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Forecasters often use common information and hence make common mistakes. We propose a new approach, Factor Graphical Model (FGM), to forecast combinations that separates idiosyncratic forecast errors from the common errors. FGM exploits the…

Econometrics · Economics 2021-05-19 Tae-Hwy Lee , Ekaterina Seregina

The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…

Methodology · Statistics 2025-03-05 Jeremiah Allis , Xin Jin , Riddhi Ghosh

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

Big data analytics on geographically distributed datasets (across data centers or clusters) has been attracting increasing interests from both academia and industry, but also significantly complicates the system and algorithm designs. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-29 Peng Zhao , Shusen Yang , Xinyu Yang , Wei Yu , Jie Lin

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

In this paper, we introduce a nonparametric end-to-end method for probabilistic forecasting of distributed renewable generation outputs while including missing data imputation. Firstly, we employ a nonparametric probabilistic forecast model…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Minghui Chen , Zichao Meng , Yanping Liu , Longbo Luo , Ye Guo , Kang Wang

This paper studies the generation and transmission expansion co-optimization problem with a high wind power penetration rate in large-scale power grids. In this paper, generation and transmission expansion co-optimization is modeled as a…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Shutang You

In this article we consider the problems of distributed detection and estimation in wireless sensor networks. In the first part, we provide a general framework aimed to show how an efficient design of a sensor network requires a joint…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-08 Sergio Barbarossa , Stefania Sardellitti , Paolo Di Lorenzo

The proliferation of distributed energy resources has heightened the interactions between transmission and distribution (T&D) systems, necessitating novel analyses for the reliable operation and planning of interconnected T&D networks. A…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Muhammad Hamza Ali , Amritanshu Pandey

Integrating renewable energy into the modern power grid requires risk-cognizant dispatch of resources to account for the stochastic availability of renewables. Toward this goal, day-ahead stochastic market clearing with high-penetration…

Optimization and Control · Mathematics 2016-11-17 Yu Zhang , Georgios B. Giannakis

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

The classification of weather data involves categorizing meteorological phenomena into classes, thereby facilitating nuanced analyses and precise predictions for various sectors such as agriculture, aviation, and disaster management. This…

Machine Learning · Computer Science 2023-10-23 Elaheh Jafarigol , Theodore Trafalis

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

The generation of multi-step density forecasts for non-Gaussian data mostly relies on Monte Carlo simulations which are computationally intensive. Using aggregated wind power in Ireland, we study two approaches of multi-step density…

Applications · Statistics 2011-01-11 Ada Lau , Patrick McSharry

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

Methodology · Statistics 2019-09-17 Ali Esmaieeli Sikaroudi , Chiwoo Park

The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…

Artificial Intelligence · Computer Science 2016-09-20 Priyank Jaini , Pascal Poupart

We consider the problem of estimating the conditional probability distribution of missing values given the observed ones. We propose an approach, which combines the flexibility of deep neural networks with the simplicity of Gaussian mixture…

Machine Learning · Computer Science 2020-11-20 Marcin Przewięźlikowski , Marek Śmieja , Łukasz Struski

A distributed model predictive control (DMPC) approach based on distributed optimization is applied to the power reference tracking problem of a hydro power valley (HPV) system. The applied optimization algorithm is based on accelerated…

Optimization and Control · Mathematics 2013-02-11 Minh Dang Doan , Pontus Giselsson , Tamás Keviczky , Bart De Schutter , Anders Rantzer

Real-time state estimation and forecasting is critical for efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for probabilistic forecasting and estimating…

Machine Learning · Statistics 2020-10-12 Tong Ma , David Alonso Barajas-Solano , Ramakrishna Tipireddy , Alexandre M. Tartakovsky

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet
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