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This paper presents adaptive link selection algorithms for distributed estimation and considers their application to wireless sensor networks and smart grids. In particular, exhaustive search--based least--mean--squares(LMS)/recursive least…

Systems and Control · Computer Science 2015-10-20 S. Xu , R. C. de Lamare , H. V. Poor

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Partially-observed data collected by sampling methods is often being studied to obtain the characteristics of information diffusion networks. However, these methods usually do not consider the behavior of diffusion process. In this paper,…

Social and Information Networks · Computer Science 2014-05-30 Motahareh Eslami Mehdiabadi , Hamid R. Rabiee , Mostafa Salehi

In this work, we are interested in adaptive and distributed estimation of graph filters from streaming data. We formulate this problem as a consensus estimation problem over graphs, which can be addressed with diffusion LMS strategies. Most…

Signal Processing · Electrical Eng. & Systems 2019-12-13 Fei Hua , Roula Nassif , Cédric Richard , Haiyan Wang , Ali H. Sayed

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…

Methodology · Statistics 2021-10-07 Athénaïs Gautier , David Ginsbourger , Guillaume Pirot

Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…

Statistics Theory · Mathematics 2024-12-24 Alessandro De Gregorio , Dario Frisardi , Francesco Iafrate , Stefano Iacus

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed…

Machine Learning · Statistics 2016-12-30 Pan Xu , Lu Tian , Quanquan Gu

This work proposes diffusion normalized least mean M-estimate algorithm based on the modified Huber function, which can equip distributed networks with robust learning capability in the presence of impulsive interference. In order to…

Machine Learning · Computer Science 2020-04-21 Y. Yu , H. He , T. Yang , X. Wang , R. C. de Lamare

In this paper, we analyze the effects of random sampling on adaptive diffusion networks. These networks consist in a collection of nodes that can measure and process data, and that can communicate with each other to pursue a common goal of…

Signal Processing · Electrical Eng. & Systems 2024-03-27 Daniel G. Tiglea , Renato Candido , Magno T. M. Silva

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

In this paper we analyse the behaviour of adaptive filters or detectors when they are trained with $t$-distributed samples rather than Gaussian distributed samples. More precisely we investigate the impact on the distribution of some…

Statistics Theory · Mathematics 2021-03-04 Olivier Besson

In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…

Information Theory · Computer Science 2016-04-20 Shanying Zhu , Yeng Chai Soh , Lihua Xie

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…

Information Theory · Computer Science 2017-01-11 Subhro Das , José M. F. Moura

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

Methodology · Statistics 2020-01-14 Lisa Schlosser , Torsten Hothorn , Reto Stauffer , Achim Zeileis

Robust diffusion adaptive estimation algorithms based on the maximum correntropy criterion (MCC), including adaptation to combination MCC and combination to adaptation MCC, are developed to deal with the distributed estimation over network…

Machine Learning · Statistics 2016-02-04 Wentao Ma , Badong Chen , Jiandong Duan , Haiquan Zhao

One of the key challenges that Reinforcement Learning (RL) faces is its limited capability to adapt to a change of data distribution caused by uncertainties. This challenge arises especially in RL systems using deep neural networks as…

Machine Learning · Computer Science 2025-06-17 Amornyos Horprasert , Esa Apriaskar , Xingyu Liu , Lanlan Su , Lyudmila S. Mihaylova

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong