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Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…

Numerical Analysis · Mathematics 2019-07-12 Jared Tanner , Andrew Thompson , Simon Vary

This paper introduces two transfer learning methodologies for estimating nonparametric Bayesian networks under scarce data. We propose two algorithms, a constraint-based structure learning method, called PC-stable-transfer learning…

Machine Learning · Computer Science 2026-04-06 Rafael Sojo , Pedro Larrañaga , Concha Bielza

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

High renewable energy penetration into power distribution systems causes a substantial risk of exceeding voltage security limits, which needs to be accurately assessed and properly managed. However, the existing methods usually rely on the…

Systems and Control · Electrical Eng. & Systems 2024-11-08 Yuanhai Gao , Xiaoyuan Xu , Zheng Yan , Mohammad Shahidehpour , Bo Yang , Xinping Guan

Robust principal component analysis seeks to recover a low-rank matrix from fully observed data with sparse corruptions. A scalable approach fits a low-rank factorization by minimizing the sum of entrywise absolute residuals, leading to a…

Optimization and Control · Mathematics 2026-01-30 Pinxi Gong , Lexiao Lai , Jianhao Ma

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

Statistics Theory · Mathematics 2015-04-06 Chao Gao , Harrison H. Zhou

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

The increasing penetration of renewable energy along with the variations of the loads bring large uncertainties in the power system states that are threatening the security of power system planning and operation. Facing these challenges,…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Yijun Xu , Kiran Karra , Lamine Mili , Mert Korkali , Xiao Chen , Zhixiong Hu

Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…

Optimization and Control · Mathematics 2020-07-07 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…

Optimization and Control · Mathematics 2022-09-01 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

By presenting an approximated performance-complexity tradeoff (PCT) algorithm,a low-complexity non-binary low density parity check (LDPC) code over q-ary-input symmetric-output channel is designed in this manuscript which converges faster…

Signal Processing · Electrical Eng. & Systems 2020-03-03 Yang Yu , Wen Chen

Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the…

Machine Learning · Computer Science 2023-01-18 Xinyu Chen , Mengying Lei , Nicolas Saunier , Lijun Sun

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

Quantitative Methods · Quantitative Biology 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

This letter proposes a data-driven sparse polynomial chaos expansion-based surrogate model for the stochastic economic dispatch problem considering uncertainty from wind power. The proposed method can provide accurate estimations for the…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , Yunhe Hou , François Bouffard

Uncertainty in timing information pertaining to the start time of microphone recordings and sources' emission time pose significant challenges in various applications, such as joint microphones and sources localization. Traditional…

Audio and Speech Processing · Electrical Eng. & Systems 2023-07-25 Faxian Cao , Yongqiang Cheng , Adil Mehmood Khan , Zhijing Yang , S. M. Ahsan Kazmiand Yingxiu Chang

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

In this paper, a link adaptation and untrusted relay assignment (LAURA) framework for efficient and reliable wireless cooperative communications with physical layer security is proposed. Using sharp channel codes in different transmission…

Networking and Internet Architecture · Computer Science 2012-11-21 Hamid Khodakarami , Farshad Lahouti