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We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

Optimization and Control · Mathematics 2025-09-04 Guido Carnevale , Nicola Bastianello , Giuseppe Notarstefano , Ruggero Carli

A problem of distributed state estimation at multiple agents that are physically connected and have competitive interests is mapped to a distributed source coding problem with additional privacy constraints. The agents interact to estimate…

Information Theory · Computer Science 2012-07-10 Lalitha Sankar , H. Vincent Poor

Distributed signal-processing algorithms in (wireless) sensor networks often aim to decentralize processing tasks to reduce communication cost and computational complexity or avoid reliance on a single device (i.e., fusion center) for…

Signal Processing · Electrical Eng. & Systems 2023-03-03 Matthias Blochberger , Filip Elvander , Randall Ali , Jan Østergaard , Jesper Jensen , Marc Moonen , Toon van Waterschoot

We consider the problem of the estimation of the invariant distribution function of an ergodic diffusion process when the drift coefficient is unknown. The empirical distribution function is a natural estimator which is unbiased, uniformly…

Statistics Theory · Mathematics 2007-06-13 Ilia Negri

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong

Rerandomization is an effective treatment allocation procedure to control for baseline covariate imbalance. For estimating the average treatment effect, rerandomization has been previously shown to improve the precision of the unadjusted…

Methodology · Statistics 2026-05-18 Bingkai Wang , Fan Li

In this paper we study the distributed average consensus problem in multi-agent systems with directed communication links that are subject to quantized information flow. Specifically, we present and analyze a distributed averaging algorithm…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Apostolos I. Rikos , Christoforos N. Hadjicostis , Karl H. Johansson

We are given an equal number of mobile robotic agents, and distinct target locations. Each agent has simple integrator dynamics, a limited communication range, and knowledge of the position of every target. We address the problem of…

Robotics · Computer Science 2007-05-23 Stephen L. Smith , Francesco Bullo

This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with common drift and diffusion functions but random parameters…

Statistics Theory · Mathematics 2020-09-17 Maud Delattre

This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…

Multiagent Systems · Computer Science 2014-10-28 Gemma Morral , Pascal Bianchi , Gersende Fort

Effective resource allocation in sensor networks, IoT systems, and distributed computing is essential for applications such as environmental monitoring, surveillance, and smart infrastructure. Sensors or agents must optimize their resource…

Machine Learning · Computer Science 2024-09-26 Yu-Zhen Janice Chen , Daniel S. Menasché , Don Towsley

This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…

Statistics Theory · Mathematics 2020-07-27 Emil S. Jørgensen , Michael Sørensen

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

Statistics Theory · Mathematics 2013-12-23 Philippe Fraysse

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…

Optimization and Control · Mathematics 2017-08-22 Shengyu Zhu , Biao Chen

We consider the problem of decentralized estimation using wireless sensor networks. Specifically, we propose a novel framework based on level-triggered sampling, a non-uniform sampling strategy, and sequential estimation. The proposed…

Applications · Statistics 2013-09-24 Yasin Yilmaz , Xiaodong Wang

Distributed dynamic compensators, also known as distributed observer, play a key role in the output consensus problem of heterogeneous nonlinear multi-agent systems. However, most existing distributed dynamic compensators require either the…

Optimization and Control · Mathematics 2019-12-18 Guangqi Li , Long Wang

Consider discrete-time linear distributed averaging dynamics, whereby agents in a network start with uncorrelated and unbiased noisy measurements of a common underlying parameter (state of the world) and iteratively update their estimates…

Optimization and Control · Mathematics 2023-03-21 Giacomo Como , Fabio Fagnani , Anton V. Proskurnikov

This paper considers the distributed consensus problem of multi-agent systems with general continuous-time linear dynamics. Two distributed adaptive dynamic consensus protocols are proposed, based on the relative output information of…

Systems and Control · Computer Science 2015-01-20 Zhongkui Li , Xiangdong Liu , Wei Ren , Lihua Xie
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