesis advisor
Dossick Carrie Sturts
Fischer Martin
The economics of recapitalizing large failing financial firms [electronic resource]

Is it legally and economically possible to resolve a large failing financial firm without either imposing systemic costs upon the broader economy or increasing banks' risk-taking incentives? This dissertation grapples with two facets of this question. The first chapter assesses a particular proposed resolution mechanism, a new Chapter 14 of the Bankruptcy Code, and applies it to the economic history of Lehman Brothers' case. It shows that, because the run on Lehman was driven by perceived insolvency, because that run was foreseeable, and because Lehman had sufficient long-term and subordinated debt, Lehman's would have been the type of case that Chapter 14 and other new recapitalization mechanisms are best structured to address. Chapter 14 would have imposed real losses on creditors, while also reducing aggregate losses by hundreds of billions of dollars. Expectations that short-term lenders and clients would be paid in full at maturity would have dramatically reduced the risk of runs and systemic costs. The second chapter undertakes to identify a market-based measure that can help to predict more precisely a large financial firm's distress and consequent need for resolution. The chapter demonstrates that a new measure of market perceptions of solvency, the "Solvency Ratio, " theoretically and empirically outperforms the existing measures of Distance to Default and CDS spreads when predicting distress at large financial firms. In a sample of 11 systemically important U.S. financial firms over the 2004-2013 time-frame, a rule based upon the Solvency Ratio performs remarkably well whereas one cannot construct a similar highly performing rule for either Distance to Default or CDS spreads. These results and others presented demonstrate that policymakers and investors would do well to track the Solvency Ratio in order to better understand when systemically important firms will require resolution in the future.

Keywords: Economics.
Advisor: Taylor John primary advisor. Thesis advisor
Duffie Darrell advisor. Thesis advisor
Polinsky A. Mitchell advisor. Thesis advisor
An economy of words [electronic resource] : precarity, solidarity and innovation in digital book publishing

Contrary to conventional wisdom, which predicted a massive "creative apocalypse" and increasing "precarity" for cultural workers following the digital disruption of media (Johnson, 2015), this dissertation shows that romance writers, unlike many other creators, have seen an increase in both autonomy and economic security under digital conditions. Through an income survey of 4,200 romance authors, I show that these authors became more economically secure after the rise of e-books, while income for authors in all other book genres declined. Drawing on interviews and participant-observation, I show that starting in the 1980s, romance authors responded to widespread industry sexism with feminist social tactics that, paradoxically, gave them an advantage over other writers after the rise of e-books. Specifically, these authors—who were outsiders in the highly elite book industry—developed a very different type of professional network than most writers. This "open-elite" network, a type of network that has been associated with innovation at specific times and places across history (John F Padgett, 2010; Powell & Owen-Smith, 2012; Stone & Stone, 1986), accelerated innovation after the digital disruption of the publishing industry. These findings contribute to debates on the future of entrepreneurial labor in the so-called "gig economy" and the underrepresentation of particular voices in public discourse. First, contrary to both scholarly and media assumptions, this work shows that increased precarity is not inevitable for media workers under digital conditions. Rather, I show that new forms of solidarity can accelerate innovation and improve working life. Second, my research shows that certain social and technological configurations can amplify the voices of some creators. While the networked public sphere has not proven an inherently more democratic domain, as some scholars hoped, my work suggests that social tactics can expand opportunities for marginalized voices.

Keywords: Communication.
Advisor: Turner Fred primary advisor. Thesis advisor
Glasser Theodore L. advisor. Thesis advisor
Hamilton James
Powell Walter W. advisor. Thesis advisor
The effect of induced stress heterogeneity in pore space on solid substitution [electronic resource]

In this dissertation, we introduce a new approach of predicting effective elastic properties upon solid substitution using strain energy and reciprocity theory. We confirm that the exact solution for fluid and solid substitution requires parameters that depend on pore geometry; therefore, substitution is non-unique if only pore-fill volume fraction is known. Using the new equations, which require less computational simulation as compare to a previous study (Saxena and Mavko, 2013) we find that the difference between pore geometry parameters stays unchanged in the same pore compliance. Hence, using this assumption we can predict effective elastic properties upon fluid and solid substitution. After introducing our approach, we discuss methods for obtaining the parameters of stress heterogeneity in the pore space. Finally, we demonstrate the new approach using an actual data set and accompanying 3D CT-scan image.

Keywords: Geophysics.
Advisor: Mavko Gary
Dvorkin Jack
Mukerji Tapan
The effect of pressure on the properties of carbon-based nanomaterials [electronic resource]

High pressure, which can dramatically decrease the atomic volume and increase the electronic density of potential reactants, could result in novel and special chemical reactivity and reaction mechanisms. Thanks to the development of various pressure devices and probing technology, high-pressure research has been rapidly advancing over the past several decades. High pressure studies have greatly enhanced our understanding in a number of scientific fields, such as condensed matter physics, solid state chemistry, materials science, and Earth and planetary sciences. Carbon forms a variety of stable and metastable phases with exceptional physical and chemical properties. Carbon and carbon-based materials have attracted significant interest due to their unique properties. This dissertation focuses on how pressure affects material's bonding and electronic properties, particularly in a series of carbon based nanomaterials called diamondoid and its functionalized derivatives. Diamondoid molecules are ultra stable, saturated hydrocarbons consisting of fused carbon cages superimposed on the diamond lattice and were originally found in petroleum. The exceptional electron photoemission from thin film of diamondoids has excited interest in using these unique materials as functional elements to regulate energy flow at the nanoscale. Selective chemical functionalizations further change the electronic properties of the system and bring many more possible applications. Before the reader delves into more specific topics which are described later, chapter 1 aims to explain several fundamental, but extremely important concepts in high pressure science. Chapter 2 then discusses the laboratory devices used to produce pressure, addressing the issue of hydrostaticity. In chapters 3, 4 and 5, I will discuss our discoveries on how pressure affects pure diamondoids. We found most of them underwent pressure induced phase transition easily and that some of the phase transitions are extremely sensitive to the deviatoric stress. We also found that the compressibility of pure diamondoid crystals has a strong correlation with diamondoid molecular geometry. Our collaborator in the Department of Materials Science and Engineering has successfully synthesized a serious of metal organic chalcogenide (MOCs) with different molecular geometries based on diamondoids and their structural analogs. They all have core-shell structures with metal chalcogenide in the core and organic molecules as shells which form the nanowires structures. In chapter 6, I will discuss our observations of steric-controlled pressure driven chemical reactions in these compounds which represent an example of the rarely reported mechanochemistry process.

Keywords: Geological Sciences.
Advisor: Mao Wendy (Wendy Li-wen) primary advisor. Thesis advisor
Melosh Nicholas A. advisor. Thesis advisor
Reed Evan J. advisor. Thesis advisor
Stebbins Jonathan
The effects of acute stress on episodic retrieval and prospection [electronic resource]

The ability to store and retrieve memories enables us to span temporal gaps by bringing information from the past to inform our thoughts, decisions, and actions in the present, and further, to prospectively plan for the future. However, in many real-world settings, the ability to flexibly retrieve episodic memories may be strongly influenced by acute stress. Here, we examined (i) how acute psychological stress influences the neural mechanisms underlying episodic retrieval and episodic memory-guided prospection, and (ii) how these disruptions in neural activity affect behavior under stress. In Experiment 1 we used functional magnetic resonance imaging (fMRI) and multivariate classification analyses to examine the effects of acute stress during recollection. We showed that stress reduced the probability of recollecting past details, and that this impairment was driven, in part, by a disruption of the relationship between hippocampal activation, cortical reinstatement, and memory performance. Moreover, while stress did not alter the strength of category-level cortical reinstatement during successful recollection, memories expressed with high confidence were weakened (less accurate) under stress and this stress-induced decline in accuracy could be explained by reduced posterior hippocampal activity. Finally, we found evidence that stress altered the relationship between frontoparietal function and retrieval decision uncertainty. In Experiment 2 we tested the impact of stress on memory-guided prospection by leveraging a naturalistic spatial navigation task, and examined whether stress decreases the flexibility of goal- directed planning, thereby restricting efficient behavior when faced with novel goals. Using fMRI we revealed that neural activity in regions critical for controlled memory retrieval, including posterior hippocampus and lateral prefrontal cortex, were disrupted during novel, goal-directed planning under stress; at the same time, the probability of efficient navigation was reduced under stress. Surprisingly, neural activity and navigation performance recovered when the stress participants were given a second opportunity to re-navigate to goals in these environments. These data contribute to the growing literature documenting effects of acute stress on episodic retrieval and prospection, and critically, provide valuable insights into the neural mechanisms underlying stress-induced degradation of episodic memory in humans.

Keywords: Psychology.
Advisor: Wagner Anthony David primary advisor. Thesis advisor
Gardner Justin
Gross James J. (Professor of psychology)
Poldrack Russell A.
Effects of changing temperature and composition on multi-component oxide glass structure [electronic resource]

This work explores how varying temperature influences oxide glass structure across compositions. For the most part, aluminoborosilicates were studied, with occasional use of simpler model systems, because glasses containing Al, B and Si are found in diverse industrial applications. When optimizing a composition, the B/Si ratio and the identity of the alkali, alkaline earth or rare earth cations in the glass are often varied. Our goal was to understand how and why structure changed as a function of composition. But, to explore how glass structure changed as a function of composition, we needed to correct for differences in temperature among glasses; furthermore, to understand why glass structure changed with temperature and composition, it was helpful to quantify changes in structure as a function of changes in temperature. By exploring how structure changes with temperature, and then correcting for these effects, we compared the structure of various compositions at a single temperature. The energetics of hypothetical reactions can also be calculated from measured species proportions at various temperatures. These reactions provide insight into how glass structure changes with temperature and composition. In Chapter 2, the variation of cation charge and size, and B/Si on aluminoborosilicate glass structure were quantified through isothermal comparisons. Chapter 3 established that the direction of changes with Al coordination with temperature depended on B/Si ratio, and provided a mechanism to rationalize this observation. Chapter 4 explored the energetics of two types of oxygen speciation reactions in distinct aluminosilicate and aluminoborosilicate compositions. This work advances understanding of structural changes with temperature in diverse families of glass. The energetics of various structural reactions dictate the types and abundances of structural species as a function of temperature and composition and determines the overall structure (and properties). By advancing fundamental understanding of glass structure, we hope to facilitate design of industrial glasses with improved properties.

Keywords: Chemistry.
Advisor: Stebbins Jonathan Farwell primary advisor. Thesis advisor
Brown Gordon
Cegelski Lynette advisor. Thesis advisor