Related papers: New stochastic highway capacity estimation method …
Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…
This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…
We present a method for solving a large-scale stochastic capacity expansion problem which explicitly considers reliability constraints, in particular constraints on expected energy not served. Our method tackles this problem by a Lagrange…
By integrating two powerful methods of density reduction and intrinsic dimensionality estimation, a new data-driven method, referred to as OLPP-MLE (orthogonal locality preserving projection-maximum likelihood estimation), is introduced for…
Mixture-of-Experts (MoE) models are typically pre-trained with explicit load-balancing constraints to ensure statistically balanced expert routing. Despite this, we observe that even well-trained MoE models exhibit significantly imbalanced…
A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…
Stochastic parametrisations are used in weather and climate models to improve the representation of unpredictable unresolved processes. When compared to a deterministic model, a stochastic model represents `model uncertainty', i.e., sources…
In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…
We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an…
Exact MLE for generalized linear mixed models (GLMMs) is a long-standing problem unsolved until today. The proposed research solves the problem. In this problem, the main difficulty is caused by intractable integrals in the likelihood…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
Accurate energy consumption prediction is crucial for optimizing the operation of electric commercial heavy-duty vehicles, e.g., route planning for charging. Moreover, understanding why certain predictions are cast is paramount for such a…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
Driven many-particle systems with nonlinear interactions are known to often display multi-stability, i.e. depending on the respective initial condition, there may be different outcomes. Here, we study this phenomenon for traffic models,…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…
This study proposes a method for estimating the mechanical parameters of vehicles and bridges and the road unevenness, using only vehicle vibration and position data. In the proposed method, vehicle input and bridge vibration are estimated…
The Holomorphic Embedding Load Flow Method (HELM) has been suggested as an alternative approach to solve load flow problems. However, the current literature does not provide any HELM models that can accurately handle general power networks…
New simulation approaches to evaluating path-dependent options without matrix inversion issues nor Euler bias are evaluated. They employ three main contributions: Stochastic approximation replaces regression in the LSM algorithm; Explicit…
The probabilistic characteristics of daily wind speed are not well captured by simple density functions such as Normal or Weibull distribuions as suggested by the existing literature. The unmodeled uncertainties can cause unknown influences…