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To address the challenges that the decarbonization of the energy sector is bringing about, advanced distribution network management and operation strategies are being developed. Many of these strategies require accurate network models to…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Marta Vanin , Frederik Geth , Reinhilde D'hulst , Dirk Van Hertem

Large-scale integration of distributed energy resources into residential distribution feeders necessitates careful control of their operation through power flow analysis. While the knowledge of the distribution system model is crucial for…

Machine Learning · Computer Science 2020-09-16 Omid Ardakanian , Vincent W. S. Wong , Roel Dobbe , Steven H. Low , Alexandra von Meier , Claire Tomlin , Ye Yuan

This paper presents a new Bayesian model and algorithm used for depth and intensity profiling using full waveforms from the time-correlated single photon counting (TCSPC) measurement in the limit of very low photon counts. The model…

Applications · Statistics 2016-04-20 Yoann Altmann , Ximing Ren , Aongus McCarthy , Gerald S. Buller , Steve McLaughlin

We address the problem of finding patterns from multi-neuronal spike trains that give us insights into the multi-neuronal codes used in the brain and help us design better brain computer interfaces. We focus on the synchronous firings of…

Neural and Evolutionary Computing · Computer Science 2010-06-09 Raajay Viswanathan , P. S. Sastry , K. P. Unnikrishnan

Sampling from learned high-dimensional distributions is a foundational computational problem. We introduce U-turn chains: Markov chains obtained by iterating short forward-backward steps of a diffusion model, in which each step proposes a…

Machine Learning · Computer Science 2026-05-27 Hyunmo Kang , Noam Itzhak Levi , Corinna Elena Wegner , Daniel J. Korchinski , Matthieu Wyart

Discrete time linear dynamical systems, including Markov chains, have found many applications including in security settings such as in cybersecurity operations center (CSOC) management and in managing health risks. However, in these two…

Optimization and Control · Mathematics 2025-10-28 Nilava Metya , Ankit Shah , Arunesh Sinha

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

We study the impact of picosecond precision timing detection systems on the LHC experiments' long-lived particle search program during the HL-LHC era. We develop algorithms that allow us to reconstruct the mass of such charged particles and…

High Energy Physics - Experiment · Physics 2019-05-01 O. Cerri , S. Xie , Cristian Peña , Maria Spiropulu

Abnormal event detection is critical in the safe operation of power system. In this paper, using the data collected from phasor measurement units (PMUs), two methods based on Fisher random matrix are proposed to detect faults in power…

Systems and Control · Electrical Eng. & Systems 2022-08-10 Ke Chen , Dandan Jiang , Bo Wang , Hongxia Wang

The use of observational time series data to assess the impact of multi-time point interventions is becoming increasingly common as more health and activity data are collected and digitized via wearables, social media, and electronic health…

Methodology · Statistics 2020-12-01 Roy Adams , Suchi Saria , Michael Rosenblum

This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Shimin Wang , Martin Guay

We consider a linear stochastic fluid network under Markov modulation, with a focus on the probability that the joint storage level attains a value in a rare set at a given point in time. The main objective is to develop efficient…

Probability · Mathematics 2018-05-09 Onno Boxma , Ewan Cahen , David Koops , Michel Mandjes

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

Integrated sensing and communications (ISAC), radar, and beamforming require real-time, high-resolution estimation algorithms to determine delay-Doppler values of specular paths within the wireless propagation channel. Our contribution is…

Signal Processing · Electrical Eng. & Systems 2026-01-22 Lorenz Mohr , Michael Döbereiner , Steffen Schieler , Joerg Robert , Christian Schneider , Sebastian Semper , Reiner S. Thomä

Deterministically solving charged particle transport problems at a sufficient spatial and angular resolution is often prohibitively expensive, especially due to their highly forward peaked scattering. We propose a model order reduction…

Numerical Analysis · Mathematics 2025-01-13 Pia Stammer , Tiberiu Burlacu , Niklas Wahl , Danny Lathouwers , Jonas Kusch

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…

Statistical Mechanics · Physics 2018-03-28 Stephen Whitelam

We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…

Methodology · Statistics 2025-01-06 Rong Chen , Simone Giannerini , Greta Goracci , Lorenzo Trapani

Space-time adaptive processing (STAP) is one of the most effective approaches to suppressing ground clutters in airborne radar systems. It basically takes two forms, i.e., full-dimension STAP (FD-STAP) and reduced-dimension STAP (RD-STAP).…

Information Theory · Computer Science 2022-02-11 Di Song , Shengyao Chen , Feng Xi , Zhong Liu

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

Machine Learning · Statistics 2024-02-15 Hongrui Chen , Lexing Ying

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti