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As the scale of problems and data used for experimental design, signal processing and data assimilation grow, the oft-occuring least squares subproblems are correspondingly growing in size. As the scale of these least squares problems…

Computation · Statistics 2023-02-09 Nathaniel Pritchard , Vivak Patel

Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-30 Haodi Ping , Yongcai Wang , Deying Li

Traditionally power distribution networks are either not observable or only partially observable. This complicates development and implementation of new smart grid technologies, such as those related to demand response, outage detection and…

Optimization and Control · Mathematics 2015-03-02 Deepjyoti Deka , Scott Backhaus , Michael Chertkov

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare

The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Michelangelo Bin , Thomas Parisini

Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…

Machine Learning · Statistics 2012-07-03 Vassilis Kekatos , Georgios B. Giannakis

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

Numerical Analysis · Mathematics 2016-02-24 Massimo Fornasier , Steffen Peter , Holger Rauhut , Stephan Worm

The outer Lowner-John method is widely used in sensor fusion applications to find the smallest ellipsoid that can approximate the intersection of a set of ellipsoids, described by positive definite covariance matrices modeling the quality…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Rodrigo Aldana-Lopez , Eduardo Sebastian , Rosario Aragues , Eduardo Montijano , Carlos Sagues

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

Partial Least Squares (PLS) is a widely used method for data integration, designed to extract latent components shared across paired high-dimensional datasets. Despite decades of practical success, a precise theoretical understanding of its…

Machine Learning · Statistics 2025-12-18 Victor Léger , Florent Chatelain

Learning the relationships between various entities from time-series data is essential in many applications. Gaussian graphical models have been studied to infer these relationships. However, existing algorithms process data in a batch at a…

Machine Learning · Computer Science 2021-10-04 Tong Yao , Shreyas Sundaram

The rapid development of signal processing on graphs provides a new perspective for processing large-scale data associated with irregular domains. In many practical applications, it is necessary to handle massive data sets through complex…

Information Theory · Computer Science 2023-07-19 Xiaohan Wang , Mengdi Wang , Yuantao Gu

We propose basic and natural assumptions under which iterative optimization methods with compressed iterates can be analyzed. This problem is motivated by the practice of federated learning, where a large model stored in the cloud is…

Machine Learning · Computer Science 2019-12-23 Sélim Chraibi , Ahmed Khaled , Dmitry Kovalev , Peter Richtárik , Adil Salim , Martin Takáč

Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…

Numerical Analysis · Mathematics 2018-08-20 Alexander Grimm , Christopher Beattie , Zlatko Drmač , Serkan Gugercin

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

Linear regression is a fundamental and primitive problem in supervised machine learning, with applications ranging from epidemiology to finance. In this work, we propose methods for speeding up distributed linear regression. We do so by…

Information Theory · Computer Science 2024-04-02 Neophytos Charalambides , Hessam Mahdavifar , Mert Pilanci , Alfred O. Hero

In this paper, we consider the problem of joint sparsity pattern recovery in a distributed sensor network. The sparse multiple measurement vector signals (MMVs) observed by all the nodes are assumed to have a common (but unknown) sparsity…

Information Theory · Computer Science 2016-01-27 Gang Li , Thakshila Wimalajeewa , Pramod K. Varshney

We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are…

Information Theory · Computer Science 2022-06-23 Chongwen Huang , Lei Liu , Chau Yuen , Sumei Sun
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