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Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

Modern machine learning methods and the availability of large-scale data have significantly advanced our ability to predict target quantities from large sets of covariates. However, these methods often struggle under distributional shifts,…

Machine Learning · Statistics 2025-12-24 Nicola Gnecco , Jonas Peters , Sebastian Engelke , Niklas Pfister

The widespread adoption of large-scale machine learning models in recent years highlights the need for distributed computing for efficiency and scalability. This work introduces a novel distributed machine learning paradigm --…

Machine Learning · Computer Science 2024-02-27 Horia Magureanu , Naïri Usher

Predictive coding (PC) is an influential theory of information processing in the brain, providing a biologically plausible alternative to backpropagation. It is motivated in terms of Bayesian inference, as hidden states and parameters are…

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Information Theory · Computer Science 2016-11-15 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

This paper studies the consensus problem of heterogeneous multi-agent systems by the feedforward control and linear quadratic (LQ) optimal control theory. Different from the existing consensus control algorithms, which require to design an…

Optimization and Control · Mathematics 2024-03-19 Liping Zhang , Huanshui Zhang

In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…

Computation · Statistics 2014-12-24 Umberto Picchini , Julie Lyng Forman

We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection…

Information Theory · Computer Science 2015-12-09 Di Li , Soummya Kar , Fuad E. Alsaadi , Shuguang Cui

We investigate convergence properties of a proposed distributed model predictive control (DMPC) scheme, where agents negotiate to compute an optimal consensus point using an incremental subgradient method based on primal decomposition as…

Multiagent Systems · Computer Science 2008-03-03 Tamas Keviczky , Karl Henrik Johansson

Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and providing confidence intervals. Scaling up the posterior inference for massive-scale matrices is…

Machine Learning · Statistics 2019-02-28 Xiangju Qin , Paul Blomstedt , Eemeli Leppäaho , Pekka Parviainen , Samuel Kaski

In this paper, we investigate distributed inference schemes, over binary-valued Markov random fields, which are realized by the belief propagation (BP) algorithm. We first show that a decision variable obtained by the BP algorithm in a…

Information Theory · Computer Science 2019-09-19 Younes Abdi , Tapani Ristaniemi

To estimate accurately the parameters of a regression model, the sample size must be large enough relative to the number of possible predictors for the model. In practice, sufficient data is often lacking, which can lead to overfitting of…

Applications · Statistics 2024-09-25 Marianne A Jonker , Hassan Pazira , Anthony CC Coolen

This paper presents a scalable Bayesian technique for decentralized state estimation from multiple platforms in dynamic environments. As has long been recognized, centralized architectures impose severe scaling limitations for distributed…

Artificial Intelligence · Computer Science 2012-12-12 Matthew Rosencrantz , Geoffrey Gordon , Sebastian Thrun

Crowdsourcing systems commonly face the problem of aggregating multiple judgments provided by potentially unreliable workers. In addition, several aspects of the design of efficient crowdsourcing processes, such as defining worker's…

Artificial Intelligence · Computer Science 2016-04-20 Matteo Venanzi , John Guiver , Pushmeet Kohli , Nick Jennings

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

This paper addresses the considerations that comes along with adopting decentralized communication for multi-agent localization applications in discrete state spaces. In this framework, we extend the original formulation of the Bayes…

Multiagent Systems · Computer Science 2023-01-24 Dom Huh , Prasant Mohapatra

The Bernoulli filter is a Bayes filter for joint detection and tracking of a target in the presence of false and miss detections. This paper presents a mathematical formulation of the Bernoulli filter in the framework of possibility theory,…

Information Theory · Computer Science 2019-11-12 Branko Ristic , Jeremie Houssineau , Sanjeev Arulampalam

A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…

Methodology · Statistics 2025-01-14 Valentinian Lungu , Ioannis Papageorgiou , Ioannis Kontoyiannis