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Capacity Value of Additional Generation: Probability Theory and Sampling Uncertainty
Power system planning Power system operation Power system reliability Risk analysis Wind energy
2013/6/17
The concept of capacity value is widely used to quantify the contribution of additional generation (most notably renewables) within generation adequacy assessments. This paper surveys the existing pro...
Local Privacy and Minimax Bounds: Sharp Rates for Probability Estimation
Local Privacy Minimax Bounds Sharp Rates Probability Estimation
2013/6/14
We provide a detailed study of the estimation of probability distributions---discrete and continuous---in a stringent setting in which data is kept private even from the statistician. We give sharp mi...
Calibration diagnostics for point process models via the probability integral transform
Calibration diagnostics point process models probability integral transform
2013/6/14
We propose the use of the probability integral transform (PIT) for model validation in point process models. The simple PIT diagnostics assess the calibration of the model and can detect inconsistenci...
Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions
Online Learning Markov Decision Processes Adversarially Chosen Transition Probability Distributions
2013/5/2
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed...
Determinantal probability densities at two-qubit separability-entanglement boundary and associated Fisher information
Determinantal probability densities two-qubit separability-entanglement boundary associated Fisher information
2013/4/28
The determinants (|rho^{PT}|) of the partial transposes of 4 x 4 density matrices (rho) have possible values in the interval [-1/16, 1/256], and are nonnegative if and only if rho is separable. In arX...
Variance estimation and asymptotic confidence bands for the mean estimator of sampled functional data with high entropy unequal probability sampling designs
covariance function finite population Hajek approximation Horvitz-Thompso estimator Kullback-Leibler divergence rejective sampling unequal probability sampling without replacement
2012/11/23
For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic varia...
Spline Smoothing for Estimation of Circular Probability Distributions via Spectral Isomorphism and its Spatial Adaptation
Non-parametric density estimation circular data Smoothing Spline empirical Fourier coeffcients Fourier Basis Detection of Localisation Edge preserving function estima-tion
2012/11/22
Consider the problem when $X_1,X_2,..., X_n$ are distributed on a circle following an unknown distribution $F$ on $S^1$. In this article we have consider the absolute general set-up where the density ...
A geometric formulation of fiducial probability
A geometric formulation fiducial probability
2012/9/18
The geometric formulation of fiducial probability employedin this paper is an im-provement over the usual pivotal quantity formulation. Fora single parameter and single observation, the new formulatio...
Golden Ratio estimate of success probability based on one and only sample
Golden ratio Bayes estimate Unique sample Triangle prior
2012/9/19
This paper proposes iterative Bayesian method to estimate success probability based on unique sample. The procedure is replacing the distribution characteristic of prior with Bayes estimate on the eve...
Martingale Couplings and Bounds on the Tails of Probability Distributions
Martingale Couplings Probability Distributions
2011/7/19
Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement.
Asymptotic probability distribution of distances between local extrema of error terms of a moving average process
distance between local extremum maximum extrema probability density distribution function average random stochastic moving average
2011/6/20
Consider error terms i of a moving average process MA(q), where
i = Pq
j=0 "i−j and "i - independent identically distributed (i.i.d.) random
variables. We recognize a term i as a local max...
Constrained probability distributions of correlation functions
cosmology gravitational lensing large scale structure of the Universe galaxies statistics Methods statistical
2011/6/21
Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used
in Bayesian parameter estimation, their likelihood function is usually replac...
Vine copulas as a mean for the construction of high dimensional probability distribution associated to a Markov Network
Copula decomposition t-cherry junction tree Markov network Cherry-wine probability distribution Graphical models
2011/6/17
Building higher-dimensional copulas is generally recognized as a difficult
problem. Regular-vines using bivariate copulas provide a flexible class of high-dimensional
dependency models. In large dim...
Estimating Bernoulli trial probability from a small sample
estimation of population mean sampling without replacement confidence interval coin-tossing prob-lems regularized incomplete beta function Bernoulli process
2011/6/21
The standard textbook method for estimating the probability of a biased coin from finite tosses implicitly
assumes the sample sizes are large and gives incorrect results for small samples. We describ...
Error Probability Bounds for Balanced Binary Relay Trees
Binary relay tree distributed detection decentralized detection hypothesis testing information fusion dynamic system invariant region error probability decay rate sensor network
2011/6/21
We study the detection error probability associated with a balanced binary relay tree, where the leaves of
the tree correspond to N identical and independent detectors. The root of the tree represent...