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Many applications, including climate-model analysis and stochastic weather generators, require learning or emulating the distribution of a high-dimensional and non-Gaussian spatial field based on relatively few training samples. To address…

Computation · Statistics 2025-02-04 Anirban Chakraborty , Matthias Katzfuss

This paper compares the continuum evolution for density equation modelling and the Gaussian mixture model on the 2D phase space long-term density propagation problem in the context of high-altitude and high area-to-mass ratio satellite…

Numerical Analysis · Mathematics 2022-05-09 Pan Sun , Camilla Colombo , Mirko Trisolini , Shuang Li

We study a smart grid with wind power and battery storage. Traditionally, day-ahead planning aims to balance demand and wind power, yet actual wind conditions often deviate from forecasts. Short-term flexibility in storage and generation…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Arnd Hartmanns , Nils Jansen , Marnix Suilen

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is…

Applications · Statistics 2017-04-26 Amanda Lenzi , Ingelin Steinsland , Pierre Pinson

We study the problem of detecting and localizing multiple changes in the mean parameter of a Banach space-valued time series. The goal is to construct a collection of narrow confidence intervals, each containing at least one (or exactly…

Statistics Theory · Mathematics 2025-11-11 Tim Kutta , Holger Dette , Shixuan Wang

Precise coordinated planning over a forward time window enables safe and highly efficient motion when many robots must work together in tight spaces, but this would normally require centralised control of all devices which is difficult to…

Robotics · Computer Science 2023-01-27 Aalok Patwardhan , Riku Murai , Andrew J. Davison

High-breakdown-point estimators of multivariate location and shape matrices, such as the MM-estimator with smooth hard rejection and the Rocke S-estimator, are generally designed to have high efficiency at the Gaussian distribution.…

Statistics Theory · Mathematics 2023-05-16 Justin A. Fishbone , Lamine Mili

We develop a factor analysis for mixed continuous and binary observed variables. To this end, we utilized a recently developed multivariate probability distribution for mixed-type random variables, the Gaussian-Grassmann distribution. In…

Methodology · Statistics 2025-12-12 Takashi Arai

Stochastic weather generators (SWGs) are digital twins of complex weather processes and widely used in agriculture and urban design. Due to improved measuring instruments, an accurate SWG for high-frequency precipitation is now possible.…

Applications · Statistics 2020-03-12 Yuxiao Li , Ying Sun

We consider the problem of short-term forecasting of surface wind speed probability distribution. Our approach consists in predicting the parameters of a given probability density function by training a neural network model whose loss…

Atmospheric and Oceanic Physics · Physics 2024-02-16 Roberta Baggio , Jean-François Muzy

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

Large eddy simulations of wind farms are performed to study the effects of wind turbine row alignment with respect to the incoming flow direction. Various wind farms with fixed stream-wise spacing (7.85 rotor diameters) and varying lateral…

Fluid Dynamics · Physics 2014-05-06 Richard J. A. M. Stevens , Dennice F. Gayme , Charles Meneveau

This study proposes a novel method for forecasting a scalar variable based on high-dimensional predictors that is applicable to various data distributions. In the literature, one of the popular approaches for forecasting with many…

Methodology · Statistics 2024-02-28 Seeun Park , Hee-Seok Oh , Yaeji Lim

We consider modeling of angular or directional data viewed as a linear variable wrapped onto a unit circle. In particular, we focus on the spatio-temporal context, motivated by a collection of wave directions obtained as computer model…

Methodology · Statistics 2017-04-18 Gianluca Mastrantonio , Giovanna Jona Lasinio , Alan E. Gelfand

We propose a clustering method, funWeightClustSkew, based on mixtures of functional linear regression models and three skewed multivariate distributions: the variance-gamma distribution, the skew-t distribution, and the normal-inverse…

Methodology · Statistics 2025-04-18 Cristina Anton , Roy Shivam Ram Shreshtth

We present an efficient method for evaluating random phase errors in phase shifters within photonic integrated circuits, avoiding the computational cost of traditional Monte Carlo simulations. By modeling spatially correlated manufacturing…

Optics · Physics 2025-04-09 Zijian Zhang

We propose an efficient way to sample from a class of structured multivariate Gaussian distributions which routinely arise as conditional posteriors of model parameters that are assigned a conditionally Gaussian prior. The proposed…

Computation · Statistics 2016-06-28 Anirban Bhattacharya , Antik Chakraborty , Bani K. Mallick

Intermittency in fluid turbulence can be emphasized through the analysis of Probability Distribution Functions (PDF) for velocity fluctuations, which display a strong non-gaussian behavior at small scales. Castaing et al. (1990) have…

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