Tamer Mohamed Elsaid Elbayoumi

Doctoral Dissertation Announcement

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Candidate: Tamer Mohamed Elsaid Elbayoumi

Degree of: Doctor of Philosophy

Department: Statistics

Title: A Robust Estimate for the Bifurcating Autoregressive Model with Application to Cell Lineage Data

Committee:
Dr. Jeffrey Terpstra, Chair
Dr. Joseph W. McKean
Dr. Joshua D. Naranjo
Dr. Donald Kane

Date: Friday, March 22, 2013 11:00 a.m. to 1:00 p.m.
6625 Everett Tower

Abstract:
The bifurcating autoregressive model (BAR) is commonly used to model binary tree data. One application for this model relates to cell lineage data in biology. The purpose of studying the cell lineage process is to know whether the observed correlations between related cells are due to similarities in the environmental effects, inherited effects, or a combination of both of them. Because outliers in this kind of data are quite common, the need for a robust estimation procedure is necessary. A weighted L1 (WL1) estimate for estimating the parameters of the BAR model is considered. When the weights are constant, the estimate is equivalent to the least absolute deviation estimate (L1). The estimate is shown to be asymptotically normal. Simulated, artificial, and actual examples are presented and it is shown that the unweighted and weighted L1–based estimates are capable of coping with certain kinds of outliers in both response and factor spaces. These estimates, as well as others (e.g. weighted Wilcoxon estimates) are studied via Monte Carlo. Models include both innovation outlier (IO) and additive outlier (AO) models as well as a variety of correlation structures. Overall, most of the estimates perform quite well under a variety of situations. However, no one estimate is superior to the others and the superiority of the estimates depends on the underlying probability model. These findings are consistent with findings in the literature pertaining to autoregressive (AR) time series models.