Related papers: Distributed Gaussian Learning over Time-varying Di…
We consider several estimation and learning problems that networked agents face when making decisions given their uncertainty about an unknown variable. Our methods are designed to efficiently deal with heterogeneity in both size and…
We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
This paper addresses the problem of distributed learning of average belief with sequential observations, in which a network of $n>1$ agents aim to reach a consensus on the average value of their beliefs, by exchanging information only with…
We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…
In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…
In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…
This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…
This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…
In this paper, a distributed learning leader-follower consensus protocol based on Gaussian process regression for a class of nonlinear multi-agent systems with unknown dynamics is designed. We propose a distributed learning approach to…
This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…
This paper considers a distributed optimization problem over a multi-agent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described…
This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…
In this paper, we propose a new framework to study distributed optimization problems with stochastic gradients by employing a multi-agent system with continuous-time dynamics. Here the goal of the agents is to cooperatively minimize the sum…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…
In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of…
This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…