Inter-area frequency control reserve assessment regarding dynamics of cascading outages and blackouts
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We propose an online algorithm for sequential learning in the contextual multiarmed bandit setting. Our approach is to partition the context space and, then, optimally combine all of the possible mappings between the partition regions and the set of bandit ...
Covariance operators are fundamental in functional data analysis, providing the canonical means to analyse functional variation via the celebrated Karhunen-Loeve expansion. These operators may themselves be subject to variation, for instance in contexts wh ...
Most current risk assessment for complex extreme events relies on catalogues of similar events, either historical or generated artificially. In the latter, no existing methods produce completely new events with mathematically justified extrapolation above ...
We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...
River water temperature is a key physical variable controlling several chemical, biological and ecological processes. Its reliable prediction is a main issue in many environmental applications, which however is hampered by data scarcity, when using data-de ...
During the last twenty years, Random matrix theory (RMT) has produced numerous results that allow a better understanding of large random matrices. These advances have enabled interesting applications in the domain of communication. Although this theory can ...
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in order to recover th ...
The realistic assessment of the Electromagnetic Field exposure due to wireless telecommunication base stations is critical to protect the population from harm due to excessive exposure, and allow wireless service providers to use the available technology i ...
Satellite conjunctions involving "near misses" of space objects are becoming increasingly likely. One approach to risk analysis for them involves the computation of the collision probability, but this has been regarded as having some counterintuitive prope ...
Higher-order asymptotics provide accurate approximations for use in parametric statistical modelling. In this thesis, we investigate using higher-order approximations in two-specific settings, with a particular emphasis on the tangent exponential model. Th ...