English
Related papers

Related papers: Gaussian Process Learning-based Probabilistic Opti…

200 papers

Chance-constrained programming (CCP) is a promising approach to handle uncertainties in optimal power flow (OPF). However, conventional CCP usually assumes that uncertainties follow Gaussian distributions, which may not match reality. A few…

Optimization and Control · Mathematics 2022-01-26 Ge Chen , Hongcai Zhang , Yonghua Song

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Rebecca Bauer , Tillmann Mühlpfordt , Nicole Ludwig , Veit Hagenmeyer

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

To figure out the stability issues brought by renewable energy sources (RES) with non-Gaussian uncertainties in isolated microgrids, this paper proposes a chance constrained stability constrained optimal power flow (CC-SC-OPF) model.…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Jun Wang , Yue Song , David John Hill , Yunhe Hou , Feilong Fan

This paper proposes a distributionally robust optimal power flow (OPF) model for transmission grids with wind power generation. The model uses the conditional value-at-risk (CVaR) constraints to control the reserve and branch flow limit…

Systems and Control · Electrical Eng. & Systems 2021-10-27 Lei You , Hui Ma , Tapan Kumar Saha , Gang Liu

While most power system small-signal stability assessments rely on the reduced Jacobian, which depends non-linearly on the states, uncertain operating points introduce nontrivial hurdles in certifying the system's stability. In this paper,…

Systems and Control · Electrical Eng. & Systems 2019-10-04 Parikshit Pareek , Hung D. Nguyen

The theoretical investigation of gas adsorption, storage, separation, diffusion and related transport processes in porous materials relies on a detailed knowledge of the potential energy surface of molecules in a stationary environment. In…

Chemical Physics · Physics 2025-01-30 Johannes K. Krondorfer , Christian W. Binder , Andreas W. Hauser

Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…

Statistics Theory · Mathematics 2021-07-13 Ruda Zhang , Simon Mak , David Dunson

The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…

Machine Learning · Computer Science 2023-04-07 Zhid Lin , Feng Yin , Juan Maroñas

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process…

Machine Learning · Computer Science 2022-11-03 Jonathan Sadeghi , Romain Mueller , John Redford

In recent years, there has been a huge trend to penetrate renewable energy sources into energy networks. However, these sources introduce uncertain power generation depending on environmental conditions. Therefore, finding 'optimal' and…

Optimization and Control · Mathematics 2019-02-26 Erfan Mohagheghi , Abebe Geletu , Nils Bremser , Mansour Alramlawi , Aouss Gabash , Pu Li

Fast inverter control is a desideratum towards the smoother integration of renewables. Adjusting inverter injection setpoints for distributed energy resources can be an effective grid control mechanism. However, finding such setpoints…

Signal Processing · Electrical Eng. & Systems 2022-11-01 Mana Jalali , Manish K. Singh , Vassilis Kekatos , Georgios B. Giannakis , Chen-Ching Liu

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

This paper proposes an active learning-based Gaussian process (AL-GP) metamodelling method to estimate the cumulative as well as complementary cumulative distribution function (CDF/CCDF) for forward uncertainty quantification (UQ) problems.…

Machine Learning · Statistics 2019-08-28 Ziqi Wang , Marco Broccardo

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

Data Analysis, Statistics and Probability · Physics 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò