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Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

Optimization and Control · Mathematics 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

Wind energy is becoming an increasingly crucial component of a sustainable grid, but its inherent variability and limited predictability present challenges for grid operators. The energy sector needs novel forecasting techniques that can…

Applications · Statistics 2023-12-05 Zheng Dong , Hanyu Zhang , Shixiang Zhu , Yao Xie , Pascal Van Hentenryck

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…

Applications · Statistics 2020-11-17 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

We provide a condition monitoring system for wind farms, based on normal behaviour modelling using a probabilistic multi-layer perceptron with transfer learning via fine-tuning. The model predicts the output power of the wind turbine under…

Machine Learning · Computer Science 2025-11-10 Filippo Fiocchi , Domna Ladopoulou , Petros Dellaportas

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…

Machine Learning · Computer Science 2022-07-22 Alexandre Capone , Armin Lederer , Sandra Hirche

We present two methods for bounding the probabilities of benefit and harm under unmeasured confounding. The first method computes the (upper or lower) bound of either probability as a function of the observed data distribution and two…

Methodology · Statistics 2023-08-08 Jose M. Peña

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

This paper presents a method for probabilistic wind power forecasting that quantifies and integrates uncertainties from weather forecasts and weather-to-power conversion. By addressing both uncertainty sources, the method achieves…

Applications · Statistics 2025-02-18 Gabriel Dantas , Jethro Browell

Accurately simulating coupled physical processes under uncertainty is essential for reliable modeling and design in performance-critical applications such as combustion systems. Ablative heat shield design, as a specific example of this…

Computational Physics · Physics 2025-10-07 Diba Behnoudfar , Kyle E. Niemeyer

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

Methodology · Statistics 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Rui Dai , Giulio Evangelisti , Sandra Hirche

Gaussian process (GP) regression is widely used for uncertainty quantification, yet the standard formulation assumes noise-free covariates. When inputs are measured with error, this errors-in-variables (EIV) setting can lead to…

Methodology · Statistics 2026-03-19 Hengrui Luo , Xiaoye S. Li , Yang Liu , Marcus Noack , Ji Qiang , Mark D. Risser

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

Many real world models can be characterized as weak, meaning that there is significant uncertainty in both the data input and inferences. This lack of determinism makes it especially difficult for users of computer decision aids to…

Artificial Intelligence · Computer Science 2013-04-10 Holly B. Jimison

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

In this paper, a model predictive control scheme for wind farms is presented. Our approach considers wake dynamics including their influence on local wind conditions and allows to track a given power reference. In detail, a Gaussian wake…

Systems and Control · Electrical Eng. & Systems 2024-05-22 Arnold Sterle , Christian A. Hans , Jörg Raisch

Machine learning models (e.g., neural networks) achieve high accuracy in wind power forecasting, but they are usually regarded as black boxes that lack interpretability. To address this issue, the paper proposes a glass-box approach that…

Machine Learning · Computer Science 2024-02-27 Wenlong Liao , Fernando Porte-Agel , Jiannong Fang , Birgitte Bak-Jensen , Guangchun Ruan , Zhe Yang

Because of the global need to increase power production from renewable energy resources, developments in the online monitoring of the associated infrastructure is of interest to reduce operation and maintenance costs. However, challenges…

Machine Learning · Computer Science 2025-10-29 Simon M. Brealy , Lawrence A. Bull , Pauline Beltrando , Anders Sommer , Nikolaos Dervilis , Keith Worden