Related papers: A Class of Diffusion Algorithms with Logarithmic C…
This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…
In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…
We propose the Value Gradient Sampler (VGS), a diffusion sampler parameterized by value functions. VGS generates samples from an unnormalized target density (i.e., energy) by evolving randomly initialized particles along the gradient of the…
This work proposes a novel channel estimator based on diffusion models (DMs), one of the currently top-rated generative models. Contrary to related works utilizing generative priors, a lightweight convolutional neural network (CNN) with…
In this paper, we analyze energy-harvesting adaptive diffusion networks for a distributed estimation problem. In order to wisely manage the available energy resources, we propose a scheme where a censoring algorithm is jointly applied over…
This work presents a new algorithm for training recurrent neural networks (although ideas are applicable to feedforward networks as well). The algorithm is derived from a theory in nonconvex optimization related to the diffusion equation.…
A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest, parameters of common interest to a subset of nodes and parameters of…
In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and…
A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…
In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…
We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…
Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the…
In this paper, we apply the ideas of the matrix column based diffusion approach to define a new eigenvector computation algorithm of a stationary probability of a Markov chain.
We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…
In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…
Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…
We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…
A new amortized variance-reduced gradient (AVRG) algorithm was developed in \cite{ying2017convergence}, which has constant storage requirement in comparison to SAGA and balanced gradient computations in comparison to SVRG. One key advantage…
Recent research works on distributed adaptive networks have intensively studied the case where the nodes estimate a common parameter vector collaboratively. However, there are many applications that are multitask-oriented in the sense that…
Linear classification has been widely used in many high-dimensional applications like text classification. To perform linear classification for large-scale tasks, we often need to design distributed learning methods on a cluster of multiple…