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The large-scale integration of intermittent renewable energy has brought serious challenges to the frequency security of power systems. In this paper, a novel nonparametric stochastic analysis method of system dynamic frequency is proposed…

系统与控制 · 电气工程与系统科学 2023-12-19 Can Wan , Yupeng Ren , Ping Ju

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

机器学习 · 统计学 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

系统与控制 · 电气工程与系统科学 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

统计方法学 · 统计学 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Unitary coupled cluster (UCC), originally developed as a variational alternative to the popular traditional coupled cluster method, has seen a resurgence as a functional form for use on quantum computers. However, the number of excitors…

化学物理 · 物理学 2021-01-07 Maria-Andreea Filip , Alex J. W. Thom

Studying the impact of systematic effects, optimizing survey strategies, assessing tensions between different probes and exploring synergies of different data sets require a large number of simulated likelihood analyses, each of which cost…

宇宙学与河外天体物理 · 物理学 2022-12-07 Supranta S. Boruah , Tim Eifler , Vivian Miranda , Sai Krishanth P. M

The Gaussian Process (GP) based Chance-Constrained Optimal Power Flow (CC-OPF) is an open-source Python code developed for solving economic dispatch (ED) problem in modern power grids. In recent years, integrating a significant amount of…

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

计算金融 · 定量金融 2022-12-19 Michael E. Mura

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

计算物理 · 物理学 2013-11-08 Mihály Makai , Zoltán Szatmáry

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

机器学习 · 统计学 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the…

最优化与控制 · 数学 2020-03-17 Alexandre Velloso , David Pozo , Alexandre Street

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is…

系统与控制 · 电气工程与系统科学 2021-10-19 Yijun Xu , Jaber Valinejad , Mert Korkali , Lamine Mili , Yajun Wang , Xiao Chen , Zongsheng Zheng

Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

最优化与控制 · 数学 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…

机器学习 · 统计学 2023-05-25 Siu Lun Chau , Krikamol Muandet , Dino Sejdinovic

We propose a new type of Monte Carlo approach in numerical studies of quantum systems. Introducing a probability function which determines whether a state in the vector space survives or not, we can evaluate expectation values of powers of…

强关联电子 · 物理学 2009-11-10 Tomo Munehisa , Yasuko Munehisa

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…

系统与控制 · 电气工程与系统科学 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

This paper incorporates a continuous-type network flexibility into chance constrained economic dispatch (CCED). In the proposed model, both power generations and line susceptances are continuous variables to minimize the expected generation…

系统与控制 · 电气工程与系统科学 2024-02-27 Yue Song , Tao Liu , David J. Hill

Probabilistic forecasting of power consumption in a middle-term horizon (months to a year) is a main challenge in the energy sector. It plays a key role in planning future generation plants and transmission grid. We propose a new model that…

统计金融 · 定量金融 2020-10-20 Roberto Baviera , Giuseppe Messuti

The correlations of multiple renewable power plants (RPPs) should be fully considered in the power system with very high penetration renewable power integration. This paper models the uncertainties, spatial correlation of multiple RPPs…

最优化与控制 · 数学 2017-07-04 Chenghui Tang , Yishen Wang , Jian Xu , Yuanzhang Sun , Baosen Zhang

Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo…

统计方法学 · 统计学 2019-07-19 Zhiyuan Huang , Mansur Arief , Henry Lam , Ding Zhao