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Evaluating resilience in electric distribution systems under severe weather requires models that can connect network topology, hazard simulation, fragility modeling, restoration assumptions, repair strategy, and downstream consequences.…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Xuesong Wang , Caisheng Wang , Carol Miller , Amir Shahin Kamjou , John Norton

We propose two scenario-based optimization models for power grid resilience decision making that integrate output from a hydrology model with a power flow model. The models are used to identify an optimal substation hardening strategy…

Optimization and Control · Mathematics 2023-02-22 Ashutosh Shukla , Erhan Kutanoglu , John J. Hasenbein

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

This paper provides an introductory overview of how one may employ importance sampling effectively as a tool for solving stochastic optimization formulations incorporating tail risk measures such as Conditional Value-at-Risk. Approximating…

Risk Management · Quantitative Finance 2023-07-11 Anand Deo , Karthyek Murthy

We develop a probabilistic framework for joint simulation of short-term electricity generation from renewable assets. In this paper we describe a method for producing hourly day-ahead scenarios of generated power at grid-scale across…

Statistical Finance · Quantitative Finance 2022-05-11 Mike Ludkovski , Glen Swindle , Eric Grannan

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…

Machine Learning · Computer Science 2023-07-05 Kohei Tsuchiyama , André Röhm , Takatomo Mihana , Ryoichi Horisaki , Makoto Naruse

Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…

Probability · Mathematics 2018-03-28 Carsten Hartmann , Christof Schütte , Marcus Weber , Wei Zhang

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Machine Learning · Computer Science 2021-03-26 Jože M. Rožanec , Dunja Mladenić

The current landscape in time-series forecasting is dominated by Transformer-based models. Their high parameter count and corresponding demand in computational resources pose a challenge to real-world deployment, especially for commercial…

Machine Learning · Computer Science 2024-12-18 Nicholas Kiefer , Arvid Weyrauch , Muhammed Öz , Achim Streit , Markus Götz , Charlotte Debus

Energy system models involve various input data sets representing the generation, consumption and transport infrastructure of electricity. Especially energy system models with a focus on the transmission grid require time series of…

The frequency of disruptive and newly emerging threats (e.g. man-made attacks--cyber and physical attacks; extreme natural events--hurricanes, earthquakes, and floods) has escalated dramatically in the last decade. Impacts of these events…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Narayan Bhusal , Mukesh Gautam , Michael Abdelmalak , Mohammed Benidris

Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…

Machine Learning · Statistics 2025-05-20 Yan Chen , Jose Blanchet , Krzysztof Dembczynski , Laura Fee Nern , Aaron Flores

In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be prohibitively inefficient. To address this issue, importance…

Methodology · Statistics 2021-02-23 Shengyi He , Guangxin Jiang , Henry Lam , Michael C. Fu

Accurate predictions of when a component will fail are crucial when planning maintenance, and by modeling the distribution of these failure times, survival models have shown to be particularly useful in this context. The presented…

Machine Learning · Computer Science 2024-03-28 Olov Holmer , Mattias Krysander , Erik Frisk

In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the…

Optimization and Control · Mathematics 2019-09-20 Joshua Comden , Marcello Colombino , Andrey Bernstein , Zhenhua Liu

Phase balancing is essential to safe power system operation. We consider a substation connected to multiple phases, each with single-phase loads, generation, and energy storage. A representative of the substation operates the system and…

Optimization and Control · Mathematics 2015-11-30 Sun Sun , Ben Liang , Min Dong , Joshua A. Taylor

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl