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Starred repositories
Distribution of Network Losses Between Generator-Load Pairs in Distribution Networks With DG
This project provides all the algorithms and test examples used in the paper "Fully distributed convex hull pricing based on alternating direction method of multipliers".
This repository contains the Matpower files of a synthetic network model for National Electricity Market (NEM) of Australia.
A multi-country electricity market and district heating model
复现论文《电力系统碳排放流的计算方法初探》。周天睿,康重庆,徐乾耀,等.电力系统碳排放流的计算方法初探[J].电力系统自动化,2012,36(11):44-49.
Acceleration of the Sinkhorn algorithm for multi-marginal optimal transport with tree and circle structured cost functions. The new algorithm is faster than the usual Sinkhorn algorithm. Numerical …
Code for NIPS 2017 spotlight paper: "Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration" by Jason Altschuler, Jonathan Weed, and Philippe Rigollet. Full paper av…
J. Bigot, E. Cazelles, N. Papadakis, 'Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications', https://projecteuclid.org/euclid.ejs/1576119711
🦆 A simple sinkhorn algorithm to solve optimal transport problem writen in Matlab
MATLAB codes for multilevel optimal transport
Distributionally Robust Stochastic Model Predictive Control
Code for the paper "A Sinkhorn--Newton method for entropic optimal transport"
Replication of this paper: https://papers.nips.cc/paper/4927-sinkhorn-distances-lightspeed-computation-of-optimal-transport.pdf
Comparison of Power Flow and Transmission Loss Models in Coordinated Capacity Expansion Problems
Bayesian Adaptive Direct Search (BADS) optimization algorithm for model fitting in MATLAB
ABO Paramter Oracle for Online Portfilio Selection (OLPS)
BayesOptMat: Bayesian Optimization for MATLAB
MATLAB implementation of my Bayesian Optimization algorithms
Bayesian optimization with the Gaussian process assumption
An application to generate and analyze synthetic electricity load profiles of houses
fitting some distributions and calculating goodness of fit
Compact Matlab code for the computation of the 1- and 2-Wasserstein distances in 1D