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We consider distributed multitask learning problems over a network of agents where each agent is interested in estimating its own parameter vector, also called task, and where the tasks at neighboring agents are related according to a set…

Multiagent Systems · Computer Science 2017-10-11 Roula Nassif , Cédric Richard , André Ferrari , Ali H. Sayed

To exploit the sparsity of the considered system, the diffusion proportionate-type least mean square (PtLMS) algorithms assign different gains to each tap in the convergence stage while the diffusion sparsity-constrained LMS (ScLMS)…

Information Theory · Computer Science 2017-03-27 Zongsheng Zheng , Zhigang Liu

In this paper, a family of novel diffusion adaptive estimation algorithm is proposed from the asymmetric cost function perspective by combining diffusion strategy and the linear-linear cost (LLC), quadratic-quadratic cost (QQC), and…

Machine Learning · Computer Science 2021-07-08 Sihai Guan , Qing Cheng , Yong Zhao

In-network distributed estimation of sparse parameter vectors via diffusion LMS strategies has been studied and investigated in recent years. In all the existing works, some convex regularization approach has been used at each node of the…

Machine Learning · Computer Science 2016-11-15 Bijit Kumar Das , Mrityunjoy Chakraborty , Jerónimo Arenas-García

We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian) diffusion process. Remarkably, it is also possible to go…

Mathematical Finance · Quantitative Finance 2025-10-10 Ofelia Bonesini , Giorgia Callegaro , Martino Grasselli , Gilles Pagès

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

This paper proposes distributed adaptive algorithms based on the conjugate gradient (CG) method and the diffusion strategy for parameter estimation over sensor networks. We present sparsity-aware conventional and modified distributed CG…

Information Theory · Computer Science 2015-11-23 Rodrigo C. de Lamare

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

Recently, the leaky diffusion least-mean-square (DLMS) algorithm has obtained much attention because of its good performance for high input eigenvalue spread and low signal-to-noise ratio (SNR). However, the leaky DLMS algorithm may suffer…

Signal Processing · Electrical Eng. & Systems 2018-11-01 Long Shi , Haiquan Zhao

We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…

Machine Learning · Statistics 2020-06-17 Adil Salim , Dmitry Kovalev , Peter Richtárik

We introduce a novel particle-based algorithm for end-to-end training of latent diffusion models. We reformulate the training task as minimizing a free energy functional and obtain a gradient flow that does so. By approximating the latter…

Machine Learning · Statistics 2026-03-31 Tim Y. J. Wang , Juan Kuntz , O. Deniz Akyildiz

This letter proposes a sparse diffusion steepest-descent algorithm for one bit compressed sensing in wireless sensor networks. The approach exploits the diffusion strategy from distributed learning in the one bit compressed sensing…

Machine Learning · Statistics 2016-01-05 Hadi Zayyani , Mehdi Korki , Farrokh Marvasti

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

Machine Learning · Computer Science 2015-06-05 Paolo Di Lorenzo , Ali H. Sayed

The rise of digital and mobile communications has recently made the world more connected and networked, resulting in an unprecedented volume of data flowing between sources, data centers, or processes. While these data may be processed in a…

Machine Learning · Statistics 2018-09-21 Ibrahim El Khalil Harrane , Rémi Flamary , Cédric Richard

Logistic regression, the Support Vector Machine (SVM), and least squares are well-studied methods in the statistical and computer science community, with various practical applications. High-dimensional data arriving on a real-time basis…

Machine Learning · Computer Science 2024-11-07 Debbie Lim , Yixian Qiu , Patrick Rebentrost , Qisheng Wang

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

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
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