New approach for feature evolution in streaming data with limited storage.
problem Rarely-provided labels in feature evolving streams.
method Incorporates manifold regularization and a buffer to adapt to different storage budgets.
result Preserves the performance of feature evolving learning across different storage budgets.
This paper tackles fitting multilevel low rank matrices by addressing three problems.
problem Fitting a given matrix by an MLR matrix in the Frobenius norm.
method Factor fitting, rank allocation, and hierarchical partitioning.
result The proposed methods can fit a given matrix by an MLR matrix in the Frobenius norm.
In this paper we treat a gas storage valuation problem as a Markov Decision Process. As opposed to existing literature we model the gas price process as a regime-switching model. Such a model has shown to fit market data quite well in Chen and Forsyth (2010). Before we apply a numerical algorithm to solve the problem, …
Deep learning calibrates CO2 storage formations from seismic and well data.
problem Uncertainty in CO2 storage formation properties.
method Two deep learning models for well and seismic data, integrated into MCMC history matching.
result Significant uncertainty reduction in key parameters and accurate CO2 plume predictions.
A framework uses deep reinforcement learning to optimize energy storage in intraday markets.
problem Optimizing energy storage in intraday markets for renewable energy integration.
method Markov Decision Process, asynchronous distributed fitted Q iteration algorithm, artificial trajectories.
result The agent converges to a policy that achieves higher total revenues than the benchmark strategy.
We derive streamlined mean field variational Bayes algorithms for fitting linear mixed models with crossed random effects. In the most general situation, where the dimensions of the crossed groups are arbitrarily large, streamlining is hindered by lack of sparseness in the underlying least squares system. Because of th…
Game theory models storage investment to balance market competition and profits.
problem Strategic storage investment impacts electricity market prices and revenues.
method Formulated a non-cooperative game between investors to model strategic storage decisions.
result Increasing storage capacity reduces individual profits but increases total investment.
New method assesses energy storage value beyond cost reduction.
problem Improving energy storage value beyond cost reduction.
method Market potential method to evaluate and compare energy storage technologies.
result High-cost hydrogen storage can be more valuable than low-cost hydrogen storage.
Study on energy storage's impact on electricity prices and profitability.
problem Analyzing the profitability of energy storage in electricity markets.
method Characterized optimal operating strategy for storage systems, determined equilibrium price in a market with storage, renewables, and conventional producers, and characterized price process using stochastic differential equations.
result Increased average revenues and interquantile ranges for storage assets in energy transition scenarios.
Paper provides a method to price electricity storage contracts using COS technique.
problem Valuation of electricity storage contracts considering physical and operational constraints.
method Uses Fourier-based COS method to price contracts based on stochastic polynomial process.
result The COS method accurately and efficiently prices electricity storage contracts.
Generative models improve carbon storage site prediction using Bayesian inversion.
problem Predicting suitable geologic sites for long-term carbon dioxide storage.
method Generative adversarial networks and Bayesian inversion to condition models on physical measurements and historic data.
result Improved resolution of carbon dioxide storage capacity forecasts.
Paper proposes a risk-averse approach to energy storage price arbitrage using conformal uncertainty quantification.
problem Inherent volatility and uncertainty of real-time electricity prices create financial risks for storage arbitrage.
method Two-layer prediction model with conformal uncertainty quantification for high coverage of real-time price uncertainty.
result The framework achieves good profit margins with minimal losses, demonstrating effectiveness in real-time market.
It has been known for a long time that the classical spherical perceptrons can be used as storage memories. Seminal work of Gardner, \cite{Gar88}, started an analytical study of perceptrons storage abilities. Many of the Gardner's predictions obtained through statistical mechanics tools have been rigorously justified. …
Framework uses RL and simulation for optimal microgrid energy storage planning.
problem Optimal investment in diverse energy storage technologies for microgrids.
method Combines reinforcement learning with simulation-based optimization for long-term planning.
result Derives better engineering solutions for future microgrid applications.
Paper proposes a new model to assess risks in energy storage systems considering both exogenous and endogenous uncertainties.
problem Current risk assessment ignores the stochastic nature of energy storage availability.
method Data-driven unified model with exogenous and endogenous uncertainty description for four types of generic energy storage.
result Comparative results show more severe risks for endogenous uncertainty, suggesting new strategies for system operators.
Deep learning optimizes gas storage operations.
problem Optimizing underground natural gas storage operations.
method Reinforcement learning techniques applied to high-dimensional forward markets with constraints.
result Performance of deep learning method superior to least-squares Monte-Carlo approach.
Develops a fast algorithm for fitting multilevel factor models.
problem Fitting multilevel factor models with covariance structure.
method Novel expectation-maximization algorithm tailored for multilevel factor models.
result Shows efficient computation of inverse of positive definite MLR matrix.
Study on neural networks' storage capacity and solution space structure.
problem Understanding the storage capacity and solution space structure of neural networks.
method Replica method from statistical physics.
result Storage capacity per parameter remains finite even with infinite width and weights exhibit negative correlations.
Most of the research in convolutional neural networks has focused on increasing network depth to improve accuracy, resulting in a massive number of parameters which restricts the trained network to platforms with memory and processing constraints. We propose to modify the structure of the Very Deep Convolutional Neural…
Storage has become a constrained resource on smartphones. Gaming is a popular activity on mobile devices and the explosive growth in the number of games coupled with their growing size contributes to the storage crunch. Even where storage is plentiful, it takes a long time to download and install a heavy app before it …
This study optimizes energy storage scheduling under price uncertainty, balancing risk and reward.
problem Optimizing energy storage operation under price uncertainty and risk.
method Two-stage stochastic risk-constrained approach using conditional value-at-risk.
result Increasing risk aversion leads to substantial benefits in terms of risk reduction and expected reward.
Introduces an unobservable intrinsic electricity price to link storage theory with risk premium.
problem Connecting storage theory with risk premium in electricity markets.
method Introduces an unobservable intrinsic electricity price and derives prices for various contracts.
result Finds an overall negative risk premium in empirical analysis.
Deep learning reconstructs pressure fields and classifies leakage rates in CCS storage sites.
problem Monitoring CO2 leakage in CCS storage sites.
method Variational auto-encoder tailored for pressure field reconstruction and leakage rate classification.
result Uncertainty estimates of predictions illustrated on synthetic data.
Paper introduces a new volatility model for natural gas markets and discusses swing option pricing.
problem Modeling price and storage dynamics in natural gas markets with path-dependent volatility.
method Developed a novel stochastic path-dependent volatility model and used deep learning for swing option pricing.
result Proposed a deep learning method for numerical approximations of swing option pricing.
We consider solution of stochastic storage problems through regression Monte Carlo (RMC) methods. Taking a statistical learning perspective, we develop the dynamic emulation algorithm (DEA) that unifies the different existing approaches in a single modular template. We then investigate the two central aspects of regres…
Optimizing storage assignment is a central problem in warehousing. Past literature has shown the superiority of the Duration-of-Stay (DoS) method in assigning pallets, but the methodology requires perfect prior knowledge of DoS for each pallet, which is unknown and uncertain under realistic conditions. The dynamic natu…
Paper models and forecasts intra-day electricity price spreads.
problem Forecasting intra-day price spreads for electricity traders and operators.
method Dynamic density functions based on skewed-t distributions, conditional on exogenous drivers.
result Best fitting and forecasting specifications selected using Pinball Loss function.
Current generation of memory-augmented neural networks has limited scalability as they cannot efficiently process data that are too large to fit in the external memory storage. One example of this is lifelong learning scenario where the model receives unlimited length of data stream as an input which contains vast majo…
This study provides an independent, outside-in estimate of the cost and schedule risks of nuclear waste storage projects. Based on a reference class of 216 past, comparable projects, risk of cost overrun was found to be 202% or less, with 80% certainty, i.e., 20% risk of an overrun above 202%. Based on a reference clas…
Distributed, controllable energy storage devices offer several benefits to electric power system operation. Three such benefits include reducing peak load, providing standby power, and enhancing power quality. These benefits, however, are only realized during peak load or during an outage, events that are infrequent. T…
Managing data storage growth is of crucial importance to businesses. Poor practices can lead to large data and financial losses. Access to storage information along with timely action, or capacity forecasting, are essential to avoid these losses. In addition, ensuring high accuracy of capacity forecast estimates along …
Extends DAMs to Gaussian distributions for efficient pattern storage and retrieval.
problem Limited storage capacity and retrieval methods for non-vector pattern representations.
method Introduces a log-sum-exp energy function over Gaussian distributions, using optimal transport maps for retrieval dynamics.
result Proves exponential storage capacity and provides quantitative retrieval guarantees.
We describe a project, called the "Discretization in Geometry and Dynamics Gallery", or DGD Gallery for short, whose goal is to store geometric data and to make it publicly available. The DGD Gallery offers an online web service for the storage, sharing, and publication of digital research data.
In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage manager and the energy price process, which is a diffusion process the drift of w…
Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory constraints, and previously considered design matrix free algorithms do not scale well with the dimension of the parameter vector. A new des…
Holographic Invariant Storage uses vector architectures to ensure LLM safety at design time.
problem Mitigating context drift in large language models (LLMs) during deployment.
method Introduces Holographic Invariant Storage (HIS) protocol that combines known properties of bipolar Vector Symbolic Architectures into a design-time safety contract.
result Closed-form guarantees for single-signal recovery fidelity, continuous-noise robustness, and multi-signal capacity degradation are provided and validated.
Study shows how activation functions impact the storage capacity of treelike neural networks.
problem Understanding the role of activation functions in neural network expressive power.
method Analysis of treelike two-layer networks with various activation functions in the infinite-width limit.
result Activation functions affect storage capacity and robustness, with nonlinearity increasing capacity and decreasing robustness.
Motivated by recent advancements in Deep Reinforcement Learning (RL), we have developed an RL agent to manage the operation of storage devices in a household and is designed to maximize demand-side cost savings. The proposed technique is data-driven, and the RL agent learns from scratch how to efficiently use the energ…
The mathematical problem of the static storage optimisation is formulated and solved by means of a variational analysis. The solution obtained in implicit form is shedding light on the most important features of the optimal exercise strategy. We show how the solution depends on different constraint types including carr…
High-frequency trading strategy boosts battery storage profits.
problem Maximizing revenue for battery energy storage systems in intraday markets.
method Adapted dynamic programming for continuous intraday markets, considering limit order book dynamics.
result Dynamic programming strategy outperforms standard re-optimization methods, increasing profits by 58% and 14% respectively.
Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional stochastic optimization methods, SVI takes precautions to use unbiased stochastic g…
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.
The study improves the perceptron's storage capacity by optimizing variable selection.
problem Distinguishing genuine structure from random correlations in high-dimensional data.
method Replica method from statistical mechanics for optimal variable selection.
result Optimal variable selection can surpass the Cover--Gardner bound for pattern classification.
SmartDeal reduces energy and storage costs for deep neural networks.
problem Heavy parameterization of deep neural networks leads to inefficient use of DRAM.
method SmartDeal decomposes weights into a small basis matrix and a structurally sparse coefficient matrix, quantized to power-of-2.
result Up to 2.44x energy efficiency improvement in inference and 10.56x reduction in training energy.
GrateTile optimizes CNN feature map storage for efficient data access.
problem Efficient storage and access of sparse CNN feature maps.
method Divides feature maps into uneven-sized subtensors, compresses and stores them in a compressed yet accessible format.
result Average 55% DRAM bandwidth reduction with minimal indexing overhead.
CSE-FSL reduces communication and storage costs in federated learning.
problem High communication and storage costs in federated learning.
method CSE-FSL uses an auxiliary network to locally update client models and sends only selected epochs' smashed data.
result Significant communication reduction with state-of-the-art convergence and model accuracy.
This paper studies the market phenomenon of non-convergence between futures and spot prices in the grains market. We postulate that the positive basis observed at maturity stems from the futures holder's timing options to exercise the shipping certificate delivery item and subsequently liquidate the physical grain. In …
Paper proposes a method to prune neural networks, reducing storage and computation costs.
problem Reduction of storage and computational costs for deep neural networks.
method Statistical analysis of component significance using F-statistic-based screening technique.
result Pruned models are highly competitive with state-of-the-art approaches.