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Markov Chain Monte Carlo (MCMC) methods such as Gibbs sampling are finding widespread use in applied statistics and machine learning. These often lead to difficult computational problems, which are increasingly being solved on parallel and…

Machine Learning · Statistics 2018-06-05 Alexander Terenin , Eric P. Xing

Modern resonant sensing tools can achieve increasingly high quality factors, which correspond to extremely narrow linewidths. In such systems, time-variation of the resonator's natural frequency can potentially impact its ability to…

Instrumentation and Detectors · Physics 2026-03-24 Hao-Ran Cui , Saarik Kalia , Zhen Liu

The incorporation of stochastic loads and generation into the operation of power grids gives rise to an exposure to stochastic risk. This risk has been addressed in prior work through a variety of mechanisms, such as scenario generation or…

Optimization and Control · Mathematics 2017-11-06 Daniel Bienstock , Apurv Shukla

Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a target distribution via ergodic averages. A fundamental question is when should sampling stop? That is, when are the ergodic averages…

Statistics Theory · Mathematics 2007-06-13 Galin Jones , Murali Haran , Brian Caffo , Ronald Neath

Investigating critical phenomena or phase transitions is of high interest in physics and chemistry, for which Monte Carlo (MC) simulations, a crucial tool for numerically analyzing macroscopic properties of given systems, are often hindered…

Machine Learning · Computer Science 2025-09-09 Ankur Singha , Elia Cellini , Kim A. Nicoli , Karl Jansen , Stefan Kühn , Shinichi Nakajima

Electrical energy production based on wind power has become the most popular renewable resources in the recent years because it gets reliable clean energy with minimum cost. The major challenge for wind turbines is the electrical and the…

Systems and Control · Computer Science 2014-09-25 Saad Chakkor , Mostafa Baghouri , Abderrahmane Hajraoui

With the sharp increase of power demand, large-scale blackouts in power grids occur frequently around the world. Cascading failures are the main causes of network outages. Therefore, revealing the complicated cascade mechanism in grids is…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Yubo Huang , Junguo Lu , Weidong Zhang

The literature in social network analysis has largely focused on methods and models which require complete network data; however there exist many networks which can only be studied via sampling methods due to the scale or complexity of the…

Applications · Statistics 2019-11-25 Haema Nilakanta , Zack W. Almquist , Galin L. Jones

Using Monte Carlo simulations of perturbations induced by cosmic strings on the microwave background, we demonstrate the scale invariance of string fluctuation patterns. By comparing string-induced fluctuation patterns with gaussian random…

Astrophysics · Physics 2009-10-28 Andrea M. Gilbert , Leandros Perivolaropoulos

This paper considers the phenomenon of distinct regional frequencies recently observed in some power systems. First, a reduced-order mathematical model describing this behaviour is developed. Then, techniques to solve the model are…

Optimization and Control · Mathematics 2021-04-15 Luis Badesa , Fei Teng , Goran Strbac

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

Power grids sustain modern society by supplying electricity and thus their stability is a crucial factor for our civilization. The dynamic stability of a power grid is usually quantified by the probability of its nodes' recovery to phase…

Chaotic Dynamics · Physics 2018-11-14 Heetae Kim , Sang Hoon Lee , Jörn Davidsen , Seung-Woo Son

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

This paper studies the estimation of outage probability in GSC/MRC SIMO systems under Rician fading in the rare-event regime. The difficulty arises from the evaluation of the CDF of a partial sum of ordered non-central chi-square random…

Signal Processing · Electrical Eng. & Systems 2026-05-27 Mahmoud Ghazal , Nadhir Ben Rached , Tareq Al-Naffouri

The large-scale integration of intermittent renewable energy has brought serious challenges to the frequency security of power systems. In this paper, a novel nonparametric stochastic analysis method of system dynamic frequency is proposed…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Can Wan , Yupeng Ren , Ping Ju

Nyquist criterion-based impedance ratio criteria (IRCs) have been widely applied for inspecting the risk of small-signal instability among converter-based AC power systems. Aided by a comparative study on voltage source converter, including…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Chongbin Zhao , Qirong Jiang

The frequency constitutes a key state variable of electrical power grids. However, as the frequency is subject to several sources of fluctuations, ranging from renewable volatility to demand fluctuations and dispatch, it is strongly…

Adaptation and Self-Organizing Systems · Physics 2020-03-25 Mehrnaz Anvari , Leonardo Rydin Gorjão , Marc Timme , Dirk Witthaut , Benjamin Schäfer , Holger Kantz

The capability to switch between grid-connected and islanded modes has promoted adoption of microgrid technology for powering remote locations. Stabilizing frequency during the islanding event, however, is a challenging control task,…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Yichen Zhang , Chen Chen , Tianqi Hong , Bai Cui , Bo Chen , Feng Qiu

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane
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