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Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Generalized linear mixed models (GLMMs) are a widely used tool in statistical analysis. The main bottleneck of many computational approaches lies in the inversion of the high dimensional precision matrices associated with the random…

Computation · Statistics 2025-10-08 Andrea Pandolfi , Omiros Papaspiliopoulos , Giacomo Zanella

We present an analysis for the performance of decentralized consensus-based gradient (DCG) methods for solving optimization problems over a cluster network of nodes. This type of network is composed of a number of densely connected clusters…

Optimization and Control · Mathematics 2022-09-14 Amit Dutta , Nila Masrourisaadat , Thinh T. Doan

The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…

Optimization and Control · Mathematics 2024-06-21 Anteneh Getachew Gebrie

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 adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

Optimization and Control · Mathematics 2017-11-22 Xuanyu Cao , K. J. Ray Liu

Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…

Optimization and Control · Mathematics 2021-09-03 Alexander Engelmann , Timm Faulwasser

We consider the problem of estimating local sensor parameters, where the local parameters and sensor observations are related through linear stochastic models. Sensors exchange messages and cooperate with each other to estimate their own…

Multiagent Systems · Computer Science 2015-06-19 Mei Leng , Wee Peng Tay , Tony Q. S. Quek , Hyundong Shin

We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…

Optimization and Control · Mathematics 2024-02-27 Ola Shorinwa , Mac Schwager

We study the compressive diffusion strategies over distributed networks based on the diffusion implementation and adaptive extraction of the information from the compressed diffusion data. We demonstrate that one can achieve a comparable…

Systems and Control · Computer Science 2015-06-18 Muhammed O. Sayin , Suleyman S. Kozat

For compressed sensing over arbitrarily connected networks, we consider the problem of estimating underlying sparse signals in a distributed manner. We introduce a new signal model that helps to describe inter-signal correlation among…

Information Theory · Computer Science 2013-10-29 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

We propose a novel consensus notion, called "partial consensus", for distributed GM-PHD (Gaussian mixture probability hypothesis density) fusion based on a peer-to-peer (P2P) sensor network, in which only highly-weighted posterior Gaussian…

Systems and Control · Computer Science 2021-04-21 Tiancheng Li , Juan M Corchado , Shudong Sun

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

Convolutional sparse representation (CSR), shift-invariant model for inverse problems, has gained much attention in the fields of signal/image processing, machine learning and computer vision. The most challenging problems in CSR implies…

Machine Learning · Computer Science 2020-11-23 Gustavo Silva , Paul Rodriguez

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

Machine Learning · Computer Science 2020-11-18 Ilqar Ramazanli , Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabas Poczos

In this paper, we study the problem of parameter estimation in a sensor network, where the measurements and updates of some sensors might be arbitrarily manipulated by adversaries. Despite the presence of such misbehaviors, normally…

Systems and Control · Electrical Eng. & Systems 2023-06-06 Jiaqi Yan , Kuo Li , Hideaki Ishii

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang
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