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Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…

Optimization and Control · Mathematics 2024-01-09 Lei Wang , Xin Liu , Yin Zhang

We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N >> p, in the generalized linear models framework. When such datasets are too big to be analyzed…

Methodology · Statistics 2020-07-23 Lu Tang , Ling Zhou , Peter X. -K. Song

Communication-efficient distributed training algorithms have received considerable interest recently due to their benefits for training Large Language Models (LLMs) in bandwidth-constrained settings, such as across datacenters and over the…

Machine Learning · Computer Science 2025-11-07 Amir Sarfi , Benjamin Thérien , Joel Lidin , Eugene Belilovsky

In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox's model) on a distributed system. By…

Methodology · Statistics 2021-05-11 Xuening Zhu , Feng Li , Hansheng Wang

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

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…

Machine Learning · Computer Science 2024-12-30 Marie Maros , Gesualdo Scutari , Ying Sun , Guang Cheng

This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An $l_1$ minimization method is used to select the…

Methodology · Statistics 2013-04-23 Cheng Wang , Longbing Cao , Baiqi Miao

For massive data sets, efficient computation commonly relies on distributed algorithms that store and process subsets of the data on different machines, minimizing communication costs. Our focus is on regression and classification problems…

Machine Learning · Statistics 2014-10-27 Xiangyu Wang , Peichao Peng , David Dunson

We consider the problem of distributed multi-task learning, where each machine learns a separate, but related, task. Specifically, each machine learns a linear predictor in high-dimensional space,where all tasks share the same small…

Machine Learning · Statistics 2015-10-05 Jialei Wang , Mladen Kolar , Nathan Srebro

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

The focus of this paper is to extend Fisher's linear discriminant analysis (LDA) to both densely re-corded functional data and sparsely observed longitudinal data for general $c$-category classification problems. We propose an efficient…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…

Statistics Theory · Mathematics 2022-09-15 Jia Gu , Songxi Chen

We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $\mu$ corrupted by…

Machine Learning · Statistics 2022-02-15 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

In this paper, we address the problem of distributed sparse recovery of signals acquired via compressed measurements in a sensor network. We propose a new class of distributed algorithms to solve Lasso regression problems, when the…

Information Theory · Computer Science 2013-10-15 Chiara Ravazzi , Sophie M. Fosson , Enrico Magli

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)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

Existing works on distributed consensus explore linear iterations based on reversible Markov chains, which contribute to the slow convergence of the algorithms. It has been observed that by overcoming the diffusive behavior of reversible…

Information Theory · Computer Science 2016-11-18 Wenjun Li , Yanbing Zhang , Huaiyu Dai

This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…

Systems and Control · Computer Science 2013-10-29 Saeed Ghazanfari-Rad , Fabrice Labeau

We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao