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The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

In hydrology, modeling streamflow remains a challenging task due to the limited availability of basin characteristics information such as soil geology and geomorphology. These characteristics may be noisy due to measurement errors or may be…

The entropy models have been recently adopted in many studies to evaluate the distribution of the shear stress in circular channels. However, the uncertainty in their predictions and their reliability remains an open question. We present a…

A method is suggested to decompose the statistical and systematic uncertainties from the residues between the calculation of a theoretical model and the observed data. The residues and the parameters of the model can be obtained through the…

Nuclear Theory · Physics 2016-09-13 Cenxi Yuan

Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…

Methodology · Statistics 2021-06-17 Sai K. Popuri , Nagaraj K. Neerchal , Amita Mehta , Ahmad Mousavi

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

Uncertainty propagation in non-linear dynamical systems has become a key problem in various fields including control theory and machine learning. In this work we focus on discrete-time non-linear stochastic dynamical systems. We present a…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Eduardo Figueiredo , Andrea Patane , Morteza Lahijanian , Luca Laurenti

The increase in renewable energy sources (RESs), like wind or solar power, results in growinguncertainty also in transmission grids. This affects grid stability through fluctuating energy supplyand an increased probability of overloaded…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Rebecca Bauer , Tillmann Mühlpfordt , Nicole Ludwig , Veit Hagenmeyer

With the increase of distributed energy resources in the distribution grid, planning to ensure sufficient infrastructure and resources becomes critical. Planning at the distribution level is limited by the complexities of optimizing…

Optimization and Control · Mathematics 2022-12-07 Elizabeth Foster , Amritanshu Pandey , Larry Pileggi

Distribution Load Estimation (DLE) is a key function of Distribution Management System (DMS). In this paper a novel method for presenting historical load data in the form of Representative Load Curves (RLC) is presented. Adaptive…

Signal Processing · Electrical Eng. & Systems 2021-09-22 Chiebuka Eyisi , Saeed Lotfifard

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

The statistics obtained from turbulent flow simulations are generally uncertain due to finite time averaging. The techniques available in the literature to accurately estimate these uncertainties typically only work in an offline mode, that…

This paper presents a consensus algorithm for a multi-agent system where each agent has access to its imperfect own state and neighboring state measurements. The measurements are subject to deterministic disturbances and the proposed…

Systems and Control · Computer Science 2014-09-22 Mohammad Zamani , Iman Shames , Valery Ugrinovskii

This paper presents conservative probabilistic bounds for the spectrum of the admittance matrix and classical linear power flow models under uncertain network parameters; for example, probabilistic line contingencies. Our proposed approach…

Uncertainty estimation is a key factor that makes deep learning reliable in practical applications. Recently proposed evidential neural networks explicitly account for different uncertainties by treating the network's outputs as evidence to…

Machine Learning · Computer Science 2023-07-03 Danruo Deng , Guangyong Chen , Yang Yu , Furui Liu , Pheng-Ann Heng

We study the expectation-maximization (EM) algorithm for general latent-variable models under (i) distributional misspecification and (ii) nonidentifiability induced by a group action. We formulate EM on the quotient parameter space and…

Statistics Theory · Mathematics 2026-01-06 Koustav Mallik

The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Simon Kuang , Xinfan Lin

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo