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Extreme value theory (EVT) is a statistical tool for analysis of extreme events. It has a strong theoretical background, however, we need to choose hyper-parameters to apply EVT. In recent studies of machine learning, techniques of choosing…

Machine Learning · Computer Science 2021-07-14 Chikara Nakamura

We study the performance of an electromechanical harmonic oscillator chain as an energy harvester to extract power from finite-bandwidth ambient random vibrations, which are modelled by colored noise. The proposed device is numerically…

Statistical Mechanics · Physics 2020-05-26 M. Romero-Bastida , Juan M. Lopez

We introduce the data driven extreme value distribution (DDEVD) estimator, a kernel-based method for estimating extreme value distributions from data. We derive its mean integrated squared error (MISE) in detail, use it to compute the…

Statistics Theory · Mathematics 2026-05-21 Michael Sandbichler , Tobias Hell

We focus on the problem of efficient sampling and learning of probability densities by incorporating symmetries in probabilistic models. We first introduce Equivariant Stein Variational Gradient Descent algorithm -- an equivariant sampling…

Machine Learning · Computer Science 2021-07-30 Priyank Jaini , Lars Holdijk , Max Welling

In extreme value analysis, the extreme value index plays a vital role as it determines the tail heaviness of the underlying distribution and is the primary parameter required for the estimation of other extreme events. In this paper, we…

Computation · Statistics 2017-09-27 Richard Minkah , Tertius de Wet , Ezekiel Nii Noi Nortey

Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…

Statistics Theory · Mathematics 2025-09-10 Grace Burtenshaw , Joe Lane , Meagan Carney

Thermoelectric energy harvesters can have a much higher conversion efficiency by implementing quantum dots/wells between the high temperature region and the low temperature region. However they still suffer a limitation of the maximum…

Mesoscale and Nanoscale Physics · Physics 2015-06-30 Lijie Li

An extreme wind speed estimation method that considers wind hazard climate types is critical for design wind load calculation for building structures affected by mixed climates. However, it is very difficult to obtain wind hazard climate…

Machine Learning · Statistics 2019-08-30 Wei Cui , Teng Ma , Lin Zhao , Yaojun Ge

The increased attention to energy savings has contributed to more widespread use of energy recovery systems for building ventilation. We investigate the efficiency of such systems under different outdoor conditions using exergy analysis and…

Applied Physics · Physics 2018-07-03 Magnus Aa. Gjennestad , Eskil Aursand , Elisa Magnanelli , Jon Pharoah

Classical methods for quantile regression fail in cases where the quantile of interest is extreme and only few or no training data points exceed it. Asymptotic results from extreme value theory can be used to extrapolate beyond the range of…

Methodology · Statistics 2024-01-23 Nicola Gnecco , Edossa Merga Terefe , Sebastian Engelke

In most scientific domains, the deep learning community has largely focused on the quality of deep generative models, resulting in highly accurate and successful solutions. However, this race for quality comes at a tremendous computational…

Machine Learning · Computer Science 2021-10-14 Constance Douwes , Philippe Esling , Jean-Pierre Briot

The learning and evaluation of energy-based latent variable models (EBLVMs) without any structural assumptions are highly challenging, because the true posteriors and the partition functions in such models are generally intractable. This…

Machine Learning · Computer Science 2021-06-08 Fan Bao , Kun Xu , Chongxuan Li , Lanqing Hong , Jun Zhu , Bo Zhang

Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…

Statistics Theory · Mathematics 2026-04-20 Axel Bücher , Erik Haufs

Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…

Methodology · Statistics 2022-05-12 Debbie J. Dupuis , Sebastian Engelke , Luca Trapin

Electrostatic transducers for vibration energy scavenging have been an object to numerous studies, but are still facing major issues relating to their conditioning circuit. One of the most popular ones uses a charge pump and a flyback…

Other Computer Science · Computer Science 2008-12-18 Dimitri Galayko , Philippe Basset , Ayyaz Mahmood Paracha

With the growing number of forecasting techniques and the increasing significance of forecast-based operation - particularly in the rapidly evolving energy sector - selecting the most effective forecasting model has become a critical task.…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Fabian Backhaus , Karoline Brucke , Peter Ruckdeschel , Sunke Schlüters

In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional…

Applications · Statistics 2018-12-05 Raúl Torres , Elena Di Bernardino , Henry Laniado , Rosa E. Lillo

In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

Machine Learning · Statistics 2013-04-03 Jairo Fuquene

The extremal dependence structure of a regularly varying random vector Xis fully described by its limiting spectral measure. In this paper, we investigate how torecover characteristics of the measure, such as extremal coefficients, from the…

Statistics Theory · Mathematics 2024-07-04 Marco Oesting , Olivier Wintenberger

We consider the theoretical maximum extractable average power from an energy harvesting device attached to a vibrating table which provides a unidirectional displacement $A\sin(\omega t)$. The total mass of moving components in the device…

Applied Physics · Physics 2020-05-18 Sankalp Tiwari , C. P. Vyasarayani , Anindya Chatterjee
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