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This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate dependencies is crucial in…

Atmospheric and Oceanic Physics · Physics 2024-02-02 Jieyu Chen , Tim Janke , Florian Steinke , Sebastian Lerch

In a modern power system with an increasing proportion of renewable energy, wind power prediction is crucial to the arrangement of power grid dispatching plans due to the volatility of wind power. However, traditional centralized…

Machine Learning · Computer Science 2022-11-18 Yang Li , Ruinong Wang , Yuanzheng Li , Meng Zhang , Chao Long

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

Quantifying predictive uncertainty is essential for real world machine learning applications, especially in scenarios requiring reliable and interpretable predictions. Many common parametric approaches rely on neural networks to estimate…

Machine Learning · Statistics 2026-03-31 Yang Yang , Chunlin Ji , Haoyang Li , Ke Deng

As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Linna Xu , Yongli Zhu

Gaussian Mixture models (GMMs) are a powerful tool for clustering, classification and density estimation when clustering structures are embedded in the data. The presence of missing values can largely impact the GMMs estimation process,…

Machine Learning · Statistics 2020-06-05 Alessio Serafini , Thomas Brendan Murphy , Luca Scrucca

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

Modern power systems integrate renewable distributed energy resources (DERs) as an environment-friendly enhancement to meet the ever-increasing demands. However, the inherent unreliability of renewable energy renders developing DER…

Systems and Control · Electrical Eng. & Systems 2024-05-30 Xiaotong Cheng , Ioannis Tsetis , Setareh Maghsudi

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

Methodology · Statistics 2020-01-14 Lisa Schlosser , Torsten Hothorn , Reto Stauffer , Achim Zeileis

To provide automatic generation control (AGC) service, wind farms (WFs) are required to control their operation dynamically to track the time-varying power reference. Wake effects impose significant aerodynamic interactions among turbines,…

Optimization and Control · Mathematics 2021-08-25 Kaixuan Chen , Jin Lin , Yiwei Qiu , Feng Liu , Yonghua Song

Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…

Robotics · Computer Science 2020-01-14 Tim Pfeifer , Peter Protzel

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

Computation · Statistics 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

In this paper, we disclose the statistical behavior of the max-product algorithm configured to solve a maximum a posteriori (MAP) estimation problem in a network of distributed agents. Specifically, we first build a distributed hypothesis…

Information Theory · Computer Science 2020-04-30 Younes Abdi , Tapani Ristaniemi

To quantify the uncertainty in numerical weather prediction (NWP) forecasts, ensemble prediction systems are utilized. Although NWP forecasts continuously improve, they suffer from systematic bias and dispersion errors. To obtain well…

Applications · Statistics 2026-01-30 Ferdinand Buchner , David Jobst , Annette Möller , Claudia Czado

In distributed target-tracking sensor networks, efficient data gathering methods are necessary to save communication resources and assure information accuracy. This paper proposes a Feedback (FB) distributed data-gathering method which lets…

Systems and Control · Electrical Eng. & Systems 2025-08-07 Hyeongmin Choe , SooJean Han

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The…

Systems and Control · Computer Science 2015-06-22 Paolo Di Lorenzo

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti