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Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a…
Weak signal identification and inference are very important in the area of penalized model selection, yet they are under-developed and not well-studied. Existing inference procedures for penalized estimators are mainly focused on strong…
Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…
Anomaly detection when observing a large number of data streams is essential in a variety of applications, ranging from epidemiological studies to monitoring of complex systems. High-dimensional scenarios are usually tackled with…
Fault detection and diagnosis of electrical motors are of utmost importance in ensuring the safe and reliable operation of several industrial systems. Detection and diagnosis of faults at the incipient stage allows corrective actions to be…
This paper presents a data-driven receding horizon fault estimation method for additive actuator and sensor faults in unknown linear time-invariant systems, with enhanced robustness to stochastic identification errors. State-of-the-art…
In a multiple testing framework, we propose a method that identifies the interval with the highest estimated false discovery rate of P-values and rejects the corresponding null hypotheses. Unlike the Benjamini-Hochberg method, which does…
Future power grids are fundamentally different from current ones, both in size and in complexity; this trend imposes challenges for situation awareness (SA) based on classical indicators, which are usually model-based and deterministic. As…
The ability to detect when a system undergoes an incipient fault is of paramount importance in preventing a critical failure. Classic methods for fault detection (including model-based and data-driven approaches) rely on thresholding error…
This paper considers the problem of simultaneous sensor fault detection, isolation, and networked estimation of linear full-rank dynamical systems. The proposed networked estimation is a variant of single time-scale protocol and is based on…
In engineering, models are often used to represent the behavior of a system. Estimators are then needed to approximate the values of the model's parameters based on observations. This approximation implies a difference between the values…
Although much progress has been made in classification with high-dimensional features \citep{Fan_Fan:2008, JGuo:2010, CaiSun:2014, PRXu:2014}, classification with ultrahigh-dimensional features, wherein the features much outnumber the…
Over the last years, machine learning techniques have been applied to more and more application domains, including software engineering and, especially, software quality assurance. Important application domains have been, e.g., software…
In this article, we propose a tractable nonlinear fault isolation filter along with explicit performance bounds for a class of nonlinear dynamical systems. We consider the presence of additive and multiplicative faults, occurring…
The problem of imbalance detection in a three-phase power system using a phasor measurement unit (PMU) is considered. A general model for the zero, positive, and negative sequences from a PMU measurement at off-nominal frequencies is…
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…
Ground fault detection in inverter-based microgrid (IBM) systems is challenging, particularly in a real-time setting, as the fault current deviates slightly from the nominal value. This difficulty is reinforced when there are partially…
We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…
The monitoring of rotating machinery is an essential task in today's production processes. Currently, several machine learning and deep learning-based modules have achieved excellent results in fault detection and diagnosis. Nevertheless,…
As machine-learning (ML) based systems for malware detection become more prevalent, it becomes necessary to quantify the benefits compared to the more traditional anti-virus (AV) systems widely used today. It is not practical to build an…