Related papers: Decentralized Probabilistic Auto-Scaling for Heter…
Recently a new algorithm for sampling posteriors of unnormalised probability densities, called ABC Shadow, was proposed in [8]. This talk introduces a global optimisation procedure based on the ABC Shadow simulation dynamics. First the…
Distributed algorithms have been playing an increasingly important role in many applications such as machine learning, signal processing, and control. Significant research efforts have been devoted to developing and analyzing new algorithms…
We consider the problem of decentralized optimization in networks with communication delays. To accommodate delays, we need decentralized optimization algorithms that work on directed graphs. Existing approaches require nodes to know their…
Autoencoders have seen wide success in domains ranging from feature selection to information retrieval. Despite this success, designing an autoencoder for a given task remains a challenging undertaking due to the lack of firm intuition on…
We study expanding circle maps interacting in a heterogeneous random network. Heterogeneity means that some nodes in the network are massively connected, while the remaining nodes are only poorly connected. We provide a probabilistic…
We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…
The election is a classical problem in distributed algorithmic. It aims to design and to analyze a distributed algorithm choosing a node in a graph, here, in a tree. In this paper, a class of randomized algorithms for the election is…
Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic…
Prompt and accurate detection of system anomalies is essential to ensure the reliability of software systems. Unlike manual efforts that exploit all available run-time information, existing approaches usually leverage only a single type of…
We consider a decentralized optimization problem, in which $n$ nodes collaborate to optimize a global objective function using local communications only. While many decentralized algorithms focus on \emph{gossip} communications (pairwise…
Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…
Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…
The generative learning phase of Autoencoder (AE) and its successor Denosing Autoencoder (DAE) enhances the flexibility of data stream method in exploiting unlabelled samples. Nonetheless, the feasibility of DAE for data stream analytic…
This paper studies distributed stochastic approximation algorithms based on broadcast gossip on communication networks represented by digraphs. Weak convergence of these algorithms is proved, and an associated ordinary differential equation…
Distributed processing across a networked environment suffers from unpredictable behavior of speedup due to heterogeneous nature of the hardware and software in the remote machines. It is challenging to get a better performance from a…
When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by…
Deep generative models offer powerful tools for multivariate data analysis, but their black-box architectures are often unidentified and difficult to interpret. We introduce the Deep Discrete Encoder (DDE) Copula, an identifiable and…
Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some measure of quadratic hedging error by calculating pathwise…
In decentralized systems, branching behaviors naturally arise due to communication, unmodeled dynamics and system abstraction, which can not be adequately captured by the traditional sequencing-based language equivalence. As a finer…
In many machine learning applications, there are multiple decision-makers involved, both automated and human. The interaction between these agents often goes unaddressed in algorithmic development. In this work, we explore a simple version…