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Vine copulas are pair-copula constructions enabling multivariate dependence modeling in terms of bivariate building blocks. One of the main tasks of fitting a vine copula is the selection of a suitable tree structure. For this the prevalent…

统计方法学 · 统计学 2017-03-16 Daniel Kraus , Claudia Czado

A vine copula model is a flexible high-dimensional dependence model which uses only bivariate building blocks. However, the number of possible configurations of a vine copula grows exponentially as the number of variables increases, making…

机器学习 · 计算机科学 2018-12-05 Yi Sun , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

Forecasts and future beliefs play a critical role in the harvest labor hiring planning, especially when errors in them entails fixing previous made decisions, which can carry extra costs or losses. In this article, we study the effect that…

最优化与控制 · 数学 2024-05-31 Alejandro Milani , Alejandro Mac Cawley

Nonlinear constrained optimization problems are encountered in many scientific fields. To utilize the huge calculation power of current computers, many mathematic models are also rebuilt as optimization problems. Most of them have…

最优化与控制 · 数学 2011-10-03 Wei Zhang , Xudong Shi , Liwen Wang

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…

系统与控制 · 电气工程与系统科学 2019-11-22 Zeji Yi , Zhefeng Cao , Evangelos Theodorou , Yongxin Chen

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

最优化与控制 · 数学 2017-12-07 Ganzhao Yuan , Bernard Ghanem

This study investigates two models of varying complexity for optimizing intraday arbitrage energy trading of a battery energy storage system using a model predictive control approach. Scenarios reflecting different stages of the system's…

系统与控制 · 电气工程与系统科学 2025-06-23 Martin Cornejo , Melina Graner , Holger Hesse , Andreas Jossen

AI-driven design problems, such as DNA/protein sequence design, are commonly tackled from two angles: generative modeling, which efficiently captures the feasible design space (e.g., natural images or biological sequences), and model-based…

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

数值分析 · 数学 2023-05-16 Gerhard Kirsten , Luca Saluzzi

This paper studies binary linear programming problems in the presence of uncertainties that may cause solution values to change during implementation. This type of uncertainty, termed implementation uncertainty, is modeled explicitly…

最优化与控制 · 数学 2021-09-29 Jose E. Ramirez-Calderon , V. Jorge Leon

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

最优化与控制 · 数学 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton

This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…

系统与控制 · 计算机科学 2017-09-20 Marco M. Nicotra , Dominic Liao-McPherson , Ilya V. Kolmanovsky

This paper proposes a new equivalent circuit model for rechargeable batteries by modifying a double-capacitor model proposed in [1]. It is known that the original model can address the rate capacity effect and energy recovery effect…

系统与控制 · 电气工程与系统科学 2024-09-23 Ning Tian , Huazhen Fang , Jian Chen , Yebin Wang

In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…

统计方法学 · 统计学 2023-03-13 Solt Kovács , Housen Li , Peter Bühlmann , Axel Munk

Agricultural applications such as yield prediction, precision agriculture and automated harvesting need systems able to infer the crop state from low-cost sensing devices. Proximal sensing using affordable cameras combined with computer…

计算机视觉与模式识别 · 计算机科学 2020-02-10 Thiago T. Santos , Leonardo L. de Souza , Andreza A. dos Santos , Sandra Avila

As global demand for efficiency in agriculture rises, there is a growing interest in high-precision farming practices. Particularly greenhouses play a critical role in ensuring a year-round supply of fresh produce. In order to maximize…

Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a…

统计理论 · 数学 2019-06-12 Abhishek Kaul , Venkata K Jandhyala , Stergios B Fotopoulos

We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…

统计方法学 · 统计学 2019-11-05 Alexander Kreuzer , Claudia Czado

Early detection of vine disease is important to avoid spread of virus or fungi. Disease propagation can lead to a huge loss of grape production and disastrous economic consequences, therefore the problem represents a challenge for the…

图像与视频处理 · 电气工程与系统科学 2020-10-13 Mohamed Kerkech , Adel Hafiane , Raphael Canals

We develop an algorithm that combines model-based and model-free methods for solving a nonlinear optimal control problem with a quadratic cost in which the system model is given by a linear state-space model with a small additive nonlinear…

最优化与控制 · 数学 2022-03-23 Yansong Li , Shuo Han