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Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

Statistical Finance · Quantitative Finance 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

A multivariate density forecast model based on deep learning is designed in this paper to forecast the joint cumulative distribution functions (JCDFs) of multiple security margins in power systems. Differing from existing multivariate…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Zichao Meng , Ye Guo , Wenjun Tang , Hongbin Sun , Wenqi Huang

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

This paper considers the problem of Bayesian transfer learning-based knowledge fusion between linear state-space processes driven by uniform state and observation noise processes. The target task conditions on probabilistic state…

Machine Learning · Computer Science 2021-09-23 Lenka Kuklišová Pavelková , Ladislav Jirsa , Anthony Quinn

Probabilistic vehicle trajectory prediction is essential for robust safety of autonomous driving. Current methods for long-term trajectory prediction cannot guarantee the physical feasibility of predicted distribution. Moreover, their…

Machine Learning · Computer Science 2019-11-13 Chen Tang , Jianyu Chen , Masayoshi Tomizuka

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…

Machine Learning · Statistics 2018-02-15 Brian L Trippe , Richard E Turner

Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent…

Signal Processing · Electrical Eng. & Systems 2022-05-17 Haris Mansoor , Sarwan Ali , Imdadullah Khan , Naveed Arshad , Muhammad Asad Khan , Safiullah Faizullah

This paper aims at the problem of link pattern prediction in collections of objects connected by multiple relation types, where each type may play a distinct role. While common link analysis models are limited to single-type link…

Social and Information Networks · Computer Science 2012-04-13 Sheng Gao , Ludovic Denoyer , Patrick Gallinari

Federated Learning (FL) involves training a model over a dataset distributed among clients, with the constraint that each client's dataset is localized and possibly heterogeneous. In FL, small and noisy datasets are common, highlighting the…

Machine Learning · Computer Science 2024-01-11 Mohsin Hasan , Guojun Zhang , Kaiyang Guo , Xi Chen , Pascal Poupart

The high penetration of volatile renewable energy sources such as solar make methods for coping with the uncertainty associated with them of paramount importance. Probabilistic forecasts are an example of these methods, as they assist…

Machine Learning · Computer Science 2021-01-21 Vinayak Sharma , Jorge Angel Gonzalez Ordiano , Ralf Mikut , Umit Cali

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

Machine Learning · Computer Science 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk

The objective of this paper is to improve the accuracy and robustness of optimal power flow (OPF) formulations for distribution systems modeled down to the low-voltage point of connection of individual buildings. An approach for addressing…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Dakota Hamilton , Loraine Navarro , Dionysios Aliprantis

Bayesian Federated Learning (FL) has been recently introduced to provide well-calibrated Machine Learning (ML) models quantifying the uncertainty of their predictions. Despite their advantages compared to frequentist FL setups, Bayesian FL…

Machine Learning · Computer Science 2024-05-12 Luca Barbieri , Stefano Savazzi , Monica Nicoli

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

Probabilistic load forecasting is widely studied and underpins power system planning, operation, and risk-aware decision making. Deep learning forecasters have shown strong ability to capture complex temporal and contextual patterns,…

Machine Learning · Computer Science 2025-11-25 Haoran Li , Zhe Cheng , Muhao Guo , Yang Weng , Yannan Sun , Victor Tran , John Chainaranont