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This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…

Systems and Control · Computer Science 2019-08-16 Fangfang Zheng , Saif Eddin Jabari , Henry X. Liu , DianChao Lin

This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models with Gaussian covariates undergoes a sharp `phase transition'. We introduce an explicit boundary…

Methodology · Statistics 2018-04-27 Emmanuel J. Candes , Pragya Sur

Accurate prediction of travel time is an essential feature to support Intelligent Transportation Systems (ITS). The non-linearity of traffic states, however, makes this prediction a challenging task. Here we propose to use dynamic linear…

Machine Learning · Computer Science 2020-09-03 Semin Kwak , Nikolas Geroliminis

In this work, we propose a non-parametric probabilistic load flow (NP-PLF) technique based on the Gaussian Process (GP) learning to understand the power system behavior under uncertainty for better operational decisions. The technique can…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Parikshit Pareek , Chuan Wang , Hung D. Nguyen

Topology optimization (TO) is a well-established methodology for structural design under user-defined constraints, e.g. minimum volume and maximum stiffness. However, such methods have traditionally been applied to static, deterministic…

Computational Physics · Physics 2025-03-28 Luis Irastorza-Valera , Luis Saucedo-Mora

The random nature of traffic conditions on freeways can cause excessive congestions and irregularities in the traffic flow. Ramp metering is a proven effective method to maintain freeway efficiency under various traffic conditions. Creating…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Anahita Sanandaji , Saeed Ghanbartehrani , Zahra Mokhtari , Kimia Tajik

Short-term traffic volume prediction models have been extensively studied in the past few decades. However, most of the previous studies only focus on single-value prediction. Considering the uncertain and chaotic nature of the…

Neural and Evolutionary Computing · Computer Science 2017-11-15 Lei Lin , John Handley , Adel Sadek

Maximum Likelihood Estimation (MLE) and Likelihood Ratio Test (LRT) are widely used methods for estimating the transition probability matrix in Markov chains and identifying significant relationships between transitions, such as equality.…

Methodology · Statistics 2024-06-04 Yining Zhou , Ming Gao , Yiting Chen , Xiaoping Shi

We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…

Data Analysis, Statistics and Probability · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

Stochastic Maximum Likelihood (SML) is a popular direction of arrival (DOA) estimation technique in array signal processing. It is a parametric method that jointly estimates signal and instrument noise by maximum likelihood, achieving…

Applications · Statistics 2021-02-04 Matthieu Simeoni , Paul Hurley

The combination of boundary flow control and variable speed limit (VSL) is a widely used strategy for highway corridors to maintain safety and throughput when the capacity downstream is dropped. However, most proposed models assume fixed…

Optimization and Control · Mathematics 2021-10-28 Hao Liu , Suyash Vishnoi , Christian Claudel

Unlimited access to a motorway network can, in overloaded conditions, cause a loss of capacity. Ramp metering (signals on slip roads to control access to the motorway) can help avoid this loss of capacity. The design of ramp metering…

Probability · Mathematics 2010-02-25 F. P. Kelly , R. J. Williams

In this paper, we study the problem of optimizing the size and mix of a mixed fleet of electric and conventional vehicles owned by firms providing urban freight logistics services. Uncertain customer requests are considered at the strategic…

Optimization and Control · Mathematics 2020-09-03 Satya S. Malladi , Jonas M. Christensen , David Ramrez , Allan Larsen , Dario Pacino

Empirical observations and theoretical studies indicate that the overall travel-time of vehicles in a traffic network can be optimized by means of ramp metering control systems. Here, we present an analysis of traffic data of the highway…

Statistical Mechanics · Physics 2007-05-23 Wolfgang Knospe , Ludger Santen , Andreas Schadschneider , Michael Schreckenberg

As an example for the optimization of unstable flows, we present an economics-based method for deciding the optimal rates at which vehicles are allowed to enter a highway. It exploits the naturally occuring fluctuations of traffic flow and…

Statistical Mechanics · Physics 2009-10-31 Bernardo A. Huberman , Dirk Helbing

We consider the ramp metering problem for a freeway stretch modeled by the Cell Transmission Model. Assuming perfect model knowledge and perfect traffic demand prediction, the ramp metering problem can be cast as a finite horizon optimal…

Optimization and Control · Mathematics 2017-10-26 Marius Schmitt , Chithrupa Ramesh , John Lygeros

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…

Methodology · Statistics 2026-03-03 Linglingzhi Zhu , Jonghyeok Lee , Yao Xie

This paper defines a Maximum Likelihood Estimator (MLE) for the admittance matrix estimation of distribution grids, utilising voltage magnitude and power measurements collected only from common, unsychronised measuring devices (Smart…

Systems and Control · Electrical Eng. & Systems 2022-10-06 Lisa Laurent , Jean-Sébastien Brouillon , Giancarlo Ferrari-Trecate

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali