EXTENDING AND IMPROVING DESIGNS FOR LARGE-SCALE COMPUTER EXPERIMENTS

This research develops methods that increase the inventory of space-filling designs (SFDs) for large-scale computer-based experiments. We present a technique enabling researchers to add sequential blocks of design points effectively and efficiently to existing SFDs. We accomplish this through a quadratically constrained mixed-integer program that augments cataloged or computationally expensive designs by optimally permuting and stacking columns of an initial base design to minimize the maximum absolute pairwise correlation among columns in the new extended design. We extend many classes of SFDs to dimensions that are currently not easily obtainable. Adding new design points provides more degrees of freedom for building metamodels and assessing fit. The resulting extended designs have better correlation and space-filling properties than the original base designs and compare well with other types of SFDs created from scratch in the extended design space. In addition, through massive computer-based experimentation, we compare popular software packages for generating SFDs and provide insight into the methods and relationships among design measures of correlation and space-fillingness. These results provide experimenters with a broad understanding of SFD software packages, algorithms, and optimality criteria. Further, we provide a probability-distribution model for the maximum absolute pairwise correlation among columns in the widely used maximin Latin hypercube designs.Lieutenant Colonel, United States Marine CorpsApproved for public release. Distribution is unlimited

Gaining Outlier Resistance with Progressive Quantiles: Fast Algorithms and Theoretical Studies

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a close connection to the method of trimming and includes explicit outlyingness parameters for all samples, which in turn facilitates computation, theory, and parameter tuning. To tackle the issues of nonconvexity and nonsmoothness, we develop scalable algorithms with implementation ease and guaranteed fast convergence. In particular, a new technique is proposed to alleviate the requirement on the starting point such that on regular datasets, the number of data resamplings can be substantially reduced. Based on combined statistical and computational treatments, we are able to perform nonasymptotic analysis beyond M-estimation. The obtained resistant estimators, though not necessarily globally or even locally optimal, enjoy minimax rate optimality in both low dimensions and high dimensions. Experiments in regression, classification, and neural networks show excellent performance of the proposed methodology at the occurrence of gross outliers

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain

The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

Statistical Network Analysis: Beyond Block Models.

Network data represent​ ​ connections between units of analysis and lead to many interesting research questions​ with diverse applications​. In this thesis, we focus on inferring the structure underlying an observed network, which can be thought of as a noisy random realization of the unobserved true structure. ​Different applications focus on different types of underlying structure; one question of broad interest is finding a community structure, with communities typically defined as groups of nodes that share similar connectivity patterns. ​One common and widely used model for describing​ a community structure​ in a network is the stochastic block model. This model has attracted a lot of attention because of its tractable theoretical properties, but it is also well known to oversimplify the structure observed in real world networks and often does not fit the data well. Thus there has been a recent push to expand the stochastic block model in various ways to make it closer to what we observe in the real world, and this thesis makes several contributions to this effort.PhDStatisticsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/133476/1/yzhanghf_1.pd

Electromechanical Dynamics of High Photovoltaic Power Grids

This dissertation study focuses on the impact of high PV penetration on power grid electromechanical dynamics. Several major aspects of power grid electromechanical dynamics are studied under high PV penetration, including frequency response and control, inter-area oscillations, transient rotor angle stability and electromechanical wave propagation.To obtain dynamic models that can reasonably represent future power systems, Chapter One studies the co-optimization of generation and transmission with large-scale wind and solar. The stochastic nature of renewables is considered in the formulation of mixed-integer programming model. Chapter Two presents the development procedures of high PV model and investigates the impact of high PV penetration on frequency responses. Chapter Three studies the impact of PV penetration on inter-area oscillations of the U.S. Eastern Interconnection system. Chapter Four presents the impacts of high PV on other electromechanical dynamic issues, including transient rotor angle stability and electromechanical wave propagation. Chapter Five investigates the frequency response enhancement by conventional resources. Chapter Six explores system frequency response improvement through real power control of wind and PV. For improving situation awareness and frequency control, Chapter Seven studies disturbance location determination based on electromechanical wave propagation. In addition, a new method is developed to generate the electromechanical wave propagation speed map, which is useful to detect system inertia distribution change. Chapter Eight provides a review on power grid data architectures for monitoring and controlling power grids. Challenges and essential elements of data architecture are analyzed to identify various requirements for operating high-renewable power grids and a conceptual data architecture is proposed. Conclusions of this dissertation study are given in Chapter Nine