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Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

Computation · Statistics 2024-11-08 Umberto Picchini , Massimiliano Tamborrino

This paper introduces a self-supervised learning framework for approximating the Security-Constrained DC Optimal Power Flow (SC-DCOPF) problem using a parametric linear model. The approach preserves the physical structure of the DC-OPF…

Optimization and Control · Mathematics 2026-01-21 Anderson Anrrango , André Quisaguano , Gonzalo E. Constante-Flores , Can Li

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…

Machine Learning · Statistics 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this work, we study the sample average approximation (SAA) of…

Optimization and Control · Mathematics 2025-04-30 Peng Wang , Rujun Jiang , Qingyuan Kong , Laura Balzano

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

It is well-known that measuring the input voltage and current, as the feedforward and feedback terms, are vital for the controller design in the problem of power factor compensation of an AC-DC boost converter. Traditional adaptive…

Systems and Control · Computer Science 2018-07-10 Mehdi Tavan , Kamel Sabahi

Phasor Measurement Units (PMUs) are measurement devices long used in transmission systems and today even more essential for a proper monitoring of distribution grids. The expected massive penetration of distributed energy resources (DERs)…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Carlo Guarnieri Calo\' Carducci , Gianluca Lipari , Nicola Giaquinto , Ferdinanda Ponci , Antonello Monti

Bayesian curve fitting plays an important role in inverse problems, and is often addressed using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm. However, this algorithm can be computationally inefficient without…

Computation · Statistics 2024-02-28 Zhiyao Tian , Anthony Lee , Shunhua Zhou

A spectrum- and energy-efficient system is essential for millimeter wave communication systems that require large antenna arrays with power-demanding ADCs. We propose an ADC bit allocation (BA) algorithm that solves a minimum mean squared…

Information Theory · Computer Science 2017-12-07 Jinseok Choi , Junmo Sung , Brian L. Evans , Alan Gatherer

This paper proposes a novel approach to design analog electronic circuits that implement Model Predictive Control (MPC) policies for dynamical systems described by affine models. Effective approaches to define a reduced-complexity Explicit…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Simone Pirrera , Lorenzo Calogero , Francesco Gabriele , Diego Regruto , Alessandro Rizzo , Gianluca Setti

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

While powerful for generation, Diffusion Probabilistic Models (DPMs) face slow sampling challenges, for which various distillation-based methods have been proposed. However, they typically require significant additional training costs and…

Machine Learning · Computer Science 2025-05-30 Guangyi Wang , Wei Peng , Lijiang Li , Wenyu Chen , Yuren Cai , Songzhi Su

In the last decades, various events have shown that electromechanical oscillations are a major concern for large interconnected Alternative Current (AC) power systems. DC segmentation - a method that consist in turning large AC grids into a…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Mathieu Robin , Javier Renedo , Juan Carlos Gonzalez-Torres , Aurelio Garcia-Cerrada , Abdelkrim Benchaib , Pablo Garcia-Gonzalez

This paper explores the novel concept of damping controller coordination, which aims to minimize the Total Action metric by identifying an optimal switching combination (on/off) of these controllers. The metric is rooted in power system…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Francisco Zelaya-Arrazabal , Hector Pulgar-Painemal , Jingzi Liu , Horacio Silva-Saravia , Fangxing Li

In this contribution, it is proposes to limit the quantization search space of a successive approximation analog-to-digital converter through an analytic derivation of maximum possible sample-to-sample variation. The presented example…

Signal Processing · Electrical Eng. & Systems 2019-05-30 Mehdi Safarpour , Reza Inanlou , Olli Silven , Timo Rahkonen , Omid Shoaei

We present a general problem formulation for optimal parameter estimation based on quantized observations, with application to antenna array communication and processing (channel estimation, time-of-arrival (TOA) and direction-of-arrival…

Information Theory · Computer Science 2010-10-28 Amine Mezghani , Felix Antreich , Josef A. Nossek

A general methodology is presented for the construction and effective use of control variates for reversible MCMC samplers. The values of the coefficients of the optimal linear combination of the control variates are computed, and adaptive,…

Computation · Statistics 2010-05-05 Ioannis Kontoyiannis , Petros Dellaportas

The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

Computation · Statistics 2025-09-30 Sarra Abaoubida , Mylène Bédard , Florian Maire

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Computation · Statistics 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr