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In this paper, we propose a new modified likelihood ratio test (LRT) for simultaneously testing mean vectors and covariance matrices of two-sample populations in high-dimensional settings. By employing tools from Random Matrix Theory (RMT),…

Applications · Statistics 2024-03-12 Zhenzhen Niu , Jianghao Li , Wenya Luo , Zhidong Bai

The leading correction to the smoothed connected energy density-density correlation function is obtained for the large energy difference, within the context of the Gaussian Random Matrix Theory. In order to achieve this result, the…

Condensed Matter · Physics 2015-06-25 Vladan Lucic

This paper addresses three complex control challenges related to input-saturated systems from a data-driven perspective. Unlike the traditional two-stage process involving system identification and model-based control, the proposed approach…

Optimization and Control · Mathematics 2024-05-14 Federico Porcari , Valentina Breschi , Luca Zaccarian , Simone Formentin

The letter proposes a smooth Rate Limiter (RL) model for power system stability analysis and control. The proposed model enables the effects of derivative bounds to be incorporated into system eigenvalue analysis, while replicating the…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Zaint A. Alexakis , Panos C. Papageorgiou , Antonio T. Alexandridis , Federico Milano , Georgios Tzounas

Pronounced variability due to the growth of renewable energy sources, flexible loads, and distributed generation is challenging residential distribution systems. This context, motivates well fast, efficient, and robust reactive power…

Systems and Control · Electrical Eng. & Systems 2019-10-31 Qiuling Yang , Alireza Sadeghi , Gang Wang , Georgios B. Giannakis , Jian Sun

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

Methodology · Statistics 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

Econometrics · Economics 2019-05-07 Gregor Zens , Maximilian Böck

The integration of experimental technologies with large language models (LLMs) is transforming scientific research. It positions AI as a versatile research assistant rather than a mere problem-solving tool. In the field of power systems,…

Computation and Language · Computer Science 2025-05-20 Mengshuo Jia , Zeyu Cui , Gabriela Hug

This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review…

Data Analysis, Statistics and Probability · Physics 2008-12-02 M. Potters , J. P. Bouchaud , L. Laloux

This paper presents a statistically sound method for measuring the accuracy with which a probabilistic model reflects the growth of a network, and a method for optimising parameters in such a model. The technique is data-driven, and can be…

Networking and Internet Architecture · Computer Science 2009-04-07 Richard Clegg , Raul Landa , Uli Harder , Miguel Rio

The ongoing evolution of the electric power systems brings about the need to cope with increasingly complex interactions of technical components and relevant actors. In order to integrate a more comprehensive spectrum of different aspects…

Systems and Control · Computer Science 2013-08-21 Markus Schläpfer , Tom Kessler , Wolfgang Kröger

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode…

Machine Learning · Computer Science 2014-04-10 Victor Kurbatsky , Nikita Tomin , Vadim Spiryaev , Paul Leahy , Denis Sidorov , Alexei Zhukov

Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

Generating an investment strategy using advanced deep learning methods in stock markets has recently been a topic of interest. Most existing deep learning methods focus on proposing an optimal model or network architecture by maximizing…

Artificial Intelligence · Computer Science 2020-07-13 Jinho Lee , Raehyun Kim , Seok-Won Yi , Jaewoo Kang

State-space analysis is widely employed for examining power system dynamics but faces challenges in large-scale power systems integrated with numerous inverter-based resources (IBRs), where the significant increase of system states…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Yao Qin , Yitong Li , Wei Wang , Shaoze Zhou , Zheng Wei , Jinjun Liu

Power system robustness against high impact low probability events is becoming a major concern. To depict distinct phases of a system response during these disturbances, an irregular polygon model is derived from the conventional trapezoid…

Systems and Control · Electrical Eng. & Systems 2022-07-11 Giritharan Vijay Iswaran , Ramin Vakili , Mojdeh Khorsand

As the fast growth and large integration of distributed generation, renewable energy resource, energy storage system and load response, the modern power system operation becomes much more complicated with increasing uncertainties and…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-10 Guangyi Liu , Chen Yuan , Xi Chen , Jingjin Wu , Renchang Dai , Zhiwei Wang

Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a…

Machine Learning · Computer Science 2012-03-19 Ajit P. Singh , Geoffrey Gordon