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In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on criteria evaluating the quality of the proposed particles. The choice of the proposal distribution…

Computation · Statistics 2008-08-25 Julien Cornebise , Eric Moulines , Jimmy Olsson

Neural Network (Deep Learning) is a modern model in Artificial Intelligence and it has been exploited in Survival Analysis. Although several improvements have been shown by previous works, training an excellent deep learning model requires…

Machine Learning · Statistics 2023-04-14 Li Liu , Xiangeng Fang , Di Wang , Weijing Tang , Kevin He

In this paper, we introduce a novel resource allocation approach for integrated sensing-communication (ISAC) using the Kullback-Leibler divergence (KLD) metric. Specifically, we consider a base-station with limited power and antenna…

Signal Processing · Electrical Eng. & Systems 2025-03-04 Yousef Kloob , Mohammad Al-Jarrah , Emad Alsusa , Christos Masouros

This paper illustrates novel methods for nonstationary time series modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences are derived by combining sequential…

Applications · Statistics 2010-11-03 Fabio Rigat , Jim Q. Smith

Differentiable annealed importance sampling (DAIS), proposed by Geffner & Domke (2021) and Zhang et al. (2021), allows optimizing over the initial distribution of AIS. In this paper, we show that, in the limit of many transitions, DAIS…

Machine Learning · Statistics 2024-08-12 Johannes Zenn , Robert Bamler

We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…

Computation · Statistics 2023-10-06 Ameer Dharamshi , Vivian Ngo , Jeffrey S. Rosenthal

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…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Jingwei Dong , Yucheng Liao , Haiwei Xie , Jochen Cremer , Peyman Mohajerin Esfahani

This paper proposes a transient stability-driven planning framework for the optimal sizing problem of resilient AC/DC hybrid microgrids (HMGs) under different types of contingencies, capturing frequency and voltage stability requirements as…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Yi Wang , Goran Strbac

We address the problem of detecting a change in the distribution of a high-dimensional multivariate normal time series. Assuming that the post-change parameters are unknown and estimated using a window of historical data, we extend the…

Signal Processing · Electrical Eng. & Systems 2025-02-12 Robert Malinas , Dogyoon Song , Benjamin D. Robinson , Alfred O. Hero

Identifying faulty lines and their accurate location is key for rapidly restoring distribution systems. This will become a greater challenge as the penetration of power electronics increases, and contingencies are seen across larger areas.…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Vaibhav Nougain , Sukumar Mishra , Joan-Marc Rodriguez-Bernuz , Adria Junyent-Ferre , Aditya Shekhar , Aleksandra Lekic

Voltage stability is a critical feature of an efficiently operating power distribution system such as a DC islanded microgrid. Large-scale autonomous power systems can be defined by heterogeneous elements, uncertainty and changing…

Systems and Control · Computer Science 2018-03-21 Daniel O'Keeffe , Stefano Riverso , Laura Albiol-Tendillo , Gordon Lightbody

In the loss function of Variational Autoencoders there is a well known tension between two components: the reconstruction loss, improving the quality of the resulting images, and the Kullback-Leibler divergence, acting as a regularizer of…

Neural and Evolutionary Computing · Computer Science 2020-02-19 Andrea Asperti , Matteo Trentin

We introduce a low-cost every-$K$-step correction for one-dimensional Euler computations. The correction uses differentiated Riemann variables (DRVs) -- characteristic derivatives that isolate the left acoustic wave, the contact, and the…

Computational Physics · Physics 2026-03-24 Steve Shkoller

Statistical distances (SDs), which quantify the dissimilarity between probability distributions, are central to machine learning and statistics. A modern method for estimating such distances from data relies on parametrizing a variational…

Statistics Theory · Mathematics 2021-03-18 Sreejith Sreekumar , Zhengxin Zhang , Ziv Goldfeld

Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…

Machine Learning · Statistics 2022-07-28 Mingxuan Yi , Song Liu

This paper deals with the design of a model-based rapid fault detection and isolation strategy using sliding mode observers. To address this problem, a new scheme is proposed by adaptively combining the information provided by a bank of…

Optimization and Control · Mathematics 2019-04-25 Mehran Shakarami , Kasra Esfandiari , Amir Aboulfazl Suratgar , Heidar Ali Talebi

Superimposed sequence quantities have been relied on for years to provide pure fault components for various applications in protection schemes. In more recent times, they have been employed in various solutions to the challenges introduced…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Kwasi Opoku , Subash Pokharel , Aleksandar Dimitrovski

The book is structured into four main chapters. Chapter 1 introduces the foundational concepts of divergence measures, including the well-known Kullback-Leibler divergence and its limitations. It then presents a detailed exploration of…

Methodology · Statistics 2024-09-04 Shinto Eguchi

Robust control and maintenance of the grid relies on accurate data. Both PMUs and state estimators are prone to false data injection attacks. Thus, it is crucial to have a mechanism for fast and accurate detection of an agent maliciously…

Machine Learning · Computer Science 2014-03-10 Hanie Sedghi , Edmond Jonckheere

Detecting the High impedance fault (HIF) in distribution systems plays an important role in power utilization safety. However, many HIFs are challenging to be identified due to their low currents and diverse characteristics. In particular,…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Mingjie Wei , Weisheng Liu , Hengxu Zhang , Fang Shi , Weijiang Chen