Bayesian Methods for Analysis and Adaptive Scheduling of Exoplanet Observations

We describe work in progress by a collaboration of astronomers and statisticians developing a suite of Bayesian data analysis tools for extrasolar planet (exoplanet) detection, planetary orbit estimation, and adaptive scheduling of observations. Our work addresses analysis of stellar reflex motion data, where a planet is detected by observing the "wobble" of its host star as it responds to the gravitational tug of the orbiting planet. Newtonian mechanics specifies an analytical model for the resulting time series, but it is strongly nonlinear, yielding complex, multimodal likelihood functions; it is even more complex when multiple planets are present. The parameter spaces range in size from few-dimensional to dozens of dimensions, depending on the number of planets in the system, and the type of motion measured (line-of-sight velocity, or position on the sky). Since orbits are periodic, Bayesian generalizations of periodogram methods facilitate the analysis. This relies on the model being linearly separable, enabling partial analytical marginalization, reducing the dimension of the parameter space. Subsequent analysis uses adaptive Markov chain Monte Carlo methods and adaptive importance sampling to perform the integrals required for both inference (planet detection and orbit measurement), and information-maximizing sequential design (for adaptive scheduling of observations). We present an overview of our current techniques and highlight directions being explored by ongoing research.Comment: 29 pages, 11 figures. An abridged version is accepted for publication in Statistical Methodology for a special issue on astrostatistics, with selected (refereed) papers presented at the Astronomical Data Analysis Conference (ADA VI) held in Monastir, Tunisia, in May 2010. Update corrects equation (3

Multilayer optimisation for day-ahead energy planning in microgrids

In the search for low carbon, reliable and affordable ways to provide electricity, an increased attention is going to the microgrid, a small-scale power system that uses a combination of energy generation and storage devices to serve local customers. The most promising feature of the microgrid is its flexibility to act as a standalone source of electricity for remote communities, and to be connected to the main power system, selling and purchasing power as required. Additionally, a microgrid can be considered as a coordinated system approach for incorporating intermittent renewable sources of energy. Microgrid customers can have power from their batteries or distributed generators, they can buy it from the utility grid, or they can reduce their consumption.When designing a new optimal planning tool for a microgrid, a major challenge (and opportunity) is to decide on what units to operate in order to meet the demand. The question is what mix will provide the performance needed at the lowest cost, or with the lowest possible emissions. Unfortunately, both objectives are often contradictory. Generally, low costs mean high emissions, and vice versa. A microgrid system operator may care more about achieving lower costs rather than lower emissions. Given the preferences, the operator needs to decide how to configure and operate the microgrid while satisfying all technical requirements, such as voltage stability and power balance. In order to control and manage the microgrid units in real-time while fully exploiting the benefit of long-term prediction, an off-line optimisation approach imposes itself to devise the online microgrid management. In this PhD thesis, an efficient multilayer control approach is developed which obtains a day-ahead unit commitment method to provide an economically and environmentally viable unit commitment (UC) that is physically feasible in terms of voltage violations. With the multilayer control approach, the future operational states of the controllable units within the microgrid are determined ahead of time. The proposed concept follows the idea of a day-ahead coordination including the unit commitment problem (scheduling layer), an off-line power flow calculation (executive layer) and a security check with feedback control (adjustment layer). Since the complete multilayer control concept works on a day-ahead time scale, the model can be considered as an off-line optimisation approach. The power reference set points provided by the multilayer control approach can, in turn, be used for an online microgrid implementation to achieve real-time system state updates

Computational tasks in robotics and factory automation

The design of Manufacturing Planning and Control Systems (MPCSs) — systems that negotiate with Customers and Suppliers to exchange products in return for money in order to generate profit, is discussed.\ud \ud The computational task of MPCS components are systematically specified as a starting point for the development of computational engines, as computer systems and programs, that execute the specified computation. Key issues are the overwhelming complexity and frequently changing application of MPCSs

Hierarchical relational models for document networks

We develop the relational topic model (RTM), a hierarchical model of both network structure and node attributes. We focus on document networks, where the attributes of each document are its words, that is, discrete observations taken from a fixed vocabulary. For each pair of documents, the RTM models their link as a binary random variable that is conditioned on their contents. The model can be used to summarize a network of documents, predict links between them, and predict words within them. We derive efficient inference and estimation algorithms based on variational methods that take advantage of sparsity and scale with the number of links. We evaluate the predictive performance of the RTM for large networks of scientific abstracts, web documents, and geographically tagged news.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS309 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org