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In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu

Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…

Machine Learning · Statistics 2025-08-19 Soon Hoe Lim , Yijin Wang , Annan Yu , Emma Hart , Michael W. Mahoney , Xiaoye S. Li , N. Benjamin Erichson

Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

Statistics Theory · Mathematics 2015-01-22 Kevin Judd

Quantum computation is an emerging technology that promises a wide range of possible use cases. This promise is primarily based on algorithms that are unlikely to be viable over the coming decade. For near-term applications, quantum…

Artificial Intelligence · Computer Science 2020-12-04 James R. Wootton

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Greater direct electrification of end-use sectors with a higher share of renewables is one of the pillars to power a carbon-neutral society by 2050. However, in contrast to conventional power plants, renewable energy is subject to…

Machine Learning · Computer Science 2021-09-22 Jonathan Dumas , Antoine Wehenkel Damien Lanaspeze , Bertrand Cornélusse , Antonio Sutera

Instances generation is crucial for linear programming algorithms, which is necessary either to find the optimal pivot rules by training learning method or to evaluate and verify corresponding algorithms. This study proposes a general…

Optimization and Control · Mathematics 2022-11-22 Anqi Li , Congying Han , Tiande Guo

Without the ability to estimate and benchmark AI capability advancements, organizations are left to respond to each change reactively, impeding their ability to build viable mid and long-term strategies. This paper explores the recent…

Computers and Society · Computer Science 2023-04-03 Emily Dardaman , Abhishek Gupta

When making predictions about ecosystems, we often have available a number of different ecosystem models that attempt to represent their dynamics in a detailed mechanistic way. Each of these can be used as simulators of large-scale…

Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…

Statistics Theory · Mathematics 2012-02-24 Tze Leung Lai , Shulamith T. Gross , David Bo Shen

Extracting interesting scenarios from real-world data as well as generating failure cases is important for the development and testing of autonomous systems. We propose efficient mechanisms to both characterize and generate testing…

We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a…

Optimization and Control · Mathematics 2022-07-12 Eike Cramer , Leonard Paeleke , Alexander Mitsos , Manuel Dahmen

Historical maps provide valuable information and knowledge about the past. However, as they often feature non-standard projections, hand-drawn styles, and artistic elements, it is challenging for non-experts to identify and interpret them.…

Computer Vision and Pattern Recognition · Computer Science 2024-10-22 Ziyi Liu , Claudio Affolter , Sidi Wu , Yizi Chen , Lorenz Hurni

Modelling complex real-world situations such as infectious diseases, geological phenomena, and biological processes can present a dilemma: the computer model (referred to as a simulator) needs to be complex enough to capture the dynamics of…

A short note to propose a procedure to construct excess maps, probability maps and to calculate point source flux upper limits.

Astrophysics · Physics 2007-05-23 P. Billoir , A. Letessier-Selvon

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Machine Learning · Computer Science 2025-12-03 Pieter Smet

We consider scheduling problems over scenarios where the goal is to find a single assignment of the jobs to the machines which performs well over all possible scenarios. Each scenario is a subset of jobs that must be executed in that…

Data Structures and Algorithms · Computer Science 2014-04-21 Esteban Feuerstein , Alberto Marchetti-Spaccamela , Frans Schalekamp , Rene Sitters , Suzanne van der Ster , Leen Stougie , Anke van Zuylen

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities.…

Applications · Statistics 2022-02-09 Fotios Petropoulos , Daniele Apiletti , Vassilios Assimakopoulos , Mohamed Zied Babai , Devon K. Barrow , Souhaib Ben Taieb , Christoph Bergmeir , Ricardo J. Bessa , Jakub Bijak , John E. Boylan , Jethro Browell , Claudio Carnevale , Jennifer L. Castle , Pasquale Cirillo , Michael P. Clements , Clara Cordeiro , Fernando Luiz Cyrino Oliveira , Shari De Baets , Alexander Dokumentov , Joanne Ellison , Piotr Fiszeder , Philip Hans Franses , David T. Frazier , Michael Gilliland , M. Sinan Gönül , Paul Goodwin , Luigi Grossi , Yael Grushka-Cockayne , Mariangela Guidolin , Massimo Guidolin , Ulrich Gunter , Xiaojia Guo , Renato Guseo , Nigel Harvey , David F. Hendry , Ross Hollyman , Tim Januschowski , Jooyoung Jeon , Victor Richmond R. Jose , Yanfei Kang , Anne B. Koehler , Stephan Kolassa , Nikolaos Kourentzes , Sonia Leva , Feng Li , Konstantia Litsiou , Spyros Makridakis , Gael M. Martin , Andrew B. Martinez , Sheik Meeran , Theodore Modis , Konstantinos Nikolopoulos , Dilek Önkal , Alessia Paccagnini , Anastasios Panagiotelis , Ioannis Panapakidis , Jose M. Pavía , Manuela Pedio , Diego J. Pedregal , Pierre Pinson , Patrícia Ramos , David E. Rapach , J. James Reade , Bahman Rostami-Tabar , Michał Rubaszek , Georgios Sermpinis , Han Lin Shang , Evangelos Spiliotis , Aris A. Syntetos , Priyanga Dilini Talagala , Thiyanga S. Talagala , Len Tashman , Dimitrios Thomakos , Thordis Thorarinsdottir , Ezio Todini , Juan Ramón Trapero Arenas , Xiaoqian Wang , Robert L. Winkler , Alisa Yusupova , Florian Ziel

Models that can simulate how environments change in response to actions can be used by agents to plan and act efficiently. We improve on previous environment simulators from high-dimensional pixel observations by introducing recurrent…

Artificial Intelligence · Computer Science 2017-04-20 Silvia Chiappa , Sébastien Racaniere , Daan Wierstra , Shakir Mohamed