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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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2665337991,065 · Jun 202019922001200920172026
48 results for Probabilistic Optimal Power Flow

A new method uses Gaussian Processes to solve power flow problems with uncertain renewable and load inputs.

problem Solving power flow problems with uncertain renewable and load inputs.
method Non-parametric Bayesian inference-based uncertainty propagation using Gaussian Processes.
result The method provides reasonably accurate solutions with fewer samples and time compared to Monte-Carlo simulations.

Paper introduces normalizing flows for accurate probabilistic energy forecasting.

problem Uncertainty in renewable energy forecasting for power systems.
method Normalizing flows for direct learning of multivariate stochastic distributions.
result Normalizing flows outperform other deep learning models in probabilistic forecasting.

Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent work on normalizing flows, ranging from improving their expressive power to expa…

2019-12-05abs ↗pdf ↗

Proposes a method to apply conformal prediction to probabilistic time series forecasting models.

problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.

New probability path model improves flow matching forecasting performance.

problem Impact of probability path model selection on flow matching forecasting performance.
method Proposed a novel probability path model designed to improve forecasting performance.
result Our model achieves faster convergence during training and improved predictive performance compared to existing models.

Cascading flows improve variational inference in structured programs.

problem Challenges in variational inference for complex probabilistic programs.
method Integrates normalizing flows and ASVI to create cascading flows, which embed the forward-pass of probabilistic programs.
result Cascading flows outperform normalizing flows and ASVI in structured inference problems.

We present a unified method, based on convex optimization, for managing the power produced and consumed by a network of devices over time. We start with the simple setting of optimizing power flows in a static network, and then proceed to the case of optimizing dynamic power flows, i.e., power flows that change with ti…

2019-03-14abs ↗pdf ↗

MT-SGD samples from multiple target distributions using gradient descent.

problem Sampling from multiple unnormalized target distributions.
method Proposes MT-SGD, a flow of intermediate distributions to sample from multiple target distributions.
result Asymptotic analysis shows MT-SGD reduces to multiple-gradient descent for multi-objective optimization.

GP CC-OPF solves uncertain power grid optimization with Gaussian Process.

problem Uncertainty in power grid operations due to high renewables integration.
method Data-driven Gaussian Process regression for solving non-convex CC-OPF problem.
result Effective economic dispatch optimization in uncertain power grids.

Optimizes power systems with energy storage under uncertainty using scenario-based method.

problem Optimizing power systems with energy storage, intermittent renewable generation, and uncontrollable loads under uncertainty.
method Developed a novel solution method based on scenario optimization and strategic sampling to solve the chance-constrained optimal power system operation problem.
result The strategic sampling method significantly improves computational efficiency and data-driven convex approximation of power flow.

Injective flows for star-like manifolds improve variational inference efficiency.

problem Efficiently modeling densities on star-like manifolds with exact Jacobian computation.
method Proposed injective flows for star-like manifolds with exact Jacobian computation.
result Exact Jacobian computation for star-like manifolds reduces computational cost to NFs.

Normalizing flows optimize Jacobian determinant for unique likelihood objective.

problem Optimizing normalizing flows for unique likelihood.
method Showed Jacobian determinant is unique for given distributions, leading to a unique global optimum. Used eigenvalues of auto-correlation matrix for explicit likelihood expression.
result Explicit expression of likelihood for flows, independent of neural network parameterization, with theoretical optimal value.

DIN framework directly models hydraulic conductivity and uncertainty.

problem Modeling hydraulic conductivity and uncertainty in groundwater flow.
method DIN utilizes DDPM as a prior learner, incorporating observational data through conditional injection mechanisms.
result DIN generates multiple constraint-satisfying realizations and accurate uncertainty quantification.

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on expensive, approximate sampling-based methods. To alleviate this problem, one could tr…

2016-10-18abs ↗pdf ↗

This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian belief over the optimal weight parameters. Unlike traditional Bayesian updates, the m…

2015-05-26abs ↗pdf ↗

This paper develops an ensemble learning-based linearization approach for power flow, which differs from the network-parameter based direct current (DC) power flow or other extended versions of linearization. As a novel data-driven linearization through data mining, it firstly applies the polynomial regression (PR) as …

2019-10-18abs ↗pdf ↗

Paper develops robust OPF method using contextual information.

problem Optimal Power Flow problem under incomplete uncertainty knowledge.
method Distributionally robust chance-constrained formulation with probability trimmings and optimal transport.
result Distributional robustness improves expected cost and system reliability.

VFG model embeds flow-based models with hierarchical structures using variational inference.

problem Flow-based models struggle with high-dimensional latent spaces and lack of tractable inference for graphical structures.
method Integrates flow-based functions through variational inference with aggregation nodes for hierarchical information integration.
result VFG models achieve improved ELBO and likelihood values on multiple datasets.

DiffOPF solves multi-valued OPF problems by sampling from system history.

problem Multi-valued and non-convex OPF problems due to system parameter variability.
method DiffOPF treats OPF as a conditional sampling problem, learning from historical data.
result DiffOPF enables statistically credible warm starts with favorable cost and constraint satisfaction trade-offs.

The increasing complexity of the power grid, due to higher penetration of distributed resources and the growing availability of interconnected, distributed metering devices re- quires novel tools for providing a unified and consistent view of the system. A computational framework for power systems data fusion, based on…

2017-05-24abs ↗pdf ↗

A new KDE model prevents singular solutions and accelerates optimization for probabilistic modeling.

problem Adapting to varying densities in data regions for probabilistic modeling.
method Adaptive KDE model with individual bandwidths, LOO-MLL criterion, and modified EM algorithm.
result The proposed models prevent singular solutions and have promising performance.

Transformers model contextual relations using probabilistic measures, revealing their expressive power.

problem Lack of clear understanding of Transformer's ability to model contextual relations.
method Introduced a measure-theoretic framework connecting softmax attention and entropy-regularized optimal transport.
result Transformer architectures can approximate arbitrary contextual relations, and the choice of normalization affects how these relations are represented.

New model predicts radiative properties of nanoparticle layers with high accuracy and uncertainty.

problem Predicting radiative properties of nanoparticle embedded layers accurately and with uncertainty.
method Conditional normalizing flows learn conditional distributions of optical outputs given input parameters.
result The model achieves high predictive accuracy and reliable uncertainty estimates.

Probabilistic programming is a powerful abstraction for statistical machine learning. Applying static analysis methods to probabilistic programs could serve to optimize the learning process, automatically verify properties of models, and improve the programming interface for users. This field of static analysis for pro…

2019-09-10abs ↗pdf ↗

Diffusion LLMs can efficiently generate harmful prompts for adversarial testing.

problem Generating harmful prompts for adversarial testing is resource-intensive and costly.
method Transformed adversarial prompt optimization into an efficient inference task using pretrained Diffusion LLMs.
result Only a few conditional samples are required to generate harmful prompts with high reward.

Improved normalising flows using Student's t-distribution for robust training.

problem Training deep probabilistic models with robust statistics.
method Propose Student's t-distribution as a robust alternative to Gaussian in normalising flows.
result Improved robustness and reduced generalization gap with Student's t-distribution.

In this paper, we develop an online method that leverages machine learning to obtain feasible solutions to the AC optimal power flow (OPF) problem with negligible optimality gaps on extremely fast timescales (e.g., milliseconds), bypassing solving an AC OPF altogether. This is motivated by the fact that as the power gr…

2019-09-27abs ↗pdf ↗

MPF method improves parameter estimation in probabilistic models.

problem Difficulty in fitting probabilistic models due to intractable partition function.
method Minimum Probability Flow (MPF) method for parameter estimation.
result MPF outperforms existing techniques in convergence time and accuracy.

Paper proposes a method for weather-informed probabilistic forecasting and scenario generation in power systems.

problem Challenges of integrating renewable energy sources into power grids due to their stochasticity and uncertainty.
method Combines probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power.
result Demonstrates superior performance of the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model.

In general, gradient estimates are very important and necessary for deriving convergence results in different geometric flows, and most of them are obtained by analytic methods. In this paper, we will apply a stochastic approach to systematically give gradient estimates for some important geometric quantities under the…

2013-12-23abs ↗pdf ↗

The paper extends entropy formulas to super Ricci flows on metric measure spaces.

problem Entropy formulas for super Ricci flows on metric measure spaces.
method Extending Perelman's WW-entropy and Shannon entropy power to super Ricci flows.
result Equivalence between volume non-local collapsing property and lower boundedness of WW-entropy on RCD(0,N)(0, N) spaces.

TSFlow uses Gaussian processes to match priors for better time series forecasting.

problem Difficulties in aligning generative models' priors with time series data.
method Conditional flow matching (CFM) with Gaussian processes, optimal transport, and data-dependent priors.
result TSFlow produces high-quality unconditional samples and competitive forecasting results.

D2PCCA integrates deep learning and probabilistic modeling for nonlinear dynamical systems.

problem Analyzing nonlinear dynamical systems with probabilistic understanding.
method Combines deep learning and probabilistic modeling, using KL annealing and normalizing flows.
result Captures latent dynamics in sequential datasets with improved convergence and flexibility.