Related papers: Distributed Gaussian Learning over Time-varying Di…
In this paper, we consider distributed optimization design for resource allocation problems over weight-balanced graphs. With the help of singular perturbation analysis, we propose a simple sub-optimal continuous-time optimization…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…
We model time-varying network data as realizations from multivariate Gaussian distributions with precision matrices that change over time. To facilitate parameter estimation, we require not only that each precision matrix at any given time…
This paper studies Dictionary Learning problems wherein the learning task is distributed over a multi-agent network, modeled as a time-varying directed graph. This formulation is relevant, for instance, in Big Data scenarios where massive…
We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We develop unbiased parameter averaging methods for randomized second order optimization…
The mixing time of a graph is an important metric, which is not only useful in analyzing connectivity and expansion properties of the network, but also serves as a key parameter in designing efficient algorithms. We present an efficient…
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…
We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…
We study the problem of learning Bayesian networks where an $\epsilon$-fraction of the samples are adversarially corrupted. We focus on the fully-observable case where the underlying graph structure is known. In this work, we present the…
We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…
In this work, we are interested in adaptive and distributed estimation of graph filters from streaming data. We formulate this problem as a consensus estimation problem over graphs, which can be addressed with diffusion LMS strategies. Most…
We propose a new belief update rule for Distributed Non-Bayesian learning in time-varying directed graphs, where a group of agents tries to collectively identify a hypothesis that best describes a sequence of observed data. We show that the…
Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…
We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…
We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…
The problem of network-constrained averaging is to compute the average of a set of values distributed throughout a graph G using an algorithm that can pass messages only along graph edges. We study this problem in the noisy setting, in…
The paper studies distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and noisy inter-sensor communication. It introduces \emph{separably estimable} observation models that generalize the…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…