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Heat diffusion processes have found wide applications in modelling dynamical systems over graphs. In this paper, we consider the recovery of a $k$-bandlimited graph signal that is an initial signal of a heat diffusion process from its…

Information Theory · Computer Science 2021-10-05 Longxiu Huang , Deanna Needell , Sui Tang

Resilience is becoming crucial for future wireless networks, which must withstand, adapt to, and recover from rare but potentially cascading disruptions. This paper develops a sequential Monte Carlo (SMC) simulation framework for such…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Onel L. A. López , Amirhossein Azarbahram

Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…

Machine Learning · Computer Science 2024-01-10 Tim Huisman , Jacobus G. M. van der Linden , Emir Demirović

The problem of identifying models of post-disaster reconstruction is an issue that has been dealt with in depth in a number of works, mostly dedicated to individual cases or to the comparison of models. There are also a number of works that…

Physics and Society · Physics 2022-01-12 Mattia Bertin , Jacopo Galli , Francesco Rossi

Large-scale power failures are induced by nearly all natural disasters from hurricanes to wild fires. A fundamental problem is whether and how recovery guided by government policies is able to meet the challenge of a wide range of…

Computational Engineering, Finance, and Science · Computer Science 2021-01-01 Amir Hossein Afsharinejad , Chuanyi Ji , Robert Wilcox

This paper presents a hierarchical Bayesian approach to the estimation of components' reliability (survival) using a Weibull model for each of them. The proposed method can be used to estimation with general survival censored data, because…

Methodology · Statistics 2014-07-17 Felipe L. Bhering , Carlos A. de B. Pereira , Adriano Polpo

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

Despite recognition of the relationship between infrastructure resilience and community recovery, very limited empirical evidence exists regarding the extent to which the disruptions in and restoration of infrastructure services contribute…

Data Analysis, Statistics and Probability · Physics 2023-09-20 Chia-Wei Hsu , Ali Mostafavi

This paper proposes a gamma process for modelling the damage that accumulates over time in the lumber used in structural engineering applications when stress is applied. The model separates the stochastic processes representing features…

Applications · Statistics 2017-08-25 Samuel W. K. Wong , James V. Zidek

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…

Optimization and Control · Mathematics 2015-08-26 Line Roald , Frauke Oldewurtel , Bart Van Parys , Göran Andersson

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

This paper addresses the distributed optimal frequency control of power systems considering a network-preserving model with nonlinear power flows and excitation voltage dynamics. Salient features of the proposed distributed control strategy…

Systems and Control · Computer Science 2018-02-14 Zhaojian Wang , Feng Liu , John Z. F. Pang , Steven Low , Shengwei Mei

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

Multiagent Systems · Computer Science 2020-03-17 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

The work is devoted to the analysis of the Resampling method proposed by A. Andronov and to the analysis of the Resampling method application possibility to the estimation and simulation of the calculation and logical systems reliability.…

Applications · Statistics 2013-04-25 Maxim Fioshin

In this paper, we consider several efficient data structures for the problem of sampling from a dynamically changing discrete probability distribution, where some prior information is known on the distribution of the rates, in particular…

Computational Engineering, Finance, and Science · Computer Science 2021-10-13 Federico D'Ambrosio , Hans L. Bodlaender , Gerard T. Barkema

In the electric system, extreme weather events can cause trips or physical damage to transmission lines, leading to large-scale load shedding. To mitigate power shedding, we propose a framework that pre-positions the commitment of…

Optimization and Control · Mathematics 2026-04-07 Yongzheng Dai , Antonio J. Conejo , Feng Qiu

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…

Optimization and Control · Mathematics 2025-07-30 Charles Dapogny , Julien Prando , Boris Thibert
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