Search Results - Data smoothing in stochastic control theory

A Stochastic Model Predictive Control Method for Tie-Line Power Smoothing under Uncertainty by An, Molin, Han, Xueshan, Lu, Tianguang

“… In this paper, a stochastic model predictive control (SMPC) method is proposed for tie-line power smoothing using a novel data-driven linear power flow (LPF…”
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Probabilistic Forecasting Based Sizing and Control of Hybrid Energy Storage for Wind Power Smoothing by Wan, Can, Qian, Weiting, Zhao, Changfei, Song, Yonghua, Yang, Guangya

“… This paper proposes a probabilistic forecasting-based HESS sizing and control scheme to cost-effectively smooth wind power fluctuations…”
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Test on Stochastic Block Model: Local Smoothing and Extreme Value Theory by Wu, Fan, Kong, Xinbing, Xu, Chao

“…In this paper, to obtain a consistent estimator of the number of communities, the authors present a new sequential testing procedure, based on the locally smoothed adjacency matrix and the extreme value theory…”
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Stochastic smoothing of point processes for wildlife-vehicle collisions on road networks by Borrajo, M. I., Comas, C., Costafreda-Aumedes, S., Mateu, J.

“… We propose a statistically principled method for kernel smoothing of point pattern data on a linear network when the first-order intensity depends on covariates…”
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Data-driven uncertainty quantification for constrained stochastic differential equations and application to solar photovoltaic power forecast data by Ben Chaabane, Khaoula, Kebaier, Ahmed, Scavino, Marco, Tempone, Raúl

“…In this work, we extend the data-driven Itô stochastic differential equation (SDE) framework for the pathwise assessment of short-term forecast errors…”
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Channel smoothing: efficient robust smoothing of low-level signal features by Felsberg, M., Forssen, P.-E., Scharr, H.

“… We compare channel smoothing with three other robust smoothing techniques: nonlinear diffusion, bilateral filtering, and mean-shift filtering, both theoretically and on a 2D orientation-data…”
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Filling missing data and smoothing altered data in satellite imagery with a spatial functional procedure by Militino, A. F., Ugarte, M. D., Montesino, M.

“…Outliers and missing data are commonly found in satellite imagery. These are usually caused by atmospheric or electronic failures, hampering the correct monitoring of remote-sensing data…”
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On stochastic gradient and subgradient methods with adaptive steplength sequences by Yousefian, Farzad, Nedić, Angelia, Shanbhag, Uday V.

“… Motivated by this gap, we present two adaptive steplength schemes for strongly convex differentiable stochastic optimization problems, equipped with convergence theory, that aim to overcome…”
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Nonasymptotic Bounds for Stochastic Optimization With Biased Noisy Gradient Oracles by Bhavsar, Nirav, Prashanth, L. A.

“… In the stochastic nonconvex optimization context, we analyze a variant of the randomized…”
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An Inexact Primal-Dual Smoothing Framework for Large-Scale Non-Bilinear Saddle Point Problems by Hien, Le Thi Khanh, Zhao, Renbo, Haskell, William B.

“…We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity…”
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Expected Residual Minimization Formulation for Stochastic Absolute Value Equations by Tang, Jingyong, Zhou, Jinchuan

“…In this paper we investigate a class of stochastic absolute value equations (SAVE). After establishing the relationship between the stochastic linear complementarity problem and SAVE, we study the expected residual minimization…”
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CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems by Xu, Liyan, Yu, Bo

“… By applying smoothing technique and penalty method, we propose a penalized smoothing sample average approximation algorithm to solve the CVaR-constrained stochastic programming…”
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A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games by Cui, Shisheng, Shanbhag, Uday V., Staudigl, Mathias

“… Such a framework allows for capturing a broad range of stochastic hierarchical optimization problems, Stackelberg equilibrium problems, and leader-follower games…”
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HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces by Calvia, Alessandro, Cappa, Gianluca, Gozzi, Fausto, Priola, Enrico

“…In this paper, we study a first extension of the theory of mild solutions for Hamilton…”
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On Gaussian Optimal Smoothing of Non-Linear State Space Models by Sarkka, Simo, Hartikainen, Jouni

“…In this note we shall present a new Gaussian approximation based framework for approximate optimal smoothing of non-linear stochastic state space models…”
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Restoration of the Product Consumption Rate with Integral Cubic Smoothing Spline, Study of the Best Smoothing Parameter Choice by Korablev, Yuriy A.

“… Recovery takes place in the form of a cubic integral smoothing spline. Such integral spline is based on value-second derivative representation…”
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2D Mesh smoothing based on Markov chain method by Yang, Fan, Zhang, Dujiang, Ren, Hu, Xu, JinXiu

“… In this article, the mesh smoothing algorithm based on the Markov chain Monte Carlo method is proposed to improve the quality of the mesh…”
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Monotone Smoothing Splines with Bounds by Maad Sasane, Sara

“…The problem of monotone smoothing splines with bounds is formulated as a constrained minimization problem of the calculus of variations…”
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Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints by Lin, Gui-Hua, Luo, Mei-Ju, Zhang, Jin

“…We consider a stochastic non-smooth programming problem with equality, inequality and abstract constraints, which is a generalization of the problem studied by Xu and Zhang (Math Program 119:371–401, 2009…”
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Smoothing Effect of Degenerate Diffusion by Coclite, Giuseppe Maria, di Ruvo, Lorenzo

“…Parabolic equations with degenerate diffusivity describe several phenomena like vehicular dynamics or flow in porous media. In this paper, we give some…”
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