Vladimir Chernyak

Michael Chertkov, Vladimir Chernyak

Thermostatically Controlled Loads (TCL), e.g. air-conditioners and heaters, are by far the most wide-spread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control of temperature -- changing from on to off, and vice versa, depending on temperature. Aggregation of a large group of similar devices into a statistical ensemble is considered, where the devices operate following the same dynamics subject to stochastic perturbations and randomized, Poisson on/off switching policy. We analyze, using theoretical and computational tools of statistical physics, how the ensemble relaxes to a stationary distribution and establish relation between the relaxation and statistics of the probability flux, associated with devices' cycling in the mixed (discrete, switch on/off, and continuous, temperature) phase space. This allowed us to derive and analyze spectrum of the non-equilibrium (detailed balance broken) statistical system and uncover how switching policy affects oscillatory trend and speed of the relaxation. Relaxation of the ensemble is of a practical interest because it describes how the ensemble recovers from significant perturbations, e.g. forceful temporary switching off aimed at utilizing flexibility of the ensemble in providing "demand response" services relieving consumption temporarily to balance larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.

Michael Chertkov, Vladimir Chernyak, Yury Maximov

Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications. The problem is of an exponential complexity with respect to the number of variables. In this manuscript, aimed at approximating the PF, we consider Multi-Graph Models where binary variables and multivariable factors are associated with edges and nodes, respectively, of an undirected multi-graph. We suggest a new methodology for analysis and computations that combines the Gauge Function technique with the technique from the field of real stable polynomials. We show that the Gauge Function has a natural polynomial representation in terms of gauges/variables associated with edges of the multi-graph. Moreover, it can be used to recover the Partition Function through a sequence of transformations allowing appealing algebraic and graphical interpretations. Algebraically, one step in the sequence consists in application of a differential operator over gauges associated with an edge. Graphically, the sequence is interpreted as a repetitive elimination of edges resulting in a sequence of models on decreasing in size graphs with the same Partition Function. Even though complexity of computing factors in the sequence models grow exponentially with the number of eliminated edges, polynomials associated with the new factors remain bi-stable if the original factors have this property. Moreover, we show that Belief Propagation estimations in the sequence do not decrease, each low-bounding the Partition Function.