John Moriarty

Rare events in power grids: a Markov Chain Monte Carlo approach

Power systems are typically designed and controlled to ensure excellent standards of reliability. Probabilistic analysis of serious failures such as load shedding is therefore challenging. I will present the skipping sampler, a general-purpose Markov Chain Monte Carlo algorithm which has been developed for this purpose, and applications to rare event sampling in power grids. The talk is based on .