Related papers: Adaptive Technique for Computationally Efficient T…

An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…

We propose a distributed algorithm for time synchronization in mobile wireless sensor networks. Each node can employ the algorithm to estimate the global time based on its local clock time. The problem of time synchronization is formulated…

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

The time of arrival (TOA)-based localization techniques, which need to estimate the delay of the line-of-sight (LoS) path, have been widely employed in location-aware networks. To achieve a high-accuracy delay estimation, a number of…

This paper considers the problem of asynchronous stochastic nonconvex optimization with heavy-tailed gradient noise and arbitrarily heterogeneous computation times across workers. We propose an asynchronous normalized stochastic gradient…

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

We consider a setting in which $N$ agents aim to speedup a common Stochastic Approximation (SA) problem by acting in parallel and communicating with a central server. We assume that the up-link transmissions to the server are subject to…

This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…

Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…

Asynchronous stochastic gradient descent (SGD) enables scalable distributed training but suffers from gradient staleness. Existing mitigation strategies, such as delay-adaptive learning rates and staleness-aware filtering, typically…

We propose here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback…

We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…

Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…

Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…

Signal dimension, defined here as the number of copies with different delays or angular shifts, is a prerequisite for many high-resolution delay estimation and direction-finding algorithms in sensing and communication systems. Thus,…

This study proposes a deep learning model that effectively suppresses the false alarms in the intensive care units (ICUs) without ignoring the true alarms using single- and multimodal biosignals. Most of the current work in the literature…

Accurate detection and diagnosis of abnormal behaviors such as network attacks from multivariate time series (MTS) are crucial for ensuring the stable and effective operation of industrial cyber-physical systems (CPS). However, existing…

This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue…

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…