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This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

Information Theory · Computer Science 2015-06-03 Jianfeng Yao , Abla Kammoun , Jamal Najim

In prior work, Gupta et al. (SPAA 2022) presented a distributed algorithm for multiplying sparse $n \times n$ matrices, using $n$ computers. They assumed that the input matrices are uniformly sparse--there are at most $d$ non-zeros in each…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Chetan Gupta , Janne H. Korhonen , Jan Studený , Jukka Suomela , Hossein Vahidi

In this paper we consider the task of estimating the non-zero pattern of the sparse inverse covariance matrix of a zero-mean Gaussian random vector from a set of iid samples. Note that this is also equivalent to recovering the underlying…

Machine Learning · Computer Science 2012-02-28 Christopher C. Johnson , Ali Jalali , Pradeep Ravikumar

We study the accuracy of estimating the covariance and the precision matrix of a $D$-variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sample covariance. Our results show that the estimation…

Statistics Theory · Mathematics 2021-01-14 Zeljko Kereta , Timo Klock

We study the problem of multivariate regression where the data are naturally grouped, and a regression matrix is to be estimated for each group. We propose an approach in which a dictionary of low rank parameter matrices is estimated across…

Machine Learning · Computer Science 2012-07-03 Min Xu , John Lafferty

In this presentation, we introduce sparsity methods for networked control systems and show the effectiveness of sparse control. In networked control, efficient data transmission is important since transmission delay and error can critically…

Systems and Control · Computer Science 2014-10-21 Masaaki Nagahara

Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of…

Information Theory · Computer Science 2014-06-24 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Yuchen Zhang

This paper investigates the distributed fixed point seeking problem of sum-separable stochastic operators over the multi-agent network. Based on inexact Krasnosel'ski\u{\i}--Mann iterations, the communication-efficient distributed algorithm…

Optimization and Control · Mathematics 2026-05-22 Fan Li , Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Tao Yang

Parallel applications are often unable to take full advantage of emerging parallel architectures due to scaling limitations, which arise due to inter-process communication. Performance models are used to analyze the sources of communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-07 Amanda Bienz , William D. Gropp , Luke N. Olson

An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…

Information Theory · Computer Science 2020-05-15 Ningning Han , Shidong Li , Zhanjie Song

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

We study the sample complexity of estimating the covariance matrix $T$ of a distribution $\mathcal{D}$ over $d$-dimensional vectors, under the assumption that $T$ is Toeplitz. This assumption arises in many signal processing problems, where…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Yonina C. Eldar , Jerry Li , Cameron Musco , Christopher Musco

This work presents a distributed estimation algorithm that efficiently uses the available communication resources. The approach is based on Bayesian filtering that is distributed across a network by using the logarithmic opinion pool…

Robotics · Computer Science 2022-04-04 Miguel Calvo-Fullana , Jonathan P. How

This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…

Statistics Theory · Mathematics 2013-02-14 T. Tony Cai , Harrison H. Zhou

The accurate estimation of time-varying transmission rates is fundamental for understanding infectious disease dynamics and implementing effective public health interventions. To this end, we propose an improved inverse method for…

Populations and Evolution · Quantitative Biology 2025-12-17 Shuanglin Jing , Yuting Huang , Hai-Feng Huo

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

We study distributed principal component analysis (PCA) in high-dimensional settings under the spiked model. In such regimes, sample eigenvectors can deviate significantly from population ones, introducing a persistent bias. Existing…

Methodology · Statistics 2025-05-29 Weiming Li , Zeng Li , Siyu Wang , Yanqing Yin , Junpeng Zhu

Motivated by the need for distributed learning and optimization algorithms with low communication cost, we study communication efficient algorithms for distributed mean estimation. Unlike previous works, we make no probabilistic assumptions…

Machine Learning · Computer Science 2017-09-26 Ananda Theertha Suresh , Felix X. Yu , Sanjiv Kumar , H. Brendan McMahan

In this paper, we study the problem of distributed estimation with an emphasis on communication-efficiency. The proposed algorithm is based on a windowed maximum a posteriori (MAP) estimation problem, wherein each agent in the network…

Robotics · Computer Science 2022-11-22 Miguel Calvo-Fullana , Jonathan P. How

In this paper, a simple memory limited transmitter for molecular communication is proposed, in which information is encoded in the diffusion rate of the molecules. Taking advantage of memory, the proposed transmitter reduces the ISI problem…

Information Theory · Computer Science 2014-10-30 Mohammad Movahednasab , Mehdi Soleimanifar , Amin Gohari , Masoumeh Nasiri Kenari , Urbashi Mitra
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