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In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…

Computation · Statistics 2023-02-21 Ajay Jasra , Mohamed Maama , Hernando Ombao

We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…

Signal Processing · Electrical Eng. & Systems 2018-09-05 Ban-Sok Shin , Masahiro Yukawa , Renato Luis Garrido Cavalcante , Armin Dekorsy

Recent years have bore witness to the proliferation of distributed filtering techniques, where a collection of agents communicating over an ad-hoc network aim to collaboratively estimate and track the state of a system. These techniques…

Signal Processing · Electrical Eng. & Systems 2021-02-23 Sayed Pouria Talebi , Stefan Werner , Vijay Gupta , Yih-Fang Huang

A distributed discrete-time algorithm is proposed for multi-agent networks to achieve a common least squares solution of a group of linear equations, in which each agent only knows some of the equations and is only able to receive…

Systems and Control · Computer Science 2017-10-02 Xuan Wang , Jingqiu Zhou , Shaoshuai Mou , Martin J. Corless

This work examines the close interplay between cooperation and adaptation for distributed detection schemes over fully decentralized networks. The combined attributes of cooperation and adaptation are necessary to enable networks of…

Information Theory · Computer Science 2016-11-15 Vincenzo Matta , Paolo Braca , Stefano Marano , Ali H. Sayed

We consider discrete-time distributed averaging algorithms over multi-agent networks with measurement noises and time-varying random graph flows. Each agent updates its state by relative states between neighbours with both additive and…

Social and Information Networks · Computer Science 2017-02-14 Tao Li , Jiexiang Wang

This work carries out a detailed transient analysis of the learning behavior of multi-agent networks, and reveals interesting results about the learning abilities of distributed strategies. Among other results, the analysis reveals how…

Multiagent Systems · Computer Science 2015-04-21 Jianshu Chen , Ali H. Sayed

We derive fundamental limitations on the performances of intrinsic averaging algorithms in open multi-agent systems, which are systems subject to random arrivals and departures of agents. Each agent holds a value, and their goal is to…

Multiagent Systems · Computer Science 2019-09-12 Charles Monnoyer de Galland , Julien M. Hendrickx

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source…

Statistics Theory · Mathematics 2024-03-29 T. Tony Cai , Dongwoo Kim , Hongming Pu

We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…

Probability · Mathematics 2017-11-28 Andrew Papanicolaou , Konstantinos Spiliopoulos

Distributed estimation and processing in networks modeled by graphs have received a great deal of interest recently, due to the benefits of decentralised processing in terms of performance and robustness to communications link failure…

Multiagent Systems · Computer Science 2016-11-29 C. T. Healy , R. C. de Lamare

We propose a distributed algorithm for multiagent systems that aim to optimize a common objective when agents differ in their estimates of the objective-relevant state of the environment. Each agent keeps an estimate of the environment and…

Systems and Control · Electrical Eng. & Systems 2019-12-10 Sina Arefizadeh , Ceyhun Eksin

In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…

Signal Processing · Electrical Eng. & Systems 2019-08-27 Sihai Guan , Chun Meng , Bharat Biswal

In this study, we present a new approach to design a Least Mean Squares (LMS) predictor. This approach exploits the concept of deep neural networks and their supremacy in terms of performance and accuracy. The new LMS predictor is…

Signal Processing · Electrical Eng. & Systems 2019-05-14 Lubna Shibly Mokatren , Ahmet Enis Cetin , Rashid Ansari

The diffusion LMS algorithm has been extensively studied in recent years. This efficient strategy allows to address distributed optimization problems over networks in the case where nodes have to collaboratively estimate a single parameter…

Systems and Control · Computer Science 2016-11-17 Jie Chen , Cédric Richard , Ali H. Sayed

Adaptive networks consist of a collection of agents with adaptation and learning abilities. The agents interact with each other on a local level and diffuse information across the network through their collaborations. In this work, we…

Information Theory · Computer Science 2015-06-04 Sheng-Yuan Tu , Ali H. Sayed

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

This work examines adaptive distributed learning strategies designed to operate under communication constraints. We consider a network of agents that must solve an online optimization problem from continual observation of streaming data.…

Machine Learning · Computer Science 2025-04-25 Marco Carpentiero , Vincenzo Matta , Ali H. Sayed

This paper presents a two-phase cooperative communication strategy and an optimal power allocation strategy to transmit sensor observations to a fusion center in a large-scale sensor network. Outage probability is used to evaluate the…

Networking and Internet Architecture · Computer Science 2012-08-23 Li Li , Kamesh Namuduri , Shengli Fu

This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we…

Signal Processing · Electrical Eng. & Systems 2025-05-30 Lorenzo Marinucci , Claudio Battiloro , Paolo Di Lorenzo