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Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

Distance metric learning is successful in discovering intrinsic relations in data. However, most algorithms are computationally demanding when the problem size becomes large. In this paper, we propose a discriminative metric learning…

Machine Learning · Computer Science 2019-05-15 Jun Li , Xun Lin , Xiaoguang Rui , Yong Rui , Dacheng Tao

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Optimization and Control · Mathematics 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

Efficient and robust algorithms for decentralized estimation in networks are essential to many distributed systems. Whereas distributed estimation of sample mean statistics has been the subject of a good deal of attention, computation of…

Machine Learning · Statistics 2019-01-25 Igor Colin , Aurélien Bellet , Joseph Salmon , Stéphan Clémençon

In this paper, an attack-resilient estimation algorithm is presented for linear discrete-time stochastic systems with state and input constraints. It is shown that the state estimation errors of the proposed estimation algorithm are…

Optimization and Control · Mathematics 2019-03-21 Wenbin Wan , Hunmin Kim , Naira Hovakimyan , Petros G. Voulgaris

The aim of this paper is to propose distributed strategies for adaptive learning of signals defined over graphs. Assuming the graph signal to be bandlimited, the method enables distributed reconstruction, with guaranteed performance in…

Machine Learning · Computer Science 2017-08-02 P. Di Lorenzo , P. Banelli , S. Barbarossa , S. Sardellitti

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Machine learning-based intrusion detection requires complex models to capture patterns in high-dimensional, noisy, and class-imbalanced raw network traffic, yet deploying such models remains impractical on resource-constrained devices with…

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…

Optimization and Control · Mathematics 2017-08-22 Shengyu Zhu , Biao Chen

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Wicak Ananduta , Sergio Grammatico

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…

Multiagent Systems · Computer Science 2023-07-19 Jie Chen , Cédric Richard , Ali. H. Sayed

We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Lei Xin , George Chiu , Shreyas Sundaram

In \citep{Yangnips13}, the author presented distributed stochastic dual coordinate ascent (DisDCA) algorithms for solving large-scale regularized loss minimization. Extraordinary performances have been observed and reported for the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-03-25 Tianbao Yang , Shenghuo Zhu , Rong Jin , Yuanqing Lin

In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…

Methodology · Statistics 2020-04-21 Xuejun Ma , Shaochen Wang , Wang Zhou

We study distributed estimation of a high-dimensional static parameter vector through a group of sensors whose communication network is modeled by a fixed directed graph. Different from existing time-triggered communication schemes, an…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Xingkang He , Yu Xing , Junfeng Wu , Karl H. Johansson

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

Unexpected stimuli induce "error" or "surprise" signals in the brain. The theory of predictive coding promises to explain these observations in terms of Bayesian inference by suggesting that the cortex implements variational inference in a…

Machine Learning · Statistics 2024-10-18 Eli Sennesh , Hao Wu , Tommaso Salvatori

Results for estimating the convergence rate of non-stationary distributed consensus algorithms are provided, on the basis of qualitative (mainly topological) as well as basic quantitative information (lower-bounds on the matrix entries).…

Optimization and Control · Mathematics 2007-12-22 David Angeli , Pierre-Alexandre Bliman
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