Bert Zwart

Robust Mean Estimation for Optimization: The Impact of Heavy Tails We consider the problem of constructing a least conservative estimator of the expected value $μ$ of a non-negative heavy-tailed random variable. We require that the probability of overestimating the e...

How do you handle outliers caused by heavy tails in an optimal way when you want to estimate (but not overestimate) the mean of a nonnegative random variable?

With Bart van Parys, we answer this question in our preprint
arxiv.org/abs/2503.21421

We didn’t know then that it had all been agreed in advance in the secret Molotov-Ribbentrop Pact.
Today, we have no excuse for such naivety. It’s a safe bet that the Trump-Putin Pact already exists—and we should act accordingly.🧵14/14

The Trump-Putin Pact already exists, and we should act accordingly. There are some things we will never change with nice words or smart clothing. If you are worried about those things, you should understand where Trump's tactics come from. From Russia.
A thread. 🧵1/14

Apart from the bromance talk about him and Putin having been through so much together, it’s 100% clear after today where Trump’s loyalties lie. He attacked Ukraine for defending itself, claiming it (not Russia!) is “risking WW III”. Obscene.

No, Trump has destroyed America in the eyes of the world.

Our analysis is inspired by similar recent work we did on power grids, where Wardrop equilibria do not govern flows, but Kirchoff laws of electricity. The analysis is more subtle though - cars are not electrons. For details, look at our preprint arxiv.org/abs/2502.13944 4/4

A2 bij Zaltbommel weer open na groot ongeluk in vroege ochtend Twee auto's vlogen na het ongeluk in brand. Twee mensen raakten lichtgewond.

A classical Dutch example from this week is the accident on A2 causing huge traffic jams on A27 nos.nl/artikel/2556... 3/4

The paper's main topic is a mathematical explanation: combining techniques from extreme value theory and road traffic network theory (Wardrop equilibria) we analyze the propagation of a disturbance in a road network, where the loss of capacity in a specific road triggers more delays 2/4

In joint work arxiv.org/abs/2502.13944 with Agnieska Janicka, Fiona Sloothaak and Maria Vlasiou, we provide a mathematical explanation of the empirical finding that congestion caused by traffic jams follows a Pareto law. We also give further empirical evidence using Dutch data. 1/4

Er zijn geen 'vredesonderhandelingen'. Wat er gebeurt, is dat de Russische oorlog tegen Oekraïne nu wordt gesteund door de president van de Verenigde Staten.

The legality (not wisdom) of putting European private data on US clouds hinges on the availability of the US Privacy and Civil Liberties Oversight Board. Trump neutered this board, and the European parliament has taken notice & asked the European Commission what they think:

Molotov-Ribbentrop 2.0

‘Grid-forming’ battery goes online in Australia The 185 MW / 370 MWh Koorangie battery energy storage project in Victoria has reached a major milestone with developer Edify Energy confirming the system has successfully exported power to the grid fo...

‘Grid-forming’ battery goes online in Australia

www.pv-magazine.com/2025/02/17/g...

Gevaarlijke combinatie van populisme en wensdenken.

Mijn oudste bespreekt vandaag een boek van @ionica.mathstodon.xyz.ap.brid.gy op school in knutselvorm

Stelselmatige geweldigdadigheden met een racistisch motief in de achtertuin van @omtzigt.bsky.social
tegen buitenlandse kenniswerkers

Useful overview of inequalities:

www.lkozma.net/inequalities...

Dynamic Dimensioning of Frequency Containment Reserves: The Case of the Nordic Grid One of the main responsibilities of a Transmission System Operator (TSO) operating an electric grid is to maintain a designated frequency (e.g., 50 Hz in Europe). To achieve this, TSOs have created se...

In our new preprint
arxiv.org/abs/2411.11093 we illustrate the potential of using fluctuations in uncertainty to keep our grid safe at lower costs. We focus on dimensioning FCR-N reserves in the Nordic grid, combining real-life frequency data and a diffusion model for the frequency.

I should post something to show it's me.

Like on the other platform, I'll post on whatever topic interests me.

I just went out for a run, the first after having corona. My heart rate was 15 beats higher than normal - I'm still happy to be back at it.