Tim Ritmeester

We present a method of constructing statistical intervals that obtain a natural middle ground between Bayesian and frequentist statistical intervals, previously unexplored in literature: To a p% Bayesian credible interval we should assign a…

We discuss the frequency of desynchronization events in power grids for realistic data input. We focus on the role of time correlations in the fluctuating power production and propose a new method for implementing colored noise that…

We consider belief propagation (BP) as an efficient and scalable tool for state estimation and optimization problems in supply networks such as power grids. BP algorithms make use of factor graph representations, whose assignment to the…

We use the cavity method from statistical physics for analyzing the transient and stationary dynamics of a minority game that is played by agents performing market arbitrage. On the level of linear response the method allows to include the…

In the May-Leonard model of three cyclically competing species, we analyze the statistics of rare events in which all three species go extinct due to strong but rare fluctuations. These fluctuations are from the tails of the probability…

Along with the energy transition, the energy markets change their organization toward more decentralized and self-organized structures, striving for locally optimal profits. These tendencies may endanger the physical grid stability. One…

Belief propagation is an algorithm that is known from statistical physics and computer science. It provides an efficient way of calculating marginals that involve large sums of products which are efficiently rearranged into nested products…