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In parallel iterative applications, computational efficiency is essential for addressing large problems. Load imbalance is one of the major performance degradation factors of parallel applications. Therefore, distributing, cleverly, and as…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-18 Anthony Boulmier , Franck Raynaud , Nabil Abdennadher , Bastien Chopard

The uncertainty associated with the experimental inflow in a wind tunnel affects the prediction of the flow of interest by numerical simulations. We evaluate this impact using uncertainty quantification. A method is developed and applied to…

Fluid Dynamics · Physics 2021-04-14 Nicola Detomaso , Vincent Brion , Julien Dandois , Marie Couliou , Éric Savin

This paper studies the estimation of characteristic-based quantile factor models where the factor loadings are unknown functions of observed individual characteristics while the idiosyncratic error terms are subject to conditional quantile…

Econometrics · Economics 2023-04-27 Liang Chen , Juan Jose Dolado , Jesus Gonzalo , Haozi Pan

Maintaining energy balance and economical operation is significant for multi-energy systems such as the energy hub. However, it is usually challenged by the frequently changing and unpredictable uncertainties at different timescales. Under…

Computational Engineering, Finance, and Science · Computer Science 2022-03-03 Jiaxin Cao , Bo Yang , Shanying Zhu , Chi Yung Chung , Xinping Guan

The performance gap between predicted and actual energy consumption in the building domain remains an unsolved problem in practice. The gap exists differently in both current mainstream methods: the first-principles model and the machine…

Computational Engineering, Finance, and Science · Computer Science 2022-06-02 Xia Chen , Tong Guo , Martin Kriegel , Philipp Geyer

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

The uncertainty quantification of prediction models (e.g., neural networks) is crucial for their adoption in many robotics applications. This is arguably as important as making accurate predictions, especially for safety-critical…

Robotics · Computer Science 2024-04-09 Junan Chen , Josephine Monica , Wei-Lun Chao , Mark Campbell

This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…

Optimization and Control · Mathematics 2020-08-31 Qi Zhang , Wei Feng

Several multiscale methods account for sub-grid scale features using coarse scale basis functions. For example, in the Multiscale Finite Volume method the coarse scale basis functions are obtained by solving a set of local problems over…

Machine Learning · Computer Science 2017-11-15 Shing Chan , Ahmed H. Elsheikh

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…

Machine Learning · Computer Science 2025-08-08 Wei Li , Zixin Wang , Qizheng Sun , Qixiang Gao , Fenglei Yang

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…

Methodology · Statistics 2022-08-24 Xiang Peng , Huixia Judy Wang

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these…

Applications · Statistics 2025-05-27 Sangwon Lee , Taro Yaoyama , Masaru Kitahara , Tatsuya Itoi

The assessment of reactive power demand plays an instrumental role in power system planning. This paper presents a methodology for calculating reactive power demand based on a two-step approach. Unlike existing methodologies in the…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Hassan Abouelgheit , Hendrik Lens

This paper presents a groundbreaking self-improving interference management framework tailored for wireless communications, integrating deep learning with uncertainty quantification to enhance overall system performance. Our approach…

Machine Learning · Computer Science 2024-01-25 Hyun-Suk Lee , Do-Yup Kim , Kyungsik Min

This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…

Optimization and Control · Mathematics 2016-06-21 Ignacio Blanco , Juan M. Morales

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis