相关论文: Outer power transformations of hierarchical Archim…

It is often of interest to test a global null hypothesis using multiple, possibly dependent $p$-values by combining their strengths while controlling the type-I error. Recently, several heavy-tailed combination tests, such as the harmonic…

In order to accommodate the increasing amounts of renewable generation in power distribution systems, system operators are facing the problem of how to upgrade transmission capacities. Since line and transformer upgrades are costly,…

Alternating current optimal power flow (AC-OPF) is one of the fundamental problems in power systems operation. AC-OPF is traditionally cast as a constrained optimization problem that seeks optimal generation set points whilst fulfilling a…

A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…

Transmission-constrained problems in power systems can be cast as polynomial optimization problems whose coefficients vary over time. We consider the complications therein and suggest several approaches. On the example of the…

Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relationship between conditional Kendall's tau and some covariates, in a parametric setting…

The switching of transmission lines can significantly improve the economic and operational efficiency of power systems. The Direct-Current Optimal Transmission Switching (DC-OTS) problem provides a formal framework for minimizing power…

This work is concerned with the limiting spectral distribution of rank-based dependency measures in high dimensions. We provide distribution-free results for multivariate empirical versions of Kendall's $\tau$ and Spearman's $\rho$ in a…

Recently, it was demonstrated that the discrepancy between the fixed-order (FOPT) and contour-improved (CIPT) perturbative expansions for $\tau$-lepton decay hadronic spectral function moments, which had been affecting the precision of…

The mean-variance portfolio model, based on the risk-return trade-off for optimal asset allocation, remains foundational in portfolio optimization. However, its reliance on restrictive assumptions about asset return distributions limits its…

The quotient correlation is defined here as an alternative to Pearson's correlation that is more intuitive and flexible in cases where the tail behavior of data is important. It measures nonlinear dependence where the regular correlation…

Electric power grids regularly experience uncertain fluctuations from load demands and renewables, which poses a risk of violating operational limits designed to safeguard the system. In this paper, we consider the robust AC OPF problem…

Power curves capture the relationship between wind speed and output power for a specific wind turbine. Accurate regression models of this function prove useful in monitoring, maintenance, design, and planning. In practice, however, the…

High dimensional case control studies are ubiquitous in the biological sciences, particularly genomics. To maximise power while constraining cost and to minimise type-1 error rates, researchers typically seek to replicate findings in a…

Tests of independence are an important tool in applications, specifically in connection with the detection of a relationship between variables; they also have initiated many developments in statistical theory. In the present paper we build…

We study a simple statistic for benchmarking how well a sample preserves a known bivariate dependence structure. Given a target copula family (Clayton or Gumbel) and parameter $\theta_P$, the Copula Discrepancy (CD) compares the target…

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Several procedures have been recently proposed to test the simplifying assumption for conditional copulas. Instead of considering pointwise conditioning events, we study the constancy of the conditional dependence structure when some…

In order to capture the dependence in the upper tail of a time series, we develop non-negative regularly-varying time series models that are constructed similarly to classical non-extreme ARMA models. Rather than fully characterizing tail…

This work introduces the Area Localized Coupled (ALC) model, which extends earlier approaches to coupling classical wake superposition and atmospheric boundary layer models in order to enable applicability to arbitrary wind-farm layouts.…