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Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

统计理论 · 数学 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…

数值分析 · 数学 2019-07-12 Jared Tanner , Andrew Thompson , Simon Vary

This paper introduces two transfer learning methodologies for estimating nonparametric Bayesian networks under scarce data. We propose two algorithms, a constraint-based structure learning method, called PC-stable-transfer learning…

机器学习 · 计算机科学 2026-04-06 Rafael Sojo , Pedro Larrañaga , Concha Bielza

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

最优化与控制 · 数学 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

High renewable energy penetration into power distribution systems causes a substantial risk of exceeding voltage security limits, which needs to be accurately assessed and properly managed. However, the existing methods usually rely on the…

系统与控制 · 电气工程与系统科学 2024-11-08 Yuanhai Gao , Xiaoyuan Xu , Zheng Yan , Mohammad Shahidehpour , Bo Yang , Xinping Guan

Robust principal component analysis seeks to recover a low-rank matrix from fully observed data with sparse corruptions. A scalable approach fits a low-rank factorization by minimizing the sum of entrywise absolute residuals, leading to a…

最优化与控制 · 数学 2026-01-30 Pinxi Gong , Lexiao Lai , Jianhao Ma

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

统计理论 · 数学 2015-04-06 Chao Gao , Harrison H. Zhou

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

计算机视觉与模式识别 · 计算机科学 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

The increasing penetration of renewable energy along with the variations of the loads bring large uncertainties in the power system states that are threatening the security of power system planning and operation. Facing these challenges,…

系统与控制 · 电气工程与系统科学 2020-04-14 Yijun Xu , Kiran Karra , Lamine Mili , Mert Korkali , Xiao Chen , Zhixiong Hu

Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…

最优化与控制 · 数学 2020-07-07 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

系统与控制 · 电气工程与系统科学 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

计算机视觉与模式识别 · 计算机科学 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…

最优化与控制 · 数学 2022-09-01 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

By presenting an approximated performance-complexity tradeoff (PCT) algorithm,a low-complexity non-binary low density parity check (LDPC) code over q-ary-input symmetric-output channel is designed in this manuscript which converges faster…

信号处理 · 电气工程与系统科学 2020-03-03 Yang Yu , Wen Chen

Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the…

机器学习 · 计算机科学 2023-01-18 Xinyu Chen , Mengying Lei , Nicolas Saunier , Lijun Sun

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

定量方法 · 定量生物学 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

This letter proposes a data-driven sparse polynomial chaos expansion-based surrogate model for the stochastic economic dispatch problem considering uncertainty from wind power. The proposed method can provide accurate estimations for the…

信号处理 · 电气工程与系统科学 2021-09-20 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , Yunhe Hou , François Bouffard

Uncertainty in timing information pertaining to the start time of microphone recordings and sources' emission time pose significant challenges in various applications, such as joint microphones and sources localization. Traditional…

音频与语音处理 · 电气工程与系统科学 2023-07-25 Faxian Cao , Yongqiang Cheng , Adil Mehmood Khan , Zhijing Yang , S. M. Ahsan Kazmiand Yingxiu Chang

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

统计计算 · 统计学 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

In this paper, a link adaptation and untrusted relay assignment (LAURA) framework for efficient and reliable wireless cooperative communications with physical layer security is proposed. Using sharp channel codes in different transmission…

网络与互联网体系结构 · 计算机科学 2012-11-21 Hamid Khodakarami , Farshad Lahouti