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An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

Statistics Theory · Mathematics 2022-01-12 Antoine Godichon-Baggioni

Average consensus plays a key role in distributed networks, with applications ranging from time synchronization, information fusion, load balancing, to decentralized control. Existing average consensus algorithms require individual agents…

Multiagent Systems · Computer Science 2022-01-06 Huan Gao , Yongqiang Wang

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

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…

Optimization and Control · Mathematics 2021-03-30 Xuyang Wu , Sindri Magnusson , Mikael Johansson

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…

Applications · Statistics 2016-09-05 Miloš S. Stanković , Nemanja Ilić , Srdjan S. Stanković

In this paper, we consider a sensor placement problem where sensors can move within a network over time. Sensor placement problem aims to select K sensor positions from N candidates where K < N. Most existing methods assume that sensor…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Saki Nomura , Junya Hara , Hiroshi Higashi , Yuichi Tanaka

This paper presents greedy gossip with eavesdropping (GGE), a novel randomized gossip algorithm for distributed computation of the average consensus problem. In gossip algorithms, nodes in the network randomly communicate with their…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-14 Deniz Ustebay , Boris Oreshkin , Mark Coates , Michael Rabbat

This study considers a wireless network where multiple nodes transmit status updates to a base station (BS) via a shared, error-free channel with limited bandwidth. The status updates arrive at each node randomly. We use the Age of…

Information Theory · Computer Science 2025-03-14 Yuqiao He , Yuchao Chen , Jintao Wang , Jian Song

We study the problem of collaboratively estimating the state of an LTI system monitored by a network of sensors, subject to the following important practical considerations: (i) certain sensors might be arbitrarily compromised by an…

Systems and Control · Computer Science 2018-01-29 Aritra Mitra , Shreyas Sundaram

We consider a problem of placing generators of rewards to be collected by randomly moving agents in a network. In many settings, the precise mobility pattern may be one of several possible, based on parameters outside our control, such as…

Multiagent Systems · Computer Science 2024-06-04 Petros Petsinis , Kaichen Zhang , Andreas Pavlogiannis , Jingbo Zhou , Panagiotis Karras

We consider a consensus algorithm in which every node in a sequence of undirected, B-connected graphs assigns equal weight to each of its neighbors. Under the assumption that the degree of each node is fixed (except for times when the node…

Optimization and Control · Mathematics 2012-11-09 Alex Olshevsky , John Tsitsiklis

This paper investigates the consensus problem in almost sure sense for uncertain multi-agent systems with noises and fixed topology. By combining the tools of stochastic analysis, algebraic graph theory, and matrix theory, we analyze the…

Adaptation and Self-Organizing Systems · Physics 2012-06-06 Radha F. Gupta , Poom Kumam

This paper proposes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes, compliant with the directed nature of the graph edges. It is proved that the…

Optimization and Control · Mathematics 2020-03-03 Chang-Shen Lee , Nicolò Michelusi , Gesualdo Scutari

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…

Optimization and Control · Mathematics 2020-10-02 Shuhang Chen , Adithya Devraj , Andrey Bernstein , Sean Meyn

This paper regards randomized discrete-time consensus systems that preserve the average "on average". As a main result, we provide an upper bound on the mean square deviation of the consensus value from the initial average. Then, we apply…

Optimization and Control · Mathematics 2013-04-19 Paolo Frasca , Julien M. Hendrickx

In this paper, we study the randomized distributed coordinate descent algorithm with quantized updates. In the literature, the iteration complexity of the randomized distributed coordinate descent algorithm has been characterized under the…

Machine Learning · Statistics 2017-01-23 Mostafa El Gamal , Lifeng Lai

We study the convergence in expectation of the Random Coordinate Descent algorithm (RCD) for solving optimal resource allocations problems in open multi-agent systems, i.e., multi-agent systems that are subject to arrivals and departures of…

Multiagent Systems · Computer Science 2021-09-30 Charles Monnoyer de Galland , Renato Vizuete , Julien M. Hendrickx , Paolo Frasca , Elena Panteley

In this paper, we discuss a class of distributed detection algorithms which can be viewed as implementations of Bayes' law in distributed settings. Some of the algorithms are proposed in the literature most recently, and others are first…

Methodology · Statistics 2015-11-10 Qipeng Liu , Jiuhua Zhao , Xiaofan Wang

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-11-21 Ezra N. Hoch , Danny Bickson , Danny Dolev