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With increasing concerns of climate change, renewable resources such as photovoltaic (PV) have gained popularity as a means of energy generation. The smooth integration of such resources in power system operations is enabled by accurate…

Applications · Statistics 2021-03-30 Fatemeh Najibi , Dimitra Apostolopoulou , Eduardo Alonso

China has made great achievements in electric power industry during the long-term deepening of reform and opening up. However, the complex regional economic, social and natural conditions, electricity resources are not evenly distributed,…

Machine Learning · Statistics 2021-03-02 Xingcai Zhou , Jiangyan Wang

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

We discuss stochastic modeling of volatility persistence and anti-correlations in electricity spot prices, and for this purpose we present two mean-reverting versions of the multifractal random walk (MRW). In the first model the…

Statistical Finance · Quantitative Finance 2015-06-04 Martin Rypdal , Ola Løvsletten

Gaussian Process Regression (GPR) is a powerful and elegant method for learning complex functions from noisy data with a wide range of applications, including in safety-critical domains. Such applications have two key features: (i) they…

Machine Learning · Computer Science 2024-12-23 Robert Reed , Luca Laurenti , Morteza Lahijanian

Vibrational properties of molecular crystals are constantly used as structural fingerprints, in order to identify both the chemical nature and the structural arrangement of molecules. The simulation of these properties is typically very…

Computational Physics · Physics 2019-10-09 Nathaniel Raimbault , Andrea Grisafi , Michele Ceriotti , Mariana Rossi

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

Nuclear masses are machine-learned as a function of proton and neutron numbers. The neural network with additive Gaussian process regression-optimized activation functions (GPR-NN) method is employed for the first time for this purpose.…

Nuclear Theory · Physics 2025-09-11 H. X. Liu , S. Manzhos , X. H. Wu

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou

Gaussian process regression (GPR) model is well-known to be susceptible to outliers. Robust process regression models based on t-process or other heavy-tailed processes have been developed to address the problem. However, due to the nature…

Methodology · Statistics 2017-07-10 Wang Zhanfeng , Noh Maengseok , Lee Youngjo , Shi Jianqing

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

The accurate prediction of the two-phase heat transfer coefficient (HTC) as a function of working fluids, channel geometries and process conditions is key to the optimal design and operation of compact heat exchangers. Advances in…

Fluid Dynamics · Physics 2023-05-31 Tullio Traverso , Francesco Coletti , Luca Magri , Tassos G. Karayiannis , Omar K. Matar

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Mat\'ern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to…

Machine Learning · Computer Science 2024-05-01 Shahin Mirshekari , Mohammadreza Moradi , Hossein Jafari , Mehdi Jafari , Mohammad Ensaf

Feed-forward neural networks (NN) are a staple machine learning method widely used in many areas of science and technology. While even a single-hidden layer NN is a universal approximator, its expressive power is limited by the use of…

Machine Learning · Statistics 2023-09-28 Sergei Manzhos , Manabu Ihara

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…

Quantum Physics · Physics 2024-03-14 Patrick Egenlauf , Patric Rommel , Jörg Main