How to conduct real-time analytics of streaming measurement data in the power grid? This talk offers a dynamic systems approach to utilizing data of different time scale for improved monitoring of the grid cyber and physical security. The first example of the talk presents how to leverage synchrophasor data dimensionality reduction and Robust Principal Component…

We consider a variant of the multiarmed bandit (MAB) problem where jobs or tasks queue for service, and service rates of different servers (agents) may be unknown. Such (queueing+learning) problems are motivated by a vast range of service systems, including supply and demand in online platforms (e.g., Uber, Lyft, Airbnb, Upwork, etc.), order flow in…

We bring the tools from Blackwell’s seminal result on comparing two stochastic experiments from 1953, to shine a new light on a modern application of great interest: Generative Adversarial Networks (GAN). Binary hypothesis testing is at the center of training GANs, where a trained neural network (called a critic) determines whether a given sample is…